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A new sequential space-filling sampling strategy for elementary effects-based screening method

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Abstract To predict or control the response of a complicated numerical model which involves a large number of input variables but is mainly affected by only a part of variables,… Click to show full abstract

Abstract To predict or control the response of a complicated numerical model which involves a large number of input variables but is mainly affected by only a part of variables, it is necessary to screening those active variables. This paper proposes a new space-filling sampling strategy, which is used to screening the parameters based on the Morris’ elementary effect method. The beginning points of sampling trajectories are selected by using the maximin principle of Latin Hypercube Sampling method. The remaining points of trajectories are determined by using the one-factor-at-a-time design. Being different from other sampling strategies to determine the sequence of factors randomly in one-factor-at-a-time design, the proposed method formulates the sequence of factors by a deterministic algorithm, which sequentially maximizes the Euclidean distance among sampling trajectories. A new efficient algorithm is proposed to transform the distance maximization problem to a coordinate sorting problem, which saves computational cost much. After the elementary effects are computed using the sampling points, a detailed criterion is presented to select the active factors. Two mathematic examples and an engineering problem are used to validate the proposed sampling method, which demonstrates the priority in computational efficiency, space-filling performance, and screening efficiency.

Keywords: space filling; space; method; elementary effects; filling sampling; sampling strategy

Journal Title: Applied Mathematical Modelling
Year Published: 2020

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