A0923
Title: Maximum one-factor-at-a-time designs for screening in computer experiments
Authors: Qian Xiao - Shanghai Jiaotong University (China) [presenting]
Abstract: Identifying important factors from many potentially important factors of a highly nonlinear and computationally expensive black box model is a complex problem. Morris screening and Sobol design are two commonly used model-free methods. A connection between these two seemingly different methods in terms of their underlying experimental design structure and further exploiting this connection is established to develop an improved design for screening called Maximum One-Factor-At-A-Time (MOFAT) design. Efficient methods are also developed for constructing MOFAT designs with a large number of factors. Several examples are presented to demonstrate the advantages of MOFAT designs compared to Morris screening and Sobol design methods.
