Global sensitivity analysis with Input and output data only
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I have a Matrix of input variables that were drawn from uniform distribution with in a specified range. My matrix is like [10000,30]. And I have several outputs or responses (13) of them. I want to pick one of the output at a time and calculate global sensitivity. All the examples i see refer to a so called model to generate outputs based on inputs but I do not have a simple model and I would like to use the matrix of data instead. Is that possible? For now I am computing corrcoef on matrix and using the R values in lieu of sensitivity coefficients. Not sure how they are related to the so called Global sensitivities. Please help. Thanks in advance.
Sahil Jain on 2 Sep 2021
Hi. From my understanding, sensitivity analysis determines how changes in input variables affect changes in output variables. To determine this, a relationship between the input and output variables (i.e. a model) is required. I do not know if any techniques for sensitivity analysis exist which do not require a model but as of now, no MATLAB functions exist for them.