模拟实验的两阶段筛选程序

Two-phase screening procedure for simulation experiments

ACM Transactions on Modeling and Computer Simulation · 2009
被引 41
ABS 3

中文导读

针对复杂模拟模型中的因子筛选问题,提出混合两阶段方法FFCSB和FFCSBX,先用部分因子设计估计效应方向,再用序列二分法控制误差,实证表明在多种实际场景中更高效。

Abstract

Analysts examining complex simulation models often conduct screening experiments to identify important factors. The controlled sequential bifurcation screening procedures CSB and CSB-X use a sequence of tests to classify factors as important or unimportant, while controlling Type I error and power. These procedures require analysts to identify the directions of the effects prior to experimentation, which can be problematic. We propose hybrid two-phase approaches, FFCSB and FFCSBX, as alternatives. Phase 1 uses an efficient fractional factorial to estimate factor effect directions; phase 2 uses CSB or CSB-X. Empirical investigations show these outperform CSB(X) in efficiency and effectiveness for many situations of practical interest.

计算机科学统计学计量经济学机器学习实验设计