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Bootstrapping and validation of metamodels in simulation

Published: 01 December 1998 Publication History
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References

[1]
Barton, R.R. and L.W. Schruben (1996), Resampling of empirical distributions for simulation output analysis. Working Paper, PennState, 1996
[2]
Breiman, L. (1992), The little bootstrap and other methods for dimensionality selection inregression: x-fixed prediction error. Journal American Statistical Association, 87, no. 419, pp. 738-754
[3]
Cheng, R.C.H. (1995), Bootstrap methods for computer simulation experiments. Proceedings of the 1995 Winter Simulation Conference, edited by C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman.
[4]
Cheng, R.C.H. and W. Holland (1997), Sensitivity of computer simulation experiments to errors in input data Journal Statistical Computation and Simulation, 57, numbers 1-4.
[5]
Cheng, R.C.H. and J.P.C. Kleijnen (1998), Improved designs of queueing simulation experiments with highly heteroscedastic responses Operations Research (Earlier version: Optimal design of simulation experiments with nearly saturated queues, Discussion Paper, CentER, no. 9567).
[6]
Cheng, R.C.H. and J.P.C. Kleijnen (1997) The use of Bayesian methods in regression metamodelling. Working Paper.
[7]
Efron, B. and R.J. Tibshirani (1993), Introduction to the Bootstrap. Chapman & Hall, New York.
[8]
Friedman, L.W. and H.H. Friedman (1995), Analyzing simulation output using the bootstrap method. Simulation, 64, no. 2, February 1995, pp. 95-100.
[9]
Kim, Y.B., T.R. Willemain, J. Haddock, and G.C. Runger (1993), The threshold bootstrap: a new approach to simulation output analysis. Proceedings of the 1993 Winter Simulation Conference, edited by G.W. Evans, M. Mollaghasemi, E.C. Russell, and W.E. Biles, pp. 498-502.
[10]
Kleijnen, J.P.C. (1992), Regression metamodels for simulation with common random numbers: comparison of validation tests and confidence intervals. Management Science, 38, no. 8, August 1992, pp. 1164- 1185.
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Kleijnen, J.P.C. and B. Bettonvil (1990), Measurement scales and resolution IV designs. American Journal of Mathematical andManagement Sciences 10, nos. 3 & 4, pp. 309-322.
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Kleijnen, J.P.C. and Sargent (1997), A methodology for the fitting and validation of metamodels in simulation, Working Paper.
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Kleijnen, J.P.C. and Standridge (1987), Experimental design and regression analysis: an FMS case study. European Journal of Operational Research, 33, no. 3, pp. 257- 261.
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Rao, C.R. (1959), Some problems involving linear hypothesis in multivariate analysis. Biometrika, 46, pp. 49-58.
[15]
Stine, R.A. (1985), Bootstrap prediction intervals for regression. Journal American Statistical Association, 80, no. 392, pp. 1026-1031.

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cover image ACM Conferences
WSC '98: Proceedings of the 30th conference on Winter simulation
December 1998
1766 pages

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IEEE Computer Society Press

Washington, DC, United States

Publication History

Published: 01 December 1998

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WSC98
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  • IIE
  • IEEE-SMCS
  • INFORMS/CS
  • ASA
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  • SCS
  • SIGSIM
  • IEEE-CS
  • NIST
WSC98: Winter Simulation Conference 1998
December 13 - 16, 1998
D.C., Washington, USA

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WSC '98 Paper Acceptance Rate 164 of 216 submissions, 76%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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  • (2012)Metamodel variability analysis combining bootstrapping and validation techniquesProceedings of the Winter Simulation Conference10.5555/2429759.2430206(1-2)Online publication date: 9-Dec-2012
  • (2005)State-of-the-Art ReviewINFORMS Journal on Computing10.1287/ijoc.1050.013617:3(263-289)Online publication date: 1-Jul-2005
  • (2000)VV&A IVProceedings of the 32nd conference on Winter simulation10.5555/510378.510504(882-892)Online publication date: 10-Dec-2000
  • (1999)Validation of modelsProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324450(647-654)Online publication date: 1-Dec-1999

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