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INFORMS
2010

Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening

11 years 2 months ago
Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Sequential Bifurcation (SB) 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.
Hong Wan, Bruce E. Ankenman, Barry L. Nelson
Added 05 Mar 2011
Updated 05 Mar 2011
Type Journal
Year 2010
Where INFORMS
Authors Hong Wan, Bruce E. Ankenman, Barry L. Nelson
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