Extending Morris method: identification of the interaction graph using cycle-equitable designs

被引:12
作者
Fedou, J-M. [1 ]
Rendas, M-J. [1 ]
机构
[1] CNRS UNS, Lab I3S, Sophia Antipolis, France
关键词
elementary effects; interaction graph; sensitivity analysis; clustered designs; second-order effects; Morris method; 05C90; 05C75; 62K99; 05B30; 2ND-ORDER SCREENING METHOD; SENSITIVITY-ANALYSIS;
D O I
10.1080/00949655.2014.997235
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The paper presents designs that allow detection of mixed effects when performing preliminary screening of the inputs of a scalar function of d input factors, in the spirit of Morris' Elementary Effects approach. We introduce the class of -cycle equitable designs as those that enable computation of exactly c second-order effects on all possible pairs of input factors. Using these designs, we propose a fast Mixed Effects screening method, that enables efficient identification of the interaction graph of the input variables. Design definition is formally supported on the establishment of an isometry between sub-graphs of the unit cube equipped of the Manhattan metric, and a set of polynomials in on which a convenient inner product is defined. In the paper we present systems of equations that recursively define these -cycle equitable designs for generic values of , from which direct algorithmic implementations are derived. Application cases are presented, illustrating the application of the proposed designs to the estimation of the interaction graph of specific functions.
引用
收藏
页码:1398 / 1419
页数:22
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