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Saltelly et al., in "How to avoid a perfunctory sensitivity analysis" to discourage the use of One-factor-at-a-time have an example with a shpere in a cube and it says in section 3.

"all the points of the OAT design are by construction internal to the sphere."

And then starts for the case of two variables (k=2) and says that the area of the circle inscribed in the unit square.

I cannot understand why the OAT should be a circle in a case of two variables (or sphere in k=3).

For instance the example from here doesn't seem like exploring a circle

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Here, is a recording talking about it

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