A sequential experimental design procedure for the estimation of first- and second-order simulation metamodels

DOI10.1145/174153.174156zbMath0841.62067OpenAlexW2003521840MaRDI QIDQ4876056

Joan M. Donohue, Ernest C. Houck, Raymond H. Myers

Publication date: 13 June 1996

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

variance reduction techniquesrandom number streamsassignment rule blocking strategycommon streamsconstruction of sequential simulation designsestimation of response surface metamodelsfractional two-level factorial designindependent streams

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Sequential statistical design (62L05)

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