Combined correlation methods for metamodel estimation in multipopulation simulation experiments

DOI10.1080/00949659408811560MaRDI QIDQ4864208zbMATH OpenOpenAlexFDO

Authors Chimyung Kwon, Jeffrey D. Tew

Publication date 29 January 1996

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659408811560

zbMATH Keywords

antithetic variatescontrol variatesSchruben-Margolin correlation-induction strategysimulation metamodelvariance-reduction strategies

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Monte Carlo methods (65C05)

Recommendations

• Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
• Integrated Variance Reduction Strategies for Simulation
• Strategies for Combining Antithetic Variates and Control Variates in Designed Simulation Experiments
• Combination of General Antithetic Transformations and Control Variables
• Estimation of Multiresponse Simulation Metamodels Using Control Variates

Cites work

• scientific article; zbMATH DE number 3812757 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 3485164 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Response Surface Methodology: 1966-1988
• Some Concepts of Dependence
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy

Cited in

(6)

• Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
• Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
• Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy
• Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy
• Strategies for Combining Antithetic Variates and Control Variates in Designed Simulation Experiments
• Estimation of Multiresponse Simulation Metamodels Using Control Variates

This page was built for publication: Combined correlation methods for metamodel estimation in multipopulation simulation experiments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864208)