next up previous contents index
Next: 4. Multivariate Density Estimation Up: csahtml Previous: 3.6 Conclusions

References

1
Alam, F.M., K.R. McNaught, T.J. Ringrose (2003). A comparison of experimental designs in the development of a neural network simulation metamodel. Simulation Modelling: Practice and Theory, accepted conditionally.

2
Angün, E., D. den Hertog, G. Gürkan, J.P.C. Kleijnen (2002). Response surface methodology revisited. In: Proceedings of the 2002 Winter Simulation Conference, ed. E. Yücesan, C.H. Chen, J.L. Snowdon, J.M. Charnes, Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, 377-383.

3
Antioniadis, A., D.T. Pham (1998). Wavelet regression for random or irregular design. Computational Statistics and data Analysis 28:353-369.

4
Bettonvil, B., J.P.C. Kleijnen (1990). Measurement scales and resolution IV designs. American Journal of Mathematical and Management Sciences 10 (3-4): 309-322.

5
Clarke, S.M., J.H Griebsch, T.W., Simpson (2003). Analysis of support vector regression for approximation of complex engineering analyses. Proceedings of DETC '03, ASME 2003 Design Engineering Technical Conferences and Computers and Information in Engineering Conference, Chicago.

6
Cressie, N.A.C (1993). Statistics for spatial data. New York: Wiley.

7
Donohue, J. M., E.C. Houck, R.H. Myers (1993). Simulation designs and correlation induction for reducing second-order bias in first-order response surfaces Operations Research 41 (5):880-902.

8
Efron, B. and R.J. Tibshirani (1993). An introduction to the bootstrap. New York: Chapman & Hall.

9
Glasserman, P., P. Heidelberger, and P. Shahabuddin (2000), Variance reduction techniques for estimating value-at-risk. Management Science, 46, no. 10, pp. 1349-1364.

10
Horne, G., M. Leonardi, eds (2001). Maneuver warfare science 2001. Quantico, Virginia: Defense Automatic Printing Service.

11
Jin, R, W. Chen, and A. Sudjianto (2002). On sequential sampling for global metamodeling in engineering design. Proceedings ofD ETC '02, ASME 2002 Design Engineering Technical Conferences and Computers and Information in Engineering Conference, DETC2002/DAC-34092, September 29-October 2, 2002, Montreal, Canada.

12
Kleijnen, J.P.C (1998). Experimental design for sensitivity analysis, optimization, and validation of simulation models. In: Handbook of Simulation, ed. J. Banks, 173-223. New York: Wiley.

13
Kleijnen, J.P.C (1992). Regression metamodels for simulation with common random numbers: comparison of validation tests and confidence intervals. Management Science 38 (8): 1164-1185.

14
Kleijnen, J.P.C (1987). Statistical tools for simulation practitioners. New York: Marcel Dekker.

15
Kleijnen, J.P.C (1975). Statistical techniques in simulation, volume II. New York: Marcel Dekker. (Russian translation, Publishing House ''Statistics'', Moscow, 1978).

16
Kleijnen, J.P.C. S.M. Sanchez, T.W. Lucas, T.M. Cioppa (2003a). A user's guide to the brave new world of designing simulation experiments. INFORMS Journal on Computing (accepted conditionally).

17
Kleijnen, J.P.C., B. Bettonvil, F. Person (2003b). Finding the important factors in large discrete-event simulation: sequential bifurcation and its applications. In: Screening, ed. A.M. Dean, S.M. Lewis, New York: Springer-Verlag (forthcoming; preprint: http://center.kub.nl/staff/kleijnen/papers.html).

18
Kleijnen, J.P.C. and R.Y. Rubinstein (2001). Monte Carlo sampling and variance reduction techniques. Encyclopedia of Operations Research and Management Science, Second edition, edited by S. Gass and C. Harris, Kluwer Academic Publishers, Boston, 2001, pp. 524-526.

19
Kleijnen, J.P.C., R.G. Sargent (2000). A methodology for the fitting and validation of metamodels in simulation. European Journal of Operational Research 120 (1): 14-29.

20
Kleijnen, J.P.C., W.C.M. Van Beers 2003a. Robustness of Kriging when interpolating in random simulation with heterogeneous variances: some experiments. European Journal of Operational Research (in press).

21
Kleijnen, J.P.C., W.C.M. Van Beers. 2003b. Application-driven sequential designs for simulation experiments: Kriging metamodeling. Journal Operational Research Society (in press); preprint: http://center.kub.nl/staff/kleijnen/papers.html).

22
Koehler, J.R., A.B. Owen (1996). Computer experiments. In: Handbook of Statistics, Volume 13, Eds. S. Ghosh, C.R. Rao, 261-308. Amsterdam: Elsevier.

23
Law, A.M., W.D. Kelton (2000). Simulation modeling and analysis. 3rd ed. New York: McGraw-Hill

24
Lophaven, S.N., H.B. Nielsen, and J. Sondergaard (2002). DACE: a Matlab Kriging toolbox, version 2.0. IMM Technical University of Denmark, Lyngby.

25
McKay, M.D., R.J. Beckman, W.J. Conover (1979). A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21 (2): 239-245 (reprinted in 2000: Technometrics 42 (1): 55-61).

26
Meckesheimer, M., R.R. Barton, F. Limayem, B. Yannou (2001). Metamodeling of combined discrete/continuous responses. AIAA Journal 39 1950-1959.

27
Rechtschaffner, R.L (1967). Saturated fractions of 2n and 3n factorial designs. Technometrics 9 569575.

28
Sacks, J., W.J. Welch, T.J. Mitchell, H.P. Wynn (1989). Design and analysis of computer experiments. Statistical Science 4 (4) 409-435.

29
Santner, T.J., B.J. Williams, and W.I. Notz (2003), The design and analysis of computer experiments. New York: Springer-Verlag.

30
Simpson, T.W., T.M. Mauery, J.J. Korte, F. Mistree (2001). Kriging metamodels for global approximation in simulation-based multidisciplinary design optimization. AIAA Journal 39 (12) 2233-2241.

31
Spall, J.C (2003). Introduction to stochastic search and optimization; estimation, simulation, and control. Hoboken, New Jersey, Wiley.

32
Taguchi, G. 1987. System of experimental designs, Volumes 1 and 2. White Plains, NY: UNIPUB/Krauss International.

33
Yamada, S., Lin, D. K. J. (2002). Construction of mixed-level supersaturated design, Metrika (56), 205-214.

34
Ye, K.Q. (1998). Orthogonal column Latin hypercubes and their application in computer experiments. Journal Association Statistical Analysis, Theory and Methods, (93) 1430-1439.

35
Zeigler B.P., K. Praehofer, T.G. Kim (2000). Theory of modeling and simulation. 2nd ed. New York: Academic Press.



Subsections