hal-00305313, version 1
Simplex-based screening designs for estimating metamodels
Reliability Engineering & System Safety / Reliability Engineering and System Safety 94, 7 (2009) 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 doesn't 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.
- 1: Département Méthodes et Modèles Mathématiques pour l'Industrie (3MI-ENSMSE)
- Centre G2I – Ecole Nationale Supérieure des Mines de Saint-Etienne
- 2: GdR MASCOT-NUM ((Méthodes d'Analyse Stochastique des Codes et Traitements Numériques))
- CNRS : GDR3179
- Domain : Mathematics/Statistics
Statistics/Statistics Theory
- hal-00305313, version 1
- http://hal.archives-ouvertes.fr/hal-00305313
- oai:hal.archives-ouvertes.fr:hal-00305313
- From: Gilles Pujol
- Submitted on: Wednesday, 23 July 2008 18:17:03
- Updated on: Friday, 10 April 2009 19:12:10







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