Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening

Hong Wan*, Bruce E. Ankenman, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

29 Scopus citations

Abstract

Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation procedure to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. This paper improves the CSB procedure in two aspects. First, a new fully sequential hypothesis-testing procedure is introduced that greatly improves the efficiency of CSB. Moreover, this paper proposes CSB-X, a more general CSB procedure that has the same error control for screening main effects that CSB does, even when two-factor interactions are present. The performance of the new method is proven and compared with the original CSB procedure.

Original languageEnglish (US)
Pages (from-to)482-492
Number of pages11
JournalINFORMS Journal on Computing
Volume22
Issue number3
DOIs
StatePublished - Jun 1 2010

Keywords

  • Simulation: Analysis
  • Statistics: Experiment

ASJC Scopus subject areas

  • Software
  • Information Systems
  • Computer Science Applications
  • Management Science and Operations Research

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