Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels

DOI10.1016/0377-2217(94)00149-7zbMath0915.65150OpenAlexW2076827270WikidataQ127124386 ScholiaQ127124386MaRDI QIDQ1390291

Jeffrey D. Tew

Publication date: 14 July 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)00149-7

zbMATH Keywords

linear modelsregressioncontrol variatescommon random number streamscorrelation-based variance reduction techniquesmetamodel estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Response surface methodology: A neural network approach ⋮ Variance reduction for simulated diffusions using control variates extracted from state space evaluations

Uses Software

• GASP IV

Cites Work

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• Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems
• Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces
• Estimation of Multiresponse Simulation Metamodels Using Control Variates
• Combined correlation methods for metamodel estimation in multipopulation simulation experiments

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