On construction of optimal mixed-level supersaturated designs

Supersaturated design (SSD) has received much recent interest because of its potential in factor screening experiments. In this paper, we provide equivalent conditions for two columns to be fully aliased and consequently propose methods for constructing $E(f_{\mathrm{NOD}})$- and $\chi^2$-optimal mixed-level SSDs without fully aliased columns, via equidistant designs and difference matrices. The methods can be easily performed and many new optimal mixed-level SSDs have been obtained. Furthermore, it is proved that the nonorthogonality between columns of the resulting design is well controlled by the source designs. A rather complete list of newly generated optimal mixed-level SSDs are tabulated for practical use.Comment: Published in at http://dx.doi.org/10.1214/11-AOS877 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

LASSO-OPTIMAL SUPERSATURATED DESIGN AND ANALYSIS FOR FACTOR SCREENING IN SIMULATION EXPERIMENTS

Complex systems such as large-scale computer simulation models typically involve a large number of factors. When investigating such a system, screening experiments are often used to sift through these factors to identify a subgroup of factors that most significantly influence the interested response

The Importance of Being Clustered: Uncluttering the Trends of Statistics from 1970 to 2015

In this paper we retrace the recent history of statistics by analyzing all the papers published in five prestigious statistical journals since 1970, namely: Annals of Statistics, Biometrika, Journal of the American Statistical Association, Journal of the Royal Statistical Society, series B and Statistical Science. The aim is to construct a kind of "taxonomy" of the statistical papers by organizing and by clustering them in main themes. In this sense being identified in a cluster means being important enough to be uncluttered in the vast and interconnected world of the statistical research. Since the main statistical research topics naturally born, evolve or die during time, we will also develop a dynamic clustering strategy, where a group in a time period is allowed to migrate or to merge into different groups in the following one. Results show that statistics is a very dynamic and evolving science, stimulated by the rise of new research questions and types of data

Analysis of supersaturated designs

In today\u27s fiercely competitive marketplace, successful and profitable companies distinguish themselves by bringing new products to market before their competitors. The cycle time to develop and launch new products largely depends on a company\u27s ability to study large numbers of factors and to separate, or detect, the significant factors from the insignificant factors. Most ordinary experimental situations with many variables are easily satisfied with the use of a saturated, or nearly-saturated, fractional factorial experimental designs. However, there are occasions where the cost of mnning a statistically designed experiment can be so great as to prohibit the use of these techniques, forcing the experimenter to resort to other, riskier, experimental techniques. Theory suggests that a relatively new class of designs, systematic supersaturated designs, may prove to be even more effective at identifying significant factors than saturated, or nearly-saturated, fractional factorial designs. For the purpose of continuous improvement in the monetary and cycle time expenditures for new product design, new process launch, and new manufacturing process launch, supersaturated designs may provide the experimenter with a viable solution to the problem of studying more factors than permitted in a saturated design. Although, much has been written about creating supersaturated designs, little has been written regarding the analysis of these designs. This paper examines three test statistics which one might consider using when analyzing a supersaturated design. These test statistics are studied for four different supersaturated designs. The simulations and mathematical justifications presented in this paper suggest that it is not in the best interest of the experimenter to use these test statistics with these designs on a regular basis

Finding the Important Factors in Large Discrete-Event Simulation: Sequential Bifurcation and its Applications

This contribution discusses experiments with many factors: the case study includes a simulation model with 92 factors.The experiments are guided by sequential bifurcation.This method is most efficient and effective if the true input/output behavior of the simulation model can be approximated through a first-order polynomial possibly augmented with two-factor interactions.The method is explained and illustrated through three related discrete-event simulation models.These models represent three supply chain configurations, studied for an Ericsson factory in Sweden.After simulating 21 scenarios (factor combinations) each replicated five times to account for noise a shortlist with the 11 most important factors is identified for the biggest of the three simulation models.simulation;bifurcation;supply;Sweden

ISBIS 2016: Meeting on Statistics in Business and Industry

This Book includes the abstracts of the talks presented at the 2016 International Symposium on Business and Industrial Statistics, held at Barcelona, June 8-10, 2016, hosted at the Universitat Politècnica de Catalunya - Barcelona TECH, by the Department of Statistics and Operations Research. The location of the meeting was at ETSEIB Building (Escola Tecnica Superior d'Enginyeria Industrial) at Avda Diagonal 647. The meeting organizers celebrated the continued success of ISBIS and ENBIS society, and the meeting draw together the international community of statisticians, both academics and industry professionals, who share the goal of making statistics the foundation for decision making in business and related applications. The Scientific Program Committee was constituted by: David Banks, Duke University Amílcar Oliveira, DCeT - Universidade Aberta and CEAUL Teresa A. Oliveira, DCeT - Universidade Aberta and CEAUL Nalini Ravishankar, University of Connecticut Xavier Tort Martorell, Universitat Politécnica de Catalunya, Barcelona TECH Martina Vandebroek, KU Leuven Vincenzo Esposito Vinzi, ESSEC Business Schoo

Parameter Tuning for Optimization Software

Mixed integer programming (MIP) problems are highly parameterized, and finding parameter settings that achieve high performance for specific types of MIP instances is challenging. This paper presents a method to find the information about how CPLEX solver parameter settings perform for the different classes of mixed integer linear programs by using designed experiments and statistical models. Fitting a model through design of experiments helps in finding the optimal region across all combinations of parameter settings. The study involves recognizing the best parameter settings that results in the best performance for a specific class of instances. Choosing good setting has a large effect in minimizing the solution time and optimality gap