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Different sampling strategy for Sobol' analysis #626
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Hi 👋 Thanks for the question. When you define your problem, you can define any distribution you want for the parameters. Then it will work just fine (and is also correct from a statistical standpoint.) You can use your own sample to pass to the analysis part. But you must use the correct matrix format with A, B, AB, BA. So I would not recommend doing it. Missing a single point would make the analysis wrong. |
We had plans for deprecating the Saltelli method. What we can do is to go forward but also propose a new generic API that would basically be the new Sobol' but with a sampling method parameter. |
Hi |
I mean that the analysis function expects to be constructed in a very specific way. It's not just a list of samples. First it takes two independent samples: A, B. Then it makes a matrix AB (and BA if second order) by mixing A and B. And it then interleaves the matrices together. So when the analysis gets the input sample, it decomposes it into these matrices and if one point is out of place, it will not work and results will be random. |
Sorry I don't understand your question. In case of 2 parameters, you would only have A, B and AB. But it's not just about being divisible. As you can see in the code, the input sample You cannot take an existing random sample and split it in 3 to get |
The matrices are not formed in
There is of course a direct relationship between samples in All that to say that you cannot take an arbitrary sample |
Thank you for your time! Appreciate it! |
Of course, glad I could help. I am re-opening since there is a possible enhancement with the addition of a method parameter in |
Hello,
I have a question regarding the use of SALib for Sobol analysis and wasn't sure where to post it, so I'm posting it here.
Can SALib's sobol.analyze function calculate Sobol indices for a non-uniform sample set? Specifically, is it possible to use other sampling techniques instead of Saltelli or Sobol methods?
Additionally, I would like to know if SALib can compute Sobol indices for a subset of the sample set. For instance, can we apply a condition or threshold to the model output and then calculate the indices for this subset?
Thank you in advance for your assistance!
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