ANCOVA indices-How to have robust sensitivity analysis?

UQ with UQLab Community Q&A and How To
4

Dear UQLab

I want to add some details. Would you mind please helping me out with this matter?
One of the main purposes of my study is to do a comparative analysis between the sensitivity values which are derived by the “INDEPENDENT” and “DEPENDENT” marginals with the same limit state function. The copula formalism is applied to demonstrate the nonlinear dependency between the marginals. I was wondering to know which combination is true?

  1. Both dependent and independent marginals are compared in a sensitivity analysis by terms of the ANCOVA first-order indices.
  2. The ANCOVA first-order sensitivity analysis is applied to dependent marginals and the first-order Sobol’s sensitivity analysis is implemented to investigate the sensitivity values of Independent random variables.
  3. Both of the mentioned conditions are true! (I think based on the Sensitivity Analysis in UQLab discussion)

Best regards
Ali

1 Like