Sensitivity analysis from simulation data

Hi @LorenzoVonMT ,

Before analyzing what might have gone wrong with the Sobol’ sensitivity analysis,
it might be a good idea looking at the previous steps, namely the INPUT and the PCE (did you check how good the resulting PCE model is before carrying out the sensitivity analysis? You can check its LOO error, for instance).

For instance, if I plot both your input data and the INPUT object, it seems the data does not correspond to the Weibull distribution specified in the INPUT object.

Figure 1: Scatter plot matrix of the data (X). Figure 2: Scatter plot matrix of the Weibull distributions specified in the INPUT object.

Also, did you round the values of the generated sample off? While rounding off the sample values might not affect your CFD simulation, I think they will affect the PCE computation.

Could you perhaps double check if you have generated your input (column 1 to 3 of the attached Excel sheet) from the proper marginal distribution? Also, make sure if you have specified the Weibull distribution correctly (moments vs. parameters is one typical source of problems).

I hope this helps!

PS: If you use the new inference capability of the UQLab INPUT module, the module will indeed fail to fit a Weibull distribution to it.

InputOpts.Inference.Data = X;
myInput = uq_createInput(InputOpts);
1 Like