## A Bayesian Approach to Simulation-specific Experimental Design with Application to Modelling Transportation Systems |

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algorithm analyst antithetic sampling assignment rule assumed assumptions Bayesian beta distribution Chapter common random numbers comparison of alternatives correlated covariance estimates covariance matrix covariance terms decision-theoretic approach defined design of experiments design of simulation Dial-A-Ride discussed effective efficiency elements equation evaluation EVPI EVSI(e example expected value experimental design methods experimental design process experimental effort filtered framework iance illustrated incorrect decision information content inputs likelihood function loss structure Marginal utility mean value mean vector multiple ranking procedures normally distributed number of experiments observations option output perfect information performance posterior distribution predicted prior distribution probability density function problem provides queue random variable sample information sensitivity tests shown in Figure simple simulation experiments simulation model simulation run simulation-specific SSM method Table tableau thesis tion transportation systems unfiltered unknown variance utility function value of sample variance and covariance variance reduction techniques