Boukouvalas, A, Gosling, JP and Maruri-Aguilar, H (2014) An efficient screening method for computer experiments. Technometrics, 56 (4). 422 - 431. ISSN 0040-1706
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 simulator’s 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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | This is an Accepted Manuscript of an article published by Taylor & Francis in Technometrics on December 2014 available online: http://wwww.tandfonline.com/10.1080/00401706.2013.866599 |
Keywords: | Morris design; sensitivity analysis; variable selection |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 23 Apr 2015 15:01 |
Last Modified: | 12 Jul 2016 09:20 |
Published Version: | http://dx.doi.org/10.1080/00401706.2013.866599 |
Status: | Published |
Publisher: | Taylor & Francis |
Refereed: | Yes |
Identification Number: | 10.1080/00401706.2013.866599 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:84123 |