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Simulation input analysis: joint criterion for factor identification and parameter estimation
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Source Winter Simulation Conference archive
Proceedings of the 34th conference on Winter simulation: exploring new frontiers table of contents
San Diego, California
SESSION: Analysis methodology table of contents
Pages: 400 - 406  
Year of Publication: 2002
ISBN:0-7803-7615-3
Authors
Stephen E. Chick  Technology Management Area, INSEAD, France
Szu Hui Ng  Singapore Institute of Manufacturing Technology, Singapore
Sponsors
IEEE/CS : Institute of Electrical and Electronics Engineers/Computer Society
ASA : American Statistical Association
IEEE/SMCS : Institute of Electrical and Electronics Engineers/Systems, Man, and Cybernetics Society
INFORMS/CS : Institute for Operations Research and the Management Sciences/College on Simulation
NIST : National Institute of Standards and Technology
ACM: Association for Computing Machinery
(SCS) : The Society for Modeling and Simulation International
SIGSIM: ACM Special Interest Group on Simulation and Modeling
IIE : Institute of Industrial Engineers
Publisher
Winter Simulation Conference 
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Downloads (6 Weeks): 1,   Downloads (12 Months): 13,   Citation Count: 2
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ABSTRACT

One goal in simulation experimentation is to identify which input parameters most significantly influence the mean of simulation output. Another goal is to obtain good parameter estimates for a response model that quantifies how the mean output depends on influential input parameters. The majority of experimental design techniques focus on either one goal or the other. This paper uses a design criterion for follow-up experiments that jointly identifies the important parameters and reduces the variance of parameter estimates. The criterion is entropy-based, and is applied to a critical care facility simulation.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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Collaborative Colleagues:
Stephen E. Chick: colleagues
Szu Hui Ng: colleagues