Empirical model-building and response surface
Empirical model-building and response surface
Correlated simulation experiments in first-order response surface design
Operations Research
Designing efficient simulation experiments
WSC '92 Proceedings of the 24th conference on Winter simulation
Using central composite designs in simulation experiments
WSC '92 Proceedings of the 24th conference on Winter simulation
Variance reallocation in Taguchi's robust design framework
WSC '92 Proceedings of the 24th conference on Winter simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Metamodeling: a state of the art review
WSC '94 Proceedings of the 26th conference on Winter simulation
Heuristic diagnostics for the presence of pure error in computer simulation models
WSC' 90 Proceedings of the 22nd conference on Winter simulation
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Variance reduction techniques can be useful strategies for improving the estimates of simulation metamodel coefficients. Depending upon the goals of the experimenter, the type of metamodel being estimated, and the characteristics of the system being simulated, an appropriate variance reduction technique can be applied. This paper provides a review of recent research that investigates the application of variance reduction techniques in the simulation metamodeling context. One strategy, Schruben and Margolin's (1978) assignment rule, which utilizes a combination of antithetic and common random number streams, is found to be a particularly useful variance reduction technique for the estimation of simulation metamodels.