Design And Analysis Of Simulation Experiments
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Design And Analysis Of Simulation Experiments
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Author : Jack P.C. Kleijnen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-15
Design And Analysis Of Simulation Experiments written by Jack P.C. Kleijnen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-15 with Mathematics categories.
Simulation is a widely used methodology in all Applied Science disciplines. This textbook focuses on this crucial phase in the overall process of applying simulation, and includes the best of both classic and modern methods of simulation experimentation. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.
Design And Analysis Of Simulation Experiments
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Author : Jack P.C. Kleijnen
language : en
Publisher: Springer
Release Date : 2015-07-01
Design And Analysis Of Simulation Experiments written by Jack P.C. Kleijnen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-01 with Business & Economics categories.
This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)
Design And Analysis Of Simulation Experiments
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Author : Jack P. C. Kleijnen
language : en
Publisher: Springer
Release Date : 2010-11-25
Design And Analysis Of Simulation Experiments written by Jack P. C. Kleijnen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-25 with Mathematics categories.
Simulation is a widely used methodology in all Applied Science disciplines. This textbook focuses on this crucial phase in the overall process of applying simulation, and includes the best of both classic and modern methods of simulation experimentation. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.
The Design And Analysis Of Computer Experiments
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Author : Thomas J. Santner
language : en
Publisher: Springer
Release Date : 2019-01-08
The Design And Analysis Of Computer Experiments written by Thomas J. Santner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-08 with Mathematics categories.
This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners
Design And Analysis Of Simulation Experiments
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Author : Sergey Ermakov
language : en
Publisher: Springer Science & Business Media
Release Date : 1995-07-31
Design And Analysis Of Simulation Experiments written by Sergey Ermakov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-07-31 with Science categories.
This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias. Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.
Design And Modeling For Computer Experiments
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Author : Kai-Tai Fang
language : en
Publisher: CRC Press
Release Date : 2005-10-14
Design And Modeling For Computer Experiments written by Kai-Tai Fang and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-14 with Mathematics categories.
Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experim
Design And Analysis Of Experiments Volume 3
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Author : Klaus Hinkelmann
language : en
Publisher: John Wiley & Sons
Release Date : 2012-02-14
Design And Analysis Of Experiments Volume 3 written by Klaus Hinkelmann and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-14 with Mathematics categories.
Provides timely applications, modifications, and extensions of experimental designs for a variety of disciplines Design and Analysis of Experiments, Volume 3: Special Designs and Applications continues building upon the philosophical foundations of experimental design by providing important, modern applications of experimental design to the many fields that utilize them. The book also presents optimal and efficient designs for practice and covers key topics in current statistical research. Featuring contributions from leading researchers and academics, the book demonstrates how the presented concepts are used across various fields from genetics and medicinal and pharmaceutical research to manufacturing, engineering, and national security. Each chapter includes an introduction followed by the historical background as well as in-depth procedures that aid in the construction and analysis of the discussed designs. Topical coverage includes: Genetic cross experiments, microarray experiments, and variety trials Clinical trials, group-sequential designs, and adaptive designs Fractional factorial and search, choice, and optimal designs for generalized linear models Computer experiments with applications to homeland security Robust parameter designs and split-plot type response surface designs Analysis of directional data experiments Throughout the book, illustrative and numerical examples utilize SAS®, JMP®, and R software programs to demonstrate the discussed techniques. Related data sets and software applications are available on the book's related FTP site. Design and Analysis of Experiments, Volume 3 is an ideal textbook for graduate courses in experimental design and also serves as a practical, hands-on reference for statisticians and researchers across a wide array of subject areas, including biological sciences, engineering, medicine, and business.
Simulation Modeling And Analysis With Expertfit Software
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Author : Averill Law
language : en
Publisher: McGraw-Hill Science/Engineering/Math
Release Date : 2006-07-21
Simulation Modeling And Analysis With Expertfit Software written by Averill Law and has been published by McGraw-Hill Science/Engineering/Math this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-21 with Technology & Engineering categories.
Since the publication of the first edition in 1982, the goal of Simulation Modeling and Analysis has always been to provide a comprehensive, state-of-the-art, and technically correct treatment of all important aspects of a simulation study. The book strives to make this material understandable by the use of intuition and numerous figures, examples, and problems. It is equally well suited for use in university courses, simulation practice, and self study. The book is widely regarded as the “bible” of simulation and now has more than 100,000 copies in print. The book can serve as the primary text for a variety of courses; for example: • A first course in simulation at the junior, senior, or beginning-graduate-student level in engineering, manufacturing, business, or computer science (Chaps. 1 through 4, and parts of Chaps. 5 through 9). At the end of such a course, the students will be prepared to carry out complete and effective simulation studies, and to take advanced simulation courses. • A second course in simulation for graduate students in any of the above disciplines (most of Chaps. 5 through 12). After completing this course, the student should be familiar with the more advanced methodological issues involved in a simulation study, and should be prepared to understand and conduct simulation research. • An introduction to simulation as part of a general course in operations research or management science (part of Chaps. 1, 3, 5, 6, and 9).
Statistics And Simulation
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Author : Jürgen Pilz
language : en
Publisher: Springer
Release Date : 2018-05-17
Statistics And Simulation written by Jürgen Pilz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-17 with Mathematics categories.
This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.
Optimal Design Of Experiments
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Author : Friedrich Pukelsheim
language : en
Publisher: SIAM
Release Date : 2006-04-01
Optimal Design Of Experiments written by Friedrich Pukelsheim and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-01 with Mathematics categories.
Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.