A sequential experimental design procedure for the estimation of first- and second-order simulation metamodels

DOI10.1145/174153.174156MaRDI QIDQ4876056zbMATH OpenOpenAlexFDO

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

Publication date 13 June 1996

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

Full work available at URL http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

assignment rule blocking strategycommon streamsconstruction of sequential simulation designsestimation of response surface metamodelsfractional two-level factorial designindependent streamsrandom number streamsvariance reduction techniques

Mathematics Subject Classification ID

Sequential statistical design (62L05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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(11)

• Small response surface designs for metamodel estimation
• A sequential-design metamodeling strategy for simulation optimization
• Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
• scientific article; zbMATH DE number 2127461 (Why is no real title available?)
• Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification
• Second-order response surface designs in computer simulation
• Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces
• Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• An adaptive exploration-exploitation algorithm for constructing metamodels in random simulation using a novel sequential experimental design
• Two‐stage computing budget allocation approach for the response surface method

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