Comparison with a standard via fully sequential procedures

DOI10.1145/1060576.1060579MaRDI QIDQ4565354zbMATH OpenOpenAlexFDO

Authors Seong-Hee Kim

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1060576.1060579

zbMATH Keywords

comparison with a standardoutput analysisranking and selectionsimulationvariance reduction

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Queues and service in operations research (90B22)

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(11)

• A quantile-based approach to system selection
• Controlled multistage selection procedures for comparison with a standard
• Comparison with a standard via all-pairwise comparisons
• Chance constrained selection of the best
• Fully sequential procedures for comparing constrained systems via simulation
• The local time method for targeting and selection
• Methods for system selection based on sequential mean-variance analysis
• Sequential Bayes-optimal policies for multiple comparisons with a known standard
• Control-variate methods for comparison with a standard
• Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
• Efficient sensitivity analysis in biomanufacturing with sequential Shapley value estimation

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