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Two-stage sensitivity-based group screening in computer experiments

Two-stage sensitivity-based group screening in computer experiments
Two-stage sensitivity-based group screening in computer experiments
Sophisticated computer codes that implement mathematical models of physical processes can involve large numbers of inputs, and screening to determine the most active inputs is critical for understanding the input- output relationship. This article presents a new two-stage group screening methodology for identifying active inputs. In Stage 1, groups of inputs showing low activity are screened out; in Stage 2, individual inputs from the active groups are identified. Inputs are evaluated through their estimated total (effect) sensitivity indices (TSIs), which are compared with a benchmark null TSI distribution created from added low noise inputs. Examples show that, compared with other procedures, the proposed method provides more consistent and accurate results for high-dimensional screening. Additional details and computer code are provided in supplementary materials available online.
active factor, experimental design, gaussian process, latin hypercube design, low-impact input, total sensitivity index
0040-1706
376-387
Moon, Hyejung
486b8369-2c4c-49e8-8239-5e1d25993e3f
Dean, Angela M.
9c90540a-cdf4-44ce-9d34-6b7b495a1ea3
Santner, Thomas J.
25c0e9d6-daa2-4757-bee2-a714805eb67c
Moon, Hyejung
486b8369-2c4c-49e8-8239-5e1d25993e3f
Dean, Angela M.
9c90540a-cdf4-44ce-9d34-6b7b495a1ea3
Santner, Thomas J.
25c0e9d6-daa2-4757-bee2-a714805eb67c

Moon, Hyejung, Dean, Angela M. and Santner, Thomas J. (2012) Two-stage sensitivity-based group screening in computer experiments. Technometrics, 54 (4), 376-387. (doi:10.1080/00401706.2012.725994).

Record type: Article

Abstract

Sophisticated computer codes that implement mathematical models of physical processes can involve large numbers of inputs, and screening to determine the most active inputs is critical for understanding the input- output relationship. This article presents a new two-stage group screening methodology for identifying active inputs. In Stage 1, groups of inputs showing low activity are screened out; in Stage 2, individual inputs from the active groups are identified. Inputs are evaluated through their estimated total (effect) sensitivity indices (TSIs), which are compared with a benchmark null TSI distribution created from added low noise inputs. Examples show that, compared with other procedures, the proposed method provides more consistent and accurate results for high-dimensional screening. Additional details and computer code are provided in supplementary materials available online.

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More information

Published date: 28 November 2012
Keywords: active factor, experimental design, gaussian process, latin hypercube design, low-impact input, total sensitivity index
Organisations: Mathematical Sciences

Identifiers

Local EPrints ID: 349680
URI: http://eprints.soton.ac.uk/id/eprint/349680
ISSN: 0040-1706
PURE UUID: 2a8f733e-882c-43a5-b54b-1f0340a2f4b4

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Date deposited: 07 May 2013 08:44
Last modified: 14 Mar 2024 13:16

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Contributors

Author: Hyejung Moon
Author: Angela M. Dean
Author: Thomas J. Santner

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