Estimation of Multiresponse Simulation Metamodels Using Control Variates

DOI10.1287/MNSC.35.11.1316MaRDI QIDQ4730625zbMATH OpenOpenAlexFDO

Authors Acácio M. O. Porta Nova, James R. Wilson

Publication date 1989

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.35.11.1316

zbMATH Keywords

linear modelleast squaresnormalvariance reduction techniquesestimation of a multiresponse metamodelmethod of control variatesgeneralized minimum variance ratiohomogeneous covariance structuremultipopulation, multiresponse simulation experimentspoint and confidence-region estimation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Applications of statistics (62P99) Probabilistic models, generic numerical methods in probability and statistics (65C20) Operations research and management science (90B99)

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• Statistical Fitting and validation of nonlinear simulation metamodels: a case study
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• Combined correlation methods for metamodel estimation in multipopulation simulation experiments
• Improved point and confidence interval estimators of mean response in simulation when control variates are used
• Efficiency measure, modelling and estimation in combined array designs
• A metamodeling methodology involving both qualitative and quantitative input factors.
• Metamodels in manufacturing: a review
• PLS-Based Multivariate Metamodeling of Dynamic Systems
• Estimation of nonlinear simulation metamodels using control variates
• Estimating simulation metamodels using correlated control variates
• Neural network as a simulation metamodel in economic analysis of risky projects
• Green Simulation
• A cross-estimation technique for using control variables in stochastic simulations
• Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
• Statistical testing of optimality conditions in multiresponse simulation-based optimization
• Selecting control variates to estimate multiresponse simulation metamodels
• Estimating and Validating Nonlinear Regression Metamodels in Simulation

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