Sequential screening with elementary effects
Seminar Room 1, Newton Institute
AbstractThe Elementary Effects (EE) method (Morris, 1991) is a simple but effective screening strategy. Starting from a number of initial points, the method creates random trajectories to then estimate factor effects. In turn, those estimates are used for factor screening. Recent research advances (Campolongo et al., 2004,2006) have enhanced the performance of the elementary effects method and the projections of the resulting design (Pujol, 2008). The presentation concentrates on a proposal (Boukouvalas et al., 2011) which turns the elementary effects method into a sequential design strategy. After describing the methodology, some examples are given and compared against the traditional EE method.
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