Factor screening for simulation with multiple responses: Sequential bifurcation

• Published in: European journal of operational research Vol. 237; no. 1; pp. 136 - 147
• Main Authors: Shi, Wen, Kleijnen, Jack P.C., Liu, Zhixue
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 16.08.2014; Elsevier Sequoia S.A
• Subjects: Approximation; Bifurcations; Computer simulation; Design of experiments; Effectiveness studies; Heredity; Input output analysis; Logistics; Mathematical models; Monte Carlo simulation; Operations research; Polynomials; Probability distribution; Replication; Screening; Simulation; Statistical analysis; China; Simulation; Design of experiments; Statistical analysis

•Our method finds the inputs with important effects on one or more outputs.•Our method is efficient because it is sequential.•Our method determines the number of replicates through an improved statistical test.•Our method includes a procedure to validate the assumptions of our method.•We illustrate...