Computational improvements in bootstrap ranking and selection procedures via multiple comparison with the best

Soonhui Lee, Barry L. Nelson

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

General-purpose ranking and selection (RandS) procedures using bootstrapping were investigated by Lee and Nelson in WSC ′14; their work provides the seminal idea for this study. Here we present bootstrap RandS procedures that achieve significant computational savings by exploiting multiple comparison with the best inference. We establish the asymptotic probability of correct selection for the new procedures, and report some experiment results to illustrate small-sample performance, both in attained probability of correct selection and computational efficiency relative to the procedures in Lee and Nelson.

Original languageEnglish (US)
Title of host publication2015 Winter Simulation Conference, WSC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3758-3767
Number of pages10
ISBN (Electronic)9781467397438
DOIs
StatePublished - Feb 16 2016
EventWinter Simulation Conference, WSC 2015 - Huntington Beach, United States
Duration: Dec 6 2015Dec 9 2015

Publication series

NameProceedings - Winter Simulation Conference
Volume2016-February
ISSN (Print)0891-7736

Other

OtherWinter Simulation Conference, WSC 2015
CountryUnited States
CityHuntington Beach
Period12/6/1512/9/15

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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    Lee, S., & Nelson, B. L. (2016). Computational improvements in bootstrap ranking and selection procedures via multiple comparison with the best. In 2015 Winter Simulation Conference, WSC 2015 (pp. 3758-3767). [7408533] (Proceedings - Winter Simulation Conference; Vol. 2016-February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2015.7408533