Maximum One-Factor-At-A-Time Designs for Screening in Computer Experiments

Qian Xiao, V. Roshan Joseph & Douglas M. Ray
Identifying important factors from a large number of potentially important factors of a highly nonlinear and computationally expensive black box model is a difficult problem. Morris screening and Sobol’ design are two commonly used model-free methods for doing this. In this article, we establish a connection between these two seemingly different methods in terms of their underlying experimental design structure and further exploit this connection to develop an improved design for screening called Maximum One-Factor-At-A-Time...
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