Sensitivity analysis from simulation data

With such a high LOO error, I guess, you should be careful moving forward using the PCE metamodel for anything, including sensitivity analysis.

I previously assumed that X was generated using UQLab or, at least, that you know their origin. So maybe I should have asked you earlier, how did you get the values of X?

I also asked whether you somehow rounded off the inputs (X) because by looking at the inputs, especially X1 and X3, they are all integers and these are not typically sample values from a continuous distribution.

Now if you actually don’t know the underlying distribution of X, then you can use the inference capability of UQLab. UQLab will then try to fit various distribution families on the data and give you the best one (based on some statistical criteria). The minimum working syntax is the one I posted above in the PS. For details, you might want to check the relevant UQLab examples out such as Input Module: Inference of Marginals as well as the Statistical Inference User Manual.

So instead of specifying the marginals manually, you can then use the resulting INPUT object to create a PCE metamodel like you did before.