Journal of the Korea Society for Simulation (한국시뮬레이션학회논문지)
- Volume 1 Issue 1
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- Pages.1-16
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- 1992
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- 1225-5904(pISSN)
Combined Correlation Methods for Multipopulation Metamodel
다분포 대형 시뮬레이션 모형에 대한 결합상관방법
Abstract
This research develops two variance reduction methods for estimating the parameters of the experimental simulation model having multiple design points based on an approach focusing on reduction of the variances of the mean responses across multiple design points. The first method extends a combined approach of antithetic variates and control variates for a single design point to the multipopulation context with independent streams across the design points. The second method extends the same strategy in conjunction with the Schruben-Margolin method for improving the first method. We illustrate an example for implementing the second method. We expect these two approaches may improve the estimation of the parameters of interest compared with the control variates method.
Keywords