Hello everyone!
I use the UQLab toolbox to do a sensitivity analysis case, I originally intended to use LRA-based Sobol for sensitivity analysis, but the input dimension is greater than 20, so the Sobol indices cannot be computed efficiently, then it automatically converts to MC-based Sobol indices estimators. However, the MC-based Sobol indices and the automatically converted result are not equal, why?
In addition, I still have a doubt. The analysis results show that X21 has the highest sensitivity, but the three parameters of X19, X20 and X21 should be basically the same in theory. Why does this happen?
Part of codes are as follows:
uq_ABC.m (1.3 KB)
uq_Example_Sensitivity_02_SobolIndices_ABC.m (9.6 KB)
The running result is as follows：
Regards,
FANFAN