Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar t...

An algorithmic approach to constructing mixed-level orthogonal and near-orthogonal arrays Quasi Monte Carlo simulations of Brownian sheet with an application to interest rate stochastic string model A method for generating uniformly scattered points on the Lp-norm unit sphere and its application in statistical simulation A new class of model-robust designs A method for screening active effects ...

This paper addresses the problem of optimizing a factorial system with multiple responses. A heuristic termed probabilistic sequential methodology (PSM) is proposed. The PSMidenti® es those designs that maximize the likelihood of satisfying a given set of functional requirements. It is based on sequential experimentation, statistical inference and a probabilistic local search. The PSM comprises...

Fractional factorial split-plot design has been widely used in many fields due to its advantage of saving experimental cost. The general minimum lower order confounding criterion is usually as one the attractive for selecting fractional design. In this paper, we are interested theoretical construction methods optimal designs under criterion. We present several conditions.

The coset pattern matrix (CPM) is formally defined as an elaborate characterization of the aliasing patterns of a fractional factorial design. The possibility of using CPM to check design isomorphism is investigated. Despite containing much information about effect aliasing, the CPM fails to determine a design uniquely. We report and discuss small nonisomorphic designs that have equivalent cose...

Real time simulation trials involve people and are particularly subject to a number of natural constraints imposed by standard work patterns as well as to the vagaries of the availability of individuals and unscheduled upsets. They also typically involve many factors. Well thought-out simulation experimental design is therefore especially important if the resulting overall trial is to be effici...