# UQ Discussion Forum **URL:** https://uqworld.org/c/all-about-uq/uq-discussion-forum/15.md?page=1 [Latest](https://uqworld.org/latest.md) · [Categories](https://uqworld.org/categories.md) · [Tags](https://uqworld.org/tags.md) **Page:** 2 --- ## [PCA based Sobol indices for vector-valued PCE surrogate model](https://uqworld.org/t/pca-based-sobol-indices-for-vector-valued-pce-surrogate-model/1538)
**Author:** [@David](https://uqworld.org/u/David)\ **Replies:** 2\ **Last updated:** [February 5, 2024, 8:06am UTC](https://uqworld.org/t/pca-based-sobol-indices-for-vector-valued-pce-surrogate-model/1538 "2024-02-05T08:06:10Z")
Dear Community Goal My name is David and I try to write my own Matlab function to compute first order (S\_i) and total (S\_tot) Sobol indices for my vector-valued PCE surrogate model. The PCE surrogate model is combined … --- ## [UQ\[py\]Lab (PCE display)](https://uqworld.org/t/uq-py-lab-pce-display/2054)
**Author:** [@Eilidh\_Radcliff](https://uqworld.org/u/Eilidh_Radcliff)\ **Replies:** 6\ **Last updated:** [January 15, 2024, 10:41am UTC](https://uqworld.org/t/uq-py-lab-pce-display/2054 "2024-01-15T10:41:19Z")
Hello, I’m currently working with UQ\[py\]Lab and have come across an issue. When I try to use uq.display(myPCE) to generate a visual representation of the coefficient distribution in myPCEmetamodel, it doesn’t seem to wo… --- ## [Applying PCE for time dependent ODE models](https://uqworld.org/t/applying-pce-for-time-dependent-ode-models/1769)
**Author:** [@slodan](https://uqworld.org/u/slodan)\ **Replies:** 6\ **Last updated:** [January 10, 2024, 9:22am UTC](https://uqworld.org/t/applying-pce-for-time-dependent-ode-models/1769 "2024-01-10T09:22:42Z")
Hello guys, I am new to UQLab. I am trying to use PCE to build a metamodel for my time-dependent computational model that is built using Matlab ode45, and it has a few input parameters that take random variables. The o… --- ## [Sensitivity Analysis](https://uqworld.org/t/sensitivity-analysis/2007)
**Author:** [@Sridhar](https://uqworld.org/u/Sridhar)\ **Replies:** 1\ **Last updated:** [December 12, 2023, 3:53pm UTC](https://uqworld.org/t/sensitivity-analysis/2007 "2023-12-12T15:53:42Z")
Hi, I have a computationally costly FE model with 8 inputs (with a dependence structure) and multiple outputs. I am using PCE to build a metamodel for analyzing the forward propagation of uncertainties. Right now I am … --- ## [Bounds only on a part of a limit state equation](https://uqworld.org/t/bounds-only-on-a-part-of-a-limit-state-equation/2034)
**Author:** [@Gia](https://uqworld.org/u/Gia)\ **Replies:** 0\ **Last updated:** [December 1, 2023, 12:58pm UTC](https://uqworld.org/t/bounds-only-on-a-part-of-a-limit-state-equation/2034 "2023-12-01T12:58:54Z")
Hi, is there a way to put bounds not only on a single variable of a Limit State Function (LSF) but directly on a part of it? For example, if the LSF is g(x) = ‘\[X(:,1).\*X(:,2) - X(:,3).\*X(:,4)\] - X(:,5)’, is there a way… --- ## [Uncertainty Quantification in Time Domain Responses with UQLab](https://uqworld.org/t/uncertainty-quantification-in-time-domain-responses-with-uqlab/2019)
**Author:** [@Eilidh\_Radcliff](https://uqworld.org/u/Eilidh_Radcliff)\ **Replies:** 2\ **Last updated:** [November 17, 2023, 7:04pm UTC](https://uqworld.org/t/uncertainty-quantification-in-time-domain-responses-with-uqlab/2019 "2023-11-17T19:04:57Z")
Dear UQLab Community, I am exploring the functionality of UQLab for uncertainty quantification in dynamic systems. Specifically, I am interested in understanding the uncertainty propagation in system responses over time… --- ## [Bayesian Calibration with Multi-fidelity Data in UQLab](https://uqworld.org/t/bayesian-calibration-with-multi-fidelity-data-in-uqlab/2021)
**Author:** [@amin\_usf1](https://uqworld.org/u/amin_usf1)\ **Replies:** 0\ **Last updated:** [November 7, 2023, 11:40pm UTC](https://uqworld.org/t/bayesian-calibration-with-multi-fidelity-data-in-uqlab/2021 "2023-11-07T23:40:34Z")
Hello UQLab Team, I am currently engaged with UQLab for Bayesian inference, focusing on model calibration and solving inverse problems with multi-fidelity data. I have encountered several challenges where your expertise… --- ## [Guidance on configuring a matlab model for Uqlab](https://uqworld.org/t/guidance-on-configuring-a-matlab-model-for-uqlab/2018)
**Author:** [@Simon](https://uqworld.org/u/Simon)\ **Replies:** 1\ **Last updated:** [November 6, 2023, 4:03pm UTC](https://uqworld.org/t/guidance-on-configuring-a-matlab-model-for-uqlab/2018 "2023-11-06T16:03:36Z")
Dear Sir, Madam, I’m having difficulties employing this simple model to perform analysis with UQlab. By any chance Could you identify any issues with the composition of this function? Best regards, Simon function \[H2… --- ## [Surrogate time series with preserving cross spectrum properties](https://uqworld.org/t/surrogate-time-series-with-preserving-cross-spectrum-properties/2000)
**Author:** [@vicemagui](https://uqworld.org/u/vicemagui)\ **Replies:** 0\ **Last updated:** [October 11, 2023, 8:45pm UTC](https://uqworld.org/t/surrogate-time-series-with-preserving-cross-spectrum-properties/2000 "2023-10-11T20:45:17Z")
Hey all! I have a set of time series, more specifically velocity components (u, v), of which their phase relation determines the rotational motion of the surrounding water. The clockwise and counterclowise motion is fou… --- ## [Whether PCE in UQLab can use weighted least square method to calculate coefficient？](https://uqworld.org/t/whether-pce-in-uqlab-can-use-weighted-least-square-method-to-calculate-coefficient/1997)
**Author:** [@Wang](https://uqworld.org/u/Wang)\ **Replies:** 1\ **Last updated:** [October 9, 2023, 12:32pm UTC](https://uqworld.org/t/whether-pce-in-uqlab-can-use-weighted-least-square-method-to-calculate-coefficient/1997 "2023-10-09T12:32:55Z")
I recently tried to do some work on PCE, when using the toolbox do not know how to choose the weighted least square solution coefficient, hope to be solved. In addition, there are some problems in the PCE program I wrote… --- ## [Sensitivity analysis using a process engineering software](https://uqworld.org/t/sensitivity-analysis-using-a-process-engineering-software/1995)
**Author:** [@Simon](https://uqworld.org/u/Simon)\ **Replies:** 2\ **Last updated:** [September 26, 2023, 9:36am UTC](https://uqworld.org/t/sensitivity-analysis-using-a-process-engineering-software/1995 "2023-09-26T09:36:31Z")
Dear Sir, Madam I have been trying to perform a sensitivity analysis varying two input (Temp & Pperm) in a process engineering software: Aspen Plus. Please find below my best effort about writing the function. The commu… --- ## [Dissertation reproducing work on bPCE](https://uqworld.org/t/dissertation-reproducing-work-on-bpce/1974)
**Author:** [@Wang](https://uqworld.org/u/Wang)\ **Replies:** 1\ **Last updated:** [August 18, 2023, 2:38pm UTC](https://uqworld.org/t/dissertation-reproducing-work-on-bpce/1974 "2023-08-18T14:38:48Z")
I’m currently learning active PCE, So we’re trying to replicate 《An active-learning algorithm that combines sparse polynomial chaos expansions and bootstrap for structural reliability analysis》. When reproduced by our ow… --- ## [Rare Event Estimation](https://uqworld.org/t/rare-event-estimation/1957)
**Author:** [@Gia](https://uqworld.org/u/Gia)\ **Replies:** 1\ **Last updated:** [August 3, 2023, 8:05am UTC](https://uqworld.org/t/rare-event-estimation/1957 "2023-08-03T08:05:25Z")
Hi. I am a beginner: what do you suggest for Rare Event Estimation (Pf 10^-9/10)? --- ## [Running NREL FAST wind turbine simulator with UQLab?](https://uqworld.org/t/running-nrel-fast-wind-turbine-simulator-with-uqlab/1446)
**Author:** [@Subham\_Kashyap](https://uqworld.org/u/Subham_Kashyap)\ **Replies:** 5\ **Last updated:** [July 14, 2023, 8:05am UTC](https://uqworld.org/t/running-nrel-fast-wind-turbine-simulator-with-uqlab/1446 "2023-07-14T08:05:26Z")
Hey, I am a beginner at UQ Lab and also new to the forum. I would some advice on developing a surrogate model for quantities derived from a stochastic wind turbine simulator named FAST developed by NREL. I believe there… --- ## [Understanding leave one out error and modified leave one out error in PCE](https://uqworld.org/t/understanding-leave-one-out-error-and-modified-leave-one-out-error-in-pce/1932)
**Author:** [@ayush](https://uqworld.org/u/ayush)\ **Replies:** 1\ **Last updated:** [July 14, 2023, 7:08am UTC](https://uqworld.org/t/understanding-leave-one-out-error-and-modified-leave-one-out-error-in-pce/1932 "2023-07-14T07:08:14Z")
Hello, I have been using UQLab for modelling and predicting the outputs of a filter in the frequency domain. I have used the Kriging and Polynomial Chaos Expansion for the same. Kriging works just fine, but I was tryin… --- ## [Errors in retrieving the m-file handle for a developed PCE metamodel](https://uqworld.org/t/errors-in-retrieving-the-m-file-handle-for-a-developed-pce-metamodel/1912)
**Author:** [@Abraham](https://uqworld.org/u/Abraham)\ **Replies:** 13\ **Last updated:** [June 28, 2023, 12:40pm UTC](https://uqworld.org/t/errors-in-retrieving-the-m-file-handle-for-a-developed-pce-metamodel/1912 "2023-06-28T12:40:36Z")
Having errors in retrieving the m-file handle for a developed PCE metamodel. Error shows that ‘The model does not seem to be properly initialized! Internal field fHandle is missing’. Thank you --- ## [Choice of distribution for the construction of a meta-model](https://uqworld.org/t/choice-of-distribution-for-the-construction-of-a-meta-model/1666)
**Author:** [@Jocelyn.Minini](https://uqworld.org/u/Jocelyn.Minini)\ **Replies:** 1\ **Last updated:** [May 19, 2023, 1:14pm UTC](https://uqworld.org/t/choice-of-distribution-for-the-construction-of-a-meta-model/1666 "2023-05-19T13:14:00Z")
Hello, After several months of intensive use of UQLab and several probabilistic studies on geotechnical cases, I would like to ask a question that has been bothering me for a long time. This question concerns the distri… --- ## [How to propagate uncertainty with implicit constraints?](https://uqworld.org/t/how-to-propagate-uncertainty-with-implicit-constraints/1848)
**Author:** [@YuanXi\_Wu](https://uqworld.org/u/YuanXi_Wu)\ **Replies:** 3\ **Last updated:** [April 12, 2023, 2:35pm UTC](https://uqworld.org/t/how-to-propagate-uncertainty-with-implicit-constraints/1848 "2023-04-12T14:35:12Z")
Dear all, I have a question about the uncertainty propagation of constrained random variables and I hope you can kindly advise me. To be specific, all the input random variables \\boldsymbol{x} are uniformly distributed… --- ## [Meaning of total and second order sobol indices being equal](https://uqworld.org/t/meaning-of-total-and-second-order-sobol-indices-being-equal/1827)
**Author:** [@achille](https://uqworld.org/u/achille)\ **Replies:** 2\ **Last updated:** [March 27, 2023, 3:13pm UTC](https://uqworld.org/t/meaning-of-total-and-second-order-sobol-indices-being-equal/1827 "2023-03-27T15:13:49Z")
Hello all, I have a question about sensitivity analysis using Sobol indices. I performed sensitivity analysis of a 12 input parameter blackbox function, using two methods: (OLS) PCE coefficient-based calculation of t… --- ## [Understanding Sobol total index](https://uqworld.org/t/understanding-sobol-total-index/1833)
**Author:** [@student1](https://uqworld.org/u/student1)\ **Replies:** 1\ **Last updated:** [March 24, 2023, 11:31am UTC](https://uqworld.org/t/understanding-sobol-total-index/1833 "2023-03-24T11:31:20Z")
I am going through A. Saltelli’s paper \[1\]. The definition of Sobol first & total indices are given as: Imagine a model Y=f(A,B,C), i.e. a single output and three inputs. If I am doing a brute-force MC to solve for S… --- ## [3 order PCE, with the scatterplot neaerly linear](https://uqworld.org/t/3-order-pce-with-the-scatterplot-neaerly-linear/1794)
**Author:** [@AmosJoseph](https://uqworld.org/u/AmosJoseph)\ **Replies:** 10\ **Last updated:** [February 28, 2023, 7:15am UTC](https://uqworld.org/t/3-order-pce-with-the-scatterplot-neaerly-linear/1794 "2023-02-28T07:15:35Z")
Hi, everyone! The PCE is built and validated. Based on the 3 order PCE, Sobol’ indices of a random variable is obtained, with the value of 0.99. I also obtain the scatterplot of the distribution of random output with re… --- ## [Using LARS algorithm](https://uqworld.org/t/using-lars-algorithm/1802)
**Author:** [@slodan](https://uqworld.org/u/slodan)\ **Replies:** 2\ **Last updated:** [February 24, 2023, 8:32am UTC](https://uqworld.org/t/using-lars-algorithm/1802 "2023-02-24T08:32:49Z")
Hello guys, It has been a few days since I started using UQLab, and the framework helped me a lot. Recently, I have been working on LARS algorithm, and I know LARS can be used in the PCE surrogate modeling. But I would … --- ## [Will PCE work with transformed inputs (ensuring one-to-one mapping)](https://uqworld.org/t/will-pce-work-with-transformed-inputs-ensuring-one-to-one-mapping/1707)
**Author:** [@mridula](https://uqworld.org/u/mridula)\ **Replies:** 1\ **Last updated:** [January 20, 2023, 8:15pm UTC](https://uqworld.org/t/will-pce-work-with-transformed-inputs-ensuring-one-to-one-mapping/1707 "2023-01-20T20:15:41Z")
Hello everyone I have a model with 36 input parameters and an output vector of size 80. I have about 10,000 samples. Suppose I apply a one to one mapping from my 36 dimensional input parameter space to a reduced order … --- ## [Creation of an input for Random Fields](https://uqworld.org/t/creation-of-an-input-for-random-fields/861)
**Author:** [@M\_Groslambert](https://uqworld.org/u/M_Groslambert)\ **Replies:** 5\ **Last updated:** [January 18, 2023, 10:29am UTC](https://uqworld.org/t/creation-of-an-input-for-random-fields/861 "2023-01-18T10:29:31Z")
Hello, I am trying to do an probabilitic analysis based on Random Fields, on a finite element model, via UQLink. My aim is to set a PCE to surrogate the model’s response to this random Field. Consider I have one input … --- ## [Sobol indeces with many outputs](https://uqworld.org/t/sobol-indeces-with-many-outputs/1761)
**Author:** [@Pachita](https://uqworld.org/u/Pachita)\ **Replies:** 3\ **Last updated:** [December 16, 2022, 5:36pm UTC](https://uqworld.org/t/sobol-indeces-with-many-outputs/1761 "2022-12-16T17:36:22Z")
Hallo everyone! I have a problem characterized by 4 random variables (model inputs) and 80 observed features (model outputs). I would like to figure out which input has a higher chance to be correctly identified in a Ba… --- ## [Justification for the use of metamodels](https://uqworld.org/t/justification-for-the-use-of-metamodels/1542)
**Author:** [@HZhang](https://uqworld.org/u/HZhang)\ **Replies:** 2\ **Last updated:** [October 3, 2022, 9:30pm UTC](https://uqworld.org/t/justification-for-the-use-of-metamodels/1542 "2022-10-03T21:30:35Z")
Hi everyone, When we use metamodels in UQ, the metamodels themselves can introduce errors/uncertainties in the results. How do we justify the use of metamodels? Is there any papers specifically on this issue? --- ## [How to import an external model?](https://uqworld.org/t/how-to-import-an-external-model/1687)
**Author:** [@Hamdaoui\_Khaled](https://uqworld.org/u/Hamdaoui_Khaled)\ **Replies:** 3\ **Last updated:** [August 11, 2022, 9:15pm UTC](https://uqworld.org/t/how-to-import-an-external-model/1687 "2022-08-11T21:15:24Z")
Hello How to import an external model (with Uqpylab) like xgboost to make “uq.createAnalysis” work well. I am building a model using machine learning with Xgboost and I would like to obtain Sobol’ indices Thank you --- ## [How we define the distribution of the input variable?](https://uqworld.org/t/how-we-define-the-distribution-of-the-input-variable/1684)
**Author:** [@Hamdaoui\_Khaled](https://uqworld.org/u/Hamdaoui_Khaled)\ **Replies:** 1\ **Last updated:** [August 9, 2022, 7:01pm UTC](https://uqworld.org/t/how-we-define-the-distribution-of-the-input-variable/1684 "2022-08-09T19:01:41Z")
Hello Can Uqpylab define the distribution for all input variables? if not, how we define this distribution from data? Thank you --- ## [Machine Learning and PCE](https://uqworld.org/t/machine-learning-and-pce/1681)
**Author:** [@Hamdaoui\_Khaled](https://uqworld.org/u/Hamdaoui_Khaled)\ **Replies:** 0\ **Last updated:** [August 5, 2022, 7:44pm UTC](https://uqworld.org/t/machine-learning-and-pce/1681 "2022-08-05T19:44:53Z")
Hello I have built a machine learning model to predict some soil properties and I would like to make a sensitivity analysis and uncertainty quantification using PCE from UQ\[py\]Lab. I need some orientations Thank you --- ## [Can do Sobol's sensitivity analysis on arbitrary PCE?](https://uqworld.org/t/can-do-sobols-sensitivity-analysis-on-arbitrary-pce/1456)
**Author:** [@Quynhchau](https://uqworld.org/u/Quynhchau)\ **Replies:** 13\ **Last updated:** [May 21, 2022, 8:33am UTC](https://uqworld.org/t/can-do-sobols-sensitivity-analysis-on-arbitrary-pce/1456 "2022-05-21T08:33:23Z")
Hi everyone. I would like to ask question about PCE and also the sensitivity analysis. I have 800 output results based on 800 LHS samples with 7 random variables, running in FEM software. Based on the example PCE from e… [Previous page](https://uqworld.org/c/all-about-uq/uq-discussion-forum/15.md) [Next page](https://uqworld.org/c/all-about-uq/uq-discussion-forum/15.md?page=2)