Maximum One-Factor-at-a-Time Designs

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. Xiao, Joseph, and Ray (2022) proposed Maximum One-Factor-at-a-Time (MOFAT) designs for doing this. A MOFAT design can be viewed as an improvement to the random one-factor-at-a-time (OFAT) design proposed by Morris (1991) . The improvement is achieved by exploiting the connection between Morris screening designs and Monte Carlo-based Sobol' designs, and optimizing the design using a space-filling criterion. This work is supported by a U.S. National Science Foundation (NSF) grant CMMI-1921646 < https://www.nsf.gov/awardsearch/showAward?AWD_ID=1921646>.