Abstract
The Morris method (MM) is a well known model-free factor screening approach that is considered particularly effective when the number of factors is large or when the computer model is computationally expensive to run. In this paper, we propose the controlled Morris method (CMM) for simulation-based factor screening, which integrates a distribution-free sequential multiple testing procedure with MM to control the Type I and Type II familywise error rates at the prescribed levels while achieving a high computational efficiency. Numerical experiments are provided to demonstrate the efficacy and efficiency of CMM.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.