Simplex-based screening designs for estimating metamodels |
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Authors: | Gilles Pujol |
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Affiliation: | Ecole Nationale Superieure des Mines de Saint-Etienne, G2I/3MI, 158 cours Fauriel, 42023 Saint-Etienne cedex 2, France |
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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. |
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Keywords: | Computer experiments Sensitivity analysis Factor screening Elementary effect Simplex design |
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