Determining the Necessary Number of Runs in Computer Simulations with Binary Outcomes

How many success-or-failure observations should we collect from a computer simulation? Often, researchers use space-filling design of experiments when planning modeling and simulation (M&S) studies. We are not satisfied with existing guidance on justifying the number of runs when developing these designs, either because the guidance is insufficiently justified, does not provide an unambiguous answer, or is not based on optimizing a statistical measure of merit. Analysts should use confidence interval margin of error as the statistical measure of merit for M&S studies intended to characterize overall M&S behavioral trends....

2024 · Curtis Miller, Kelly Duffy

Comparing Normal and Binary D-Optimal Designs by Statistical Power

In many Department of Defense test and evaluation applications, binary response variables are unavoidable. Many have considered D-optimal design of experiments for generalized linear models. However, little consideration has been given to assessing how these new designs perform in terms of statistical power for a given hypothesis test. Monte Carlo simulations and exact power calculations suggest that D optimal designs generally yield higher power than binary D-optimal designs, despite using logistic regression in the analysis after data have been collected....

2023 · Addison Adams

D-Optimal as an Alternative to Full Factorial Designs- a Case Study

The use of Bayesian statistics and experimental design as tools to scope testing and analyze data related to defense has increased in recent years. Planning a test using experimental design will allow testers to cover the operational space while maximizing the information obtained from each run. Understanding which factors can affect a detector’s performance can influence military tactics, techniques and procedures, and improve a commander’s situational awareness when making decisions in an operational environment....

2019 · Keyla Pagan-Rivera

Impact of Conditions which Affect Exploratory Factor Analysis

Some responses cannot be observed directly and must be inferred from multiple indirect measurements, for example human experiences accessed through a variety of survey questions. Exploratory Factor Analysis (EFA) is a data-driven method to optimally combine these indirect measurements to infer some number of unobserved factors. Ideally, EFA should identify how many unobserved factors the indirect measures help estimate (factor extraction), as well as accurately capture how well each indirect measure estimates each factor (parameter recovery)....

2019 · Kevin Krost, Daniel Porter Stephanie Lane, Heather Wojton

Initial Validation of the Trust of Automated Systems Test (TOAST)

Trust is a key determinant of whether people rely on automated systems in the military and the public. However, there is currently no standard for measuring trust in automated systems. In the present studies we propose a scale to measure trust in automated systems that is grounded in current research and theory on trust formation, which we refer to as the Trust in Automated Systems Test (TOAST). We evaluated both the reliability of the scale structure and criterion validity using independent, military-affiliated and civilian samples....

2019 · Heather Wojton, Daniel Porter, Stephanie Lane, Chad Bieber, Poornima Madhavan

Power Approximations for Reliability Test Designs

Reliability tests determine which factors drive system reliability. Often, the reliability or failure time data collected in these tests tend to follow distinctly non- normal distributions and include censored observations. The experimental design should accommodate the skewed nature of the response and allow for censored observations, which occur when systems under test do not fail within the allotted test time. To account for these design and analysis considerations, Monte Carlo simulations are frequently used to evaluate experimental design properties....

2018 · Rebecca Medlin, Laura Freeman, Thomas Johnson

Power Approximations for Generalized Linear Models using the Signal-to-Noise Transformation Method

Statistical power is a useful measure for assessing the adequacy of anexperimental design prior to data collection. This paper proposes an approach referredto as the signal-to-noise transformation method (SNRx), to approximate power foreffects in a generalized linear model. The contribution of SNRx is that, with a coupleassumptions, it generates power approximations for generalized linear model effectsusing F-tests that are typically used in ANOVA for classical linear models.Additionally, SNRx follows Ohlert and Whitcomb’s unified approach for sizing aneffect, which allows for intuitive effect size definitions, and consistent estimates ofpower....

2017 · Thomas Johnson, Laura Freeman, James Simpson, Colin Anderson

Prediction Uncertainty for Autocorrelated Lognormal Data with Random Effects

Accurately presenting model estimates with appropriate uncertainties is critical to the credibility and defensibility of anypiece of statistical analysis. When dealing with complex data that require hierarchical covariance structures, many of the standardapproaches for visualizing uncertainty are insufficient. One such case is data fit with log-linear autoregressive mixed effectsmodels. Data requiring such an approach have three exceptional characteristics.1. The data are sampled in “groups” that exhibit variation unexplained by other model factors....

2017 · Matthew Avery

Regularization for Continuously Observed Ordinal Response Variables with Piecewise-Constant Functional Predictors

This paper investigates regularization for continuously observed covariates that resemble step functions. The motivating examples come from operational test data from a recent United States Department of Defense (DoD) test of the Shadow Unmanned Air Vehicle system. The response variable, quality of video provided by the Shadow to friendly ground units, was measured on an ordinal scale continuously over time. Functional covariates, altitude and distance, can be well approximated by step functions....

2016 · Matthew Avery, Mark Orndorff, Timothy Robinson, Laura Freeman

A Comparison of Ballistic Resistance Testing Techniques in the Department of Defense

This paper summarizes sensitivity test methods commonly employed in the Department of Defense. A comparison study shows that modern methods such as Neyer’s method and Three-Phase Optimal Design are improvements over historical methods. Suggested Citation Johnson, Thomas H., Laura Freeman, Janice Hester, and Jonathan L. Bell. “A Comparison of Ballistic Resistance Testing Techniques in the Department of Defense.” IEEE Access 2 (2014): 1442–55. https://doi.org/10.1109/ACCESS.2014.2377633. Paper:

2014 · Thomas Johnson, Laura Freeman, Janice Hester, Jonathan Bell

Comparing Computer Experiments for the Gaussian Process Model Using Integrated Prediction Variance

Space-Filling Designs are a common choice of experimental design strategy for computer experiments. This paper compares space filling design types based on their theoretical prediction variance properties with respect to the Gaussian Process model. Suggested Citation Silvestrini, Rachel T., Douglas C. Montgomery, and Bradley Jones. “Comparing Computer Experiments for the Gaussian Process Model Using Integrated Prediction Variance.” Quality Engineering 25, no. 2 (April 2013): 164–74. https://doi.org/10.1080/08982112.2012.758284. Paper:

2013 · Rachel Silvestrini, Douglas Montgomery, Bradley Jones

Choice of Second-Order Response Surface Designs for Logistic and Poisson Regression Models

This paper illustrates the construction of D-optimal second order designs for situations when the response is either binomial (pass/fail) or Poisson (count data). Suggested Citation Johnson, Rachel T., and Douglas C. Montgomery. “Choice of Second-Order Response Surface Designs for Logistic and Poisson Regression Models.” International Journal of Experimental Design and Process Optimisation 1, no. 1 (2009): 2. https://doi.org/10.1504/IJEDPO.2009.028954. Paper:

2009 · Rachel Johnson, Douglas Montgomery

Designing Experiments for Nonlinear Models—an Introduction

We illustrate the construction of Bayesian D-optimal designs for nonlinear models and compare the relative efficiency of standard designs with these designs for several models and prior distributions on the parameters. Through a relative efficiency analysis, we show that standard designs can perform well in situations where the nonlinear model is intrinsically linear. However, if the model is nonlinear and its expectation function cannot be linearized by simple transformations, the nonlinear optimal design is considerably more efficient than the standard design....

2009 · Rachel Johnson, Douglas Montgomery