How to analyze the convergence in Sobol indices？

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Hi @FANFAN,

Sobol’ sensitivity analysis is, in a way, a post-processing of uncertainty propagation (uncertain output due to uncertain input). Therefore to carry out sensitivity analysis, you need to fully specify the uncertainties associated with the inputs, at the very least, their the distribution and the associated parameters[1].

I don’t see how you can get a meaningful sensitivity results (at least not with Sobol’ indices) just by specifying the distribution of the uncertain inputs without the parameters. So if you say that the inputs are normally distributed, then you also need to specify both the mean and the variance of that normal distribution to do Sobol’ sensitivity analysis.

Let me know if you have further questions!

PS: Somehow your post is rendered strangely, if you need help formatting your post properly, also let me know :slight_smile:

  1. more advance cases might require you to specify the correlation structure as well. ↩︎