Questions tagged [sobol-indices]
The sobol-indices tag has no usage guidance.
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Interpreting sobol indices
I am trying to test the sensitivity of my model to a change in the parameters std and translation_factor. I get the following results :
Sobol First Order Indices:
translation_factor: -1....
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Compute Sobol index from scratch
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I am trying to compute Sobol index by myself using python but I am facing some problems. The formula is very simple however I don't understand some part :
Here, E[Y|Qi] denotes the expected value ...
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Global sensitivity indices with sign (positive/negative)
I’ve used Sobol global sensitivity indices to analyze the effect that some input variables have on a nonlinear regression model, but now I need to know if the effect is positive or negative (i.e. if ...
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Dataset to apply Sobol Indices
I am working on a project based on Sobol indices. I am looking for a dataset to apply Sobol indices. I need to show a basic demonstration of this method. Specifically, I want to identify which inputs ...
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Distribution of Sobol's Indices
Some background: Given a linear regression model (or any other GLM), we all know how to test the null hypothesis $\hat\beta_i=0$. The lm function in ...
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Sobol Sensitivity Analysis
I want to use Sobol SA with Sobol sampling to find the most influential parameters on the energy consumption of a pilot building. I have 40 input variables (building characteristics) that some have ...
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Difference between Sobol indices and total Sobol indices?
Given a mathematical model $Y\widetilde Y(X_i)$, where $X_i=x_i^*$ represents a particular point estimate for input variable $X_i$. In sensitivity analysis, Sobol indices explain the importance of an ...
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