Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening

Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Sequential Bifurcation (SB) procedure, to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. This paper improves the CSB procedure in two aspects. First, a new fully sequential hypothesis-testing procedure is introduced that greatly improves the efficiency of CSB. Moreover, this paper proposes CSB-X, a more general CSB procedure that has the same error control for screening main effects that CSB does, even when two-factor interactions are present. The performance of the new method is proven and compared with the original CSB procedure.

• Type: Journal
• Year: 2010
• Where: INFORMS
• Authors: Hong Wan, Bruce E. Ankenman, Barry L. Nelson
• Keywords: CSB Procedure, INFORMS 2010, Original Csb Procedure, Sequential Bifurcation