Sensitivity Analysis (UQ)
Purpose
Provides global sensitivity analysis methods for understanding model behavior and input importance.
Capabilities
- Sobol indices computation
- Morris screening method
- FAST (Fourier amplitude sensitivity test)
- Correlation-based sensitivity
- Derivative-based sensitivity (DGSM)
- Variance-based decomposition
Usage Guidelines
- Method Selection: Choose based on computational budget
- Input Ranges: Define appropriate input ranges
- Sample Size: Ensure sufficient samples for convergence
- Interpretation: Correctly interpret sensitivity indices
Tools/Libraries
- SALib
- OpenTURNS
- UQLab