Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces

DOI10.1287/OPRE.41.5.880MaRDI QIDQ4286469zbMATH OpenOpenAlexFDO

Authors Joan Donohue, Ernest C. Houck, Raymond H. Myers

Publication date 6 April 1994

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.41.5.880

zbMATH Keywords

optimal designpseudorandom number assignment strategiesfactorial plansfirst-order response surface modelmean squared error criteriasimulation designs

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Optimal statistical designs (62K05) Theory of statistical experiments (62B15)

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(9)

• An overview of the design and analysis of simulation experiments for sensitivity analysis
• Response surface methodology's steepest ascent and step size revisited
• Designs for Minimum Bias Estimation
• Minimizing the bias and variance of the gradient estimate in RSM simulation studies
• Second-order response surface designs in computer simulation
• Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification
• Gradient estimation schemes for noisy functions
• Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
• Small response surface designs for metamodel estimation

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