An efficient screening method for computer experiments

Boukouvalas, Alexios, Gosling, John Paul and Maruri-Aguilar, Hugo (2014). An efficient screening method for computer experiments. Technometrics, 56 (4), pp. 422-431.

Abstract

Computer simulators of real-world processes are often computationally expensive and require many inputs. The problem of the computational expense can be handled using emulation technology; however, highly multidimensional input spaces may require more simulator runs to train and validate the emulator. We aim to reduce the dimensionality of the problem by screening the simulators inputs for nonlinear effects on the output rather than distinguishing between negligible and active effects. Our proposed method is built upon the elementary effects (EE) method for screening and uses a threshold value to separate the inputs with linear and nonlinear effects. The technique is simple to implement and acts in a sequential way to keep the number of simulator runs down to a minimum, while identifying the inputs that have nonlinear effects. The algorithm is applied on a set of simulated examples and a rabies disease simulator where we observe run savings ranging between 28% and 63% compared with the batch EE method. Supplementary materials for this article are available online.

Publication DOI: https://doi.org/10.1080/00401706.2013.866599
Divisions: Engineering & Applied Sciences > Computer science
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Additional Information: This is an Accepted Manuscript of an article published by Taylor & Francis in Technometrics on 7/12/13 available online: http://wwww.tandfonline.com/10.1080/00401706.2013.866599
Uncontrolled Keywords: Morris design,sensitivity analysis,variable selection,Modelling and Simulation,Statistics and Probability,Applied Mathematics
Full Text Link: http://www.tand ... 99#.VW8UCEY9nRc
Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
Published Date: 2014
Authors: Boukouvalas, Alexios
Gosling, John Paul
Maruri-Aguilar, Hugo

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