How to run sensitivity analysis by groups with UQLab 2.1.0?

UQ with UQLab Community Q&A and How To
1

In my case the model has many inputs, and I need group them then analyze the sensitivity by groups. How can I achieve this with UQLab 2.1.0? I can’t find any hints from the user manual.

2

Dear @juntao_ma,

Could you please provide more details about what you’re aiming to achieve? Are you interested in obtaining these groupwise sensitivities as part of a post-processing step after performing a standard sensitivity analysis?

Best regards,
Styfen

3

Hi Styfen,

Suppose there are 10 inputs (X1, X2, …, X10) in my model, each of which has its own distribution parameters. Instead of calculating sensitivity index for each of input, I’d like to compute sensitivity index for group 1 (X1, X2, X3), group 2 (X4, X5, X6) and group 3 (X7, X8, X9, X10). How can I achieve this with UQLab?

Thanks,
Juntao

4

Hi @juntao_ma ,
group sensitivity indices are not implemented in UQLab yet.

Nevertheless, if your inputs are independent you can compute two different types of group indices from the single variable/interaction terms. A good explanation with all the necessary formulas can be found here.

Cheers
Stefano

5

Hi Stefano,

Thank you very much for your information!

Regards,
Juntao