NDLI: Sequential allocations that reduce risk for multiple comparisons

Content Provider	IEEE Xplore Digital Library
Author	Chick, S.E. Inoue, K.
Copyright Year	1998
Description	Author affiliation: Dept. of Ind. & Oper. Eng., Michigan Univ., Ann Arbor, MI, USA (Chick, S.E.)
Abstract	We consider how to efficiently allocate computing resources in order to infer the best of a finite set of simulated systems, where best means that the system has the maximal expected performance measure. Commonly-used frequentist procedures that are based on the indifference zone and "worst possible configuration" tend to suggest an inefficiently large number of replications in practice. Recent work suggests that simulating likely competitors for the "best" may lead to an order of magnitude improvement in computing effort for simulations. Much of that work, however, makes strong assumptions that might not be seen in practice, such as known variance, or the same cost of running a replication for each system. This paper discusses the problem of allocating computer resources to identify the best simulated system while relaxing general conditions, including different cost per replication for each system, both opportunity cost (linear loss) and 0-1 loss, and known or unknown variance for populations whose samples are normally distributed.
Starting Page	669
Ending Page	676
File Size	683301
Page Count	8
File Format	PDF
ISBN	0780351339
DOI	10.1109/WSC.1998.745049
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1998-12-13
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Winter Simulation Conf. Board of Dir.
Subject Keyword	Computational modeling Costs Computer simulation Resource management Distributed computing Discrete event simulation Design engineering Bayesian methods Gaussian distribution Artificial intelligence
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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