Wan, Hong and Ankenman, Bruce E. and Nelson, Barry L. (2010) Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening. INFORMS Journal on Computing, 22 (3). pp. 482-492. ISSN 1091-9856
Full text not available from this repository.Abstract
Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation procedure to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. This paper improves the CSB procedure in two aspects. First, a new fully sequential hypothesis-testing procedure is introduced that greatly improves the efficiency of CSB. Moreover, this paper proposes CSB-X, a more general CSB procedure that has the same error control for screening main effects that CSB does, even when two-factor interactions are present. The performance of the new method is proven and compared with the original CSB procedure.