Searching for important factors: sequential bifurcation under uncertainty
Proceedings of the 29th conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Comparison with a standard via fully sequential procedures
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Very large fractional factorial and central composite designs
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Better than a petaflop: the power of efficient experimental design
Proceedings of the 40th Conference on Winter Simulation
Efficient experimental design tools for exploring large simulation models
Computational & Mathematical Organization Theory
Better than a petaflop: the power of efficient experimental design
Winter Simulation Conference
Sequential screening: a Bayesian dynamic programming analysis of optimal group-splitting
Proceedings of the Winter Simulation Conference
Work smarter, not harder: a tutorial on designing and conducting simulation experiments
Proceedings of the Winter Simulation Conference
Better than a petaflop: the power of efficient experimental design
Proceedings of the Winter Simulation Conference
Combining strong and screening designs for large-scale simulation optimization
Proceedings of the Winter Simulation Conference
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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.