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Design of Experiments for Screening

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Handbook of Uncertainty Quantification

Abstract

The aim of this paper is to review methods of designing screening experiments, ranging from designs originally developed for physical experiments to those especially tailored to experiments on numerical models. The strengths and weaknesses of the various designs for screening variables in numerical models are discussed. First, classes of factorial designs for experiments to estimate main effects and interactions through a linear statistical model are described, specifically regular and nonregular fractional factorial designs, supersaturated designs, and systematic fractional replicate designs. Generic issues of aliasing, bias, and cancellation of factorial effects are discussed. Second, group screening experiments are considered including factorial group screening and sequential bifurcation. Third, random sampling plans are addressed including Latin hypercube sampling and sampling plans to estimate elementary effects. Fourth, a variety of modeling methods commonly employed with screening designs are briefly described. Finally, a novel study demonstrates six screening methods on two frequently-used exemplars, and their performances are compared.

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Acknowledgements

D. C. Woods was supported by a fellowship from the UK Engineering and Physical Sciences Research Council (EP/J018317/1). The authors thank Dr Antony Overstall (University of Glasgow, UK) and Dr Maria Adamou (University of Southampton, UK) for providing code for the RDVS and SGPVS methods, respectively.

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  1. Southampton Statistical Sciences Research Institute, University of Southampton, Southampton, SO17 1BJ, UK

    David C. Woods & Susan M. Lewis

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  1. David C. Woods
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Correspondence to David C. Woods .

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Editors and Affiliations

  1. Department of Civil and Environmental Engineering, University of Southern California, Los Angeles, California, USA

    Roger Ghanem

  2. Social and Decision Analytics Laboratory, Virginia Bioinformatics Institute, Virginia Tech University, Arlington, Virginia, USA

    David Higdon

  3. Computing and Mathematical Sciences, California Institute of Technology, Pasadena, California, USA

    Houman Owhadi

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Woods, D.C., Lewis, S.M. (2017). Design of Experiments for Screening. In: Ghanem, R., Higdon, D., Owhadi, H. (eds) Handbook of Uncertainty Quantification. Springer, Cham. https://doi.org/10.1007/978-3-319-12385-1_33

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