A regression approach to identify discriminating locations

In recent years, with the rapid development of computing technology, developing parallel procedures to solve large-scale ranking and selection (R&S) problems has attracted a lot of research attention. In this paper, we take fixed-budget R&S procedure as an example to investigate potential issues of developing parallel procedures. We argue that to measure the performance of a fixed-budget R&S procedure in solving large-scale problems, it is important to quantify the minimal growth rate of the total sampling budget such that as the number of alternatives increases, the probability of correct selection (PCS) would not decrease to zero. We call such a growth rate of the total sampling budget the rate for maintaining correct selection (RMCS). We show that a tight lower bound for the RMCS of a broad class of existing fixed-budget procedures is in the order of [Formula: see text], where k is the number of alternatives. Then, we propose a new type of fixed-budget procedure, namely the fixed-budget knockout-tournament ([Formula: see text]) procedure. We prove that, in terms of the RMCS, our procedure outperforms existing fixed-budget procedures and achieves the optimal order, that is, the order of k. Moreover, we demonstrate that our procedure can be easily implemented in parallel computing environments with almost no nonparallelizable calculations. Last, a comprehensive numerical study shows that our procedure is indeed suitable for solving large-scale problems in parallel computing environments. History: Accepted by Bruno Tuffin, Area Editor for Simulation. Funding: Y. Zhong was supported by the National Natural Science Foundation of China [Grant 72101047]. L. J. Hong was supported by the National Natural Science Foundation of China [Grants 72091211 and 72161160340]. G. Jiang was supported by the National Natural Science Foundation of China [Grants 72121001 and 72171060]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2022.1221 .

Yield trials frequently have both significant main effects and a significant genotype X environment (GE) interaction. Traditional statistical analyses are not always effective with this data structure: the usual analysis of variance (ANOVA), having a merely additive model, identifies the GE interaction as a source but does not analyze it; principal components analysis (PCA), on the other hand is a multiplicative model and hence contains no sources for additive genotype or environment main effects; and linear regression (LR) analysis is able to effectively analyze interaction terms only where the pattern fits a specific regression model. The consequence of fitting inappropriate statistical models to yield trial data is that the interaction may be declared nonsignificant, although a more appropriate analysis would find agronomically important and statistically significant patterns in the interaction. Therefore, agronomists and plant breeders may fail to perceive important interaction effects. This paper compares the above three traditional models with the additive main effects and multiplicative interaction (AMMI) Model, in an analysis of a soybean [Glycine max (L.) Merr.] yield trial. ANOVA fails to detect a significant interaction component, PCA fails to identify and separate the significant genotype and environment main effects, and LR accounts for only a small portion of the interaction sum of squares. On the other hand, AMMI analysis reveals a highly significant interaction component that has clear agronomic meaning. Since ANOVA, PCA, and LR are sub‐cases of the more complete AMMI model, AMMI offers a more appropriate first statistical analysis of yield trials that may have a genotype X environment interaction. AMMI analysis can then be used to diagnose whether or not a specific sub‐case provides a more appropriate analysis. AMMI has no specific experimental design requirements, except for a two‐way data structure.

Subset selection of best simulated systems

The problem of selecting the Bernoulli population which has the highest success probability is considered. It has been noted in several articles that the probability of a correct selection is the same, uniformly in the Bernoulli p-vector (P1,P2,….,Pk), for two or more different selection procedures. We give a general theorem which explains this phenomenon. An application of particular interest arises when curtailment of a single-stage procedure (as introduced by Bechhofer and Kulkarni (1982a) )is employed; the corresponding result for curtailment of a single-stage procedure needs no proof. The use of strong curtailment in place of weak curtailment requires no more (and usually many less) observations to achieve the same.

Convergence rate analysis for optimal computing budget allocation algorithms

For analysing multienvironment trials with replicates, a resampling-based method is proposed for testing significance of multiplicative interaction terms in AMMI and GGE models, which is superior compared to contending methods in robustness to heterogeneity of variance. The additive main effects and multiplicative interaction model and genotype main effects and genotype-by-environment interaction model are commonly used for the analysis of multienvironment trial data. Agronomists and plant breeders are frequently using these models for cultivar trials repeated across different environments and/or years. In these models, it is crucial to decide how many significant multiplicative interaction terms to retain. Several tests have been proposed for this purpose when replicate data are available; however, all of them assume that errors are normally distributed with a homogeneous variance. Here, we propose resampling-based methods for multienvironment trial data with replicates, which are free from these distributional assumptions. The methods are compared with competing parametric tests. In an extensive simulation study based on two multienvironment trials, it was found that the proposed methods performed well in terms of Type-I error rates regardless of the distribution of errors. The proposed method even outperforms the robust [Formula: see text] test when the assumptions of normality and homogeneity of variance are violated.

Genotype × Environment (G×E) interaction and stability performance were investigated on paddy yield of eighteen rice genotypes and twelve locations using two well renowned statistical models; genotype main effect and G×E Biplot analysis (GGE) and additive main effects and multiplicative interaction (AMMI) analysis. The aim of this study was to elucidate the performance of some advance rice lines/genotypes at multiple locations in multi environment trials (METs) using GGE biplot and AMMI analyses. The results of GGE biplot and AMMI analyses performed over the data of paddy yield at multiple locations of two years 2014 and 2015 indicated that G×E interaction plays a crucial role in determining the performance of genetic material in METs. The results declare that GGE and AMMI not only provide easy and affective evaluation of genotypes into environment interactions in a number of locations but also a comprehensive understanding of the variability of the target locations. AMMI analyses for data of both years indicated that RRI 7 was the highest priority selected genotype for six locations, NIAB 1175 for four and RRI 3 for three locations. Dhokri and Kala Shah Kaku were the highest yielding, while Faisalabad and Dhokri were the most stable environments in 2014. Likewise, Faisalabad and PARC Islamabad were the highest yielding as well as most stable environments in 2015. Basmati 515 and PS 2 were the most favorable genotypes in 2014 and 2015, respectively for their high paddy yield and stability at all locations. The results further suggested that both models were useful and presented similar interpretations about MET data. Key words: Genotype main effect and G × E biplot analysis (GGE), additive main effects and multiplicative interaction (AMMI) analysis, rice, fine type, multiple locations.

Selecting a subset of the best solutions among large-scale problems is an important area of research. When the alternative solutions are stochastic in nature, then it puts more burden on the problem. The objective of this paper is to select a set that is likely to contain the actual best solutions with high probability. If the selected set contains all the best solutions, then the selection is denoted as correct selection. We are interested in maximizing the probability of this selection; P(CS). In many cases, the available computation budget for simulating the solution set in order to maximize P(CS) is limited. Therefore, instead of distributing these computational efforts equally likely among the alternatives, the optimal computing budget allocation (OCBA) procedure came to put more effort on the solutions that have more impact on the selected set. In this paper, we derive formulas of how to distribute the available budget asymptotically to find the approximation of P(CS). We then present a procedure that uses OCBA with the ordinal optimization (OO) in order to select the set of best solutions. The properties and performance of the proposed procedure are illustrated through a numerical example. Overall results indicate that the procedure is able to select a subset of the best systems with high probability of correct selection using small number of simulation samples under different parameter settings.

The limitations of traditional indifference-zone (IZ) ranking and selection procedures stem from their reliance on an IZ parameter, which is often unknown in practice and can lead to inefficiencies. Additionally, since exact evaluation of the probability of correct selection (PCS) is generally unattainable, these approaches commonly rely on a Bonferroni-Inequality-type lower bound to ensure the worst-case PCS, which introduces further conservativeness. To overcome these challenges, we propose fully sequential IZ-free procedures that eliminate the need for an IZ parameter and reduce the conservativeness associated with Bonferroni Inequality approaches. We demonstrate that, in the context of IZ-free procedures, the screening statistic corresponds to the Euclidean distance of a multi-dimensional standard Brownian motion, which behaves as a Bessel process. This connection simplifies the derivation of statistical guarantees for the proposed procedures and facilitates the analytical expressions for key parameters. Our procedures accommodate both known equal variances and unknown unequal variances, with statistical guarantees established in the known equal variance case. Numerical experiments confirm that the proposed procedures outperform existing methods in reducing PCS conservativeness and improving sample size efficiency. These advancements enhance the robustness and practicality of IZ-free procedures for diverse applications.

The problem of choosing the best of k populations when observations are non-negative and small observations are preferred is considered using a truncated play-the-winner sampling scheme. Upper bounds on the expected sample sizes are derived. The procedure is compared with a fixed sample size procedure on the basis of expected sample size and of risk. It is noted that the probability of correct selection (P.C.S.) is the same for the two procedures so that existing tables may be used.

In a Ranking and Selection problem, the objective of allocation is vital in deriving the rule. However, most of these objectives do not have a closed form. Due to the high cost of a direct approximation, several cheap but biased substitutes were applied to simplify the problem. These simplifications however could potentially affect the optimality of efficiency and therefore influence its finite performance. Fortunately, due to the increasing accessibility of parallel hardware (e.g. GPU), a direct approximation is becoming more tractable. Thus, we want to test the performance of an allocation rule based on an unbiased and direct approximation, expecting an acceleration on the performance. In this paper, we target on one of the famous objectives, the Probability of Correct Selection (PCS). Numerical experiments were done, showing a considerable improvement in finite performance of our algorithm comparing to a traditional one.

We deal with the design problem of early phase dose-finding clinical trials with monotone biologic endpoints, such as biological measurements, laboratory values of serum level, and gene expression. A specific objective of this type of trial is to identify the minimum dose that exhibits adequate drug activity and shifts the mean of the endpoint from a zero dose to the so-called minimum effective dose. Stepwise test procedures for dose finding have been well studied in the context of nonhuman studies where the sampling plan is done in one stage. In this article, we extend the notion of stepwise testing to a two-stage enrollment plan in an attempt to reduce the potential sample size requirement by shutting down unpromising doses in a futility interim. In particular, we examine four two-stage designs and apply them to design a statin trial with four doses and a placebo in patients with Hodgkin's disease. We discuss the calibration of the design parameters and the implementation of these proposed methods. In the context of the statin trial, a calibrated two-stage design can reduce the average total sample size up to 38% (from 125 to 78) from a one-stage step-down test, while maintaining comparable error rates and probability of correct selection. The price for the reduction in the average sample size is the slight increase in the maximum total sample size from 125 to 130.

The problems of i) selecting a subset of size s(⩾t)which contains the t. best cells and ii) selecting a subset of size s(_?t) which consists of any s of the t best cells of a multinomial stributions are considered under the fixed sample-size-indifference zone approach, Methods of strict differentiation with respect to the cell probabilities are used to study the monotonicity properties of the probability of correct selection and to solve the Chen and Hwang's conjecture on the least favorable configuration for the special case that s ≊ t

A mean-variance approach to transmission network planning

Discriminating between the log-normal and generalized exponential distributions