Higher Order Sobol' Indices

Hi @Thamires_Viana,

The difference between the first order Sobol index and the total index is due to interaction terms in your model. This is not the same as dependence. E.g., you could have two independent input RV X_1, X_2 and the model f(X_1, X_2) = X_1 X_2: here the first-order Sobol indices would be 0 for both variables, but the total Sobol indices for both would be 1.

See also @damarginal’s post in the thread Sensitivity Analysis in UQLab .

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