Maximum One-Factor-At-A-Time Designs for Screening in Computer Experiments

Identifying important factors from a large number of potentially important factors of a highly nonlinear and computationally expensive black box model is a difficult problem. Morris screening and Sobol’ design are two commonly used model-free methods for doing this. In this article, we establish a connection between these two seemingly different methods in terms of their underlying experimental design structure and further exploit this connection to develop an improved design for screening called Maximum One-Factor-At-A-Time (MOFAT) design. We also develop efficient methods for constructing MOFAT designs with a large number of factors. Several examples are presented to demonstrate the advantages of MOFAT designs compared to Morris screening and Sobol’ design methods.