Simulation input analysis: joint criterion for factor identification and parameter estimation

  • Authors:
  • Stephen E. Chick;Szu Hui Ng

  • Affiliations:
  • Technology Management Area, INSEAD, France;Singapore Institute of Manufacturing Technology, Singapore

  • Venue:
  • Proceedings of the 34th conference on Winter simulation: exploring new frontiers
  • Year:
  • 2002

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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.