An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis PDF Download

Author: Jacobus Petrus Catharinus Kleijnen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Author: Jack P.C. Kleijnen
Publisher: Springer
ISBN: 3319180878
Category : Business & Economics
Languages : en
Pages : 334

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Book Description
This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

Author: Thomas J. Santner
Publisher: Springer
ISBN: 1493988476
Category : Mathematics
Languages : en
Pages : 436

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Book Description
This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Author: Jack P.C. Kleijnen
Publisher: Springer Science & Business Media
ISBN: 0387718133
Category : Mathematics
Languages : en
Pages : 229

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Simulation is a widely used methodology in all Applied Science disciplines. This textbook focuses on this crucial phase in the overall process of applying simulation, and includes the best of both classic and modern methods of simulation experimentation. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.

Author: Jacobus Petrus Catharinus Kleijnen
Publisher:
ISBN:
Category :
Languages : en
Pages : 32

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Book Description

Author: Jack P. C. Kleijnen
Publisher:
ISBN:
Category :
Languages : en
Pages : 32

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Book Description

Author: Jacobus Petrus Catharinus Kleijnen
Publisher:
ISBN:
Category :
Languages : en
Pages : 20

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Author: Sergey Ermakov
Publisher: Springer
ISBN: 9789048146048
Category : Science
Languages : en
Pages : 0

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This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias. Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.

Author: José Arnaldo Barra
Publisher:
ISBN:
Category : Computers
Languages : en
Pages :

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Book Description
Sensitivity Analysis in Discrete Event Simulation Using Design of Experiments.

Author: Kai-Tai Fang
Publisher: CRC Press
ISBN: 1420034898
Category : Mathematics
Languages : en
Pages : 304

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Book Description
Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experim