I have a computationally costly FE model with 8 inputs (with a dependence structure) and multiple outputs. I am using PCE to build a metamodel for analyzing the forward propagation of uncertainties.
Right now I am using the built-in ANCOVA method to perform the sensitivity analysis and it works well.
I also want to calculate the Kucherenko Indices and my idea is to do the following:
- Evaluate the model output using the costly model
- Build a PCE-Metamodel
- Generate a large number of samples
- Use these input-output samples to estimate the Kucherenko indices.
Am I thinking correctly? Is it possible to execute this in UQlab?