Simplex-based screening designs for estimating metamodels

Gilles Pujol

Reliability Engineering and System Safety, 2009, vol. 94, issue 7, 1156-1160

Abstract: The screening method proposed by Morris in 1991 allows to identify the important factors of a model, including those involved in interactions. This method, known as the elementary effects method, relies on a “one-factor-at-a-time†(OAT) design of experiments, i.e. two successive points differ only by one factor. In this article, we introduce a non-OAT simplex-based design for the elementary effects method. Its main advantage, compared to Morris's OAT design, is that the sample size does not collapse when the design is projected on sub-spaces spanned by groups of factors. The use of this design to estimate a metamodel depending only on the (screened) important factors is discussed.

Keywords: Computer experiments; Sensitivity analysis; Factor screening; Elementary effect; Simplex design (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:94:y:2009:i:7:p:1156-1160

DOI: 10.1016/j.ress.2008.08.002

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