Skip to content

feat(uq): add Sobol global sensitivity integration - #51

Open
amaurigmartins wants to merge 9 commits into
release/v0.2.0from
v0.2.0-parametric-addons
Open

feat(uq): add Sobol global sensitivity integration#51
amaurigmartins wants to merge 9 commits into
release/v0.2.0from
v0.2.0-parametric-addons

Conversation

@amaurigmartins

Copy link
Copy Markdown
Collaborator

Summary

  • add dependency-neutral Sensitivity and SensitivityResult contracts
  • integrate dependency-owned Sobol analysis through the optional GlobalSensitivity extension
  • map uncertainty descriptors into physical normal or uniform coordinates
  • add analytical, failure-boundary, multi-output, inference, and real cable-domain coverage
  • document the public workflow and add an Ishigami reference benchmark

Validation

  • full package suite: 5,516/5,516
  • focused GlobalSensitivity suite: 161/161
  • core-only suite: 69/69
  • quality suite: 733/733
  • documentation doctests: 1/1
  • Ishigami benchmark: 262,144 evaluations; maximum errors below 0.00085
  • core precompiles without optional dependencies
  • optional extension activates with Distributions 0.25.131, GlobalSensitivity 2.12.1, and QuasiMonteCarlo 0.3.6

Review notes

This branch is based directly on release/v0.2.0. QuasiMonteCarlo's documented deterministic SobolSample()/NoRand() warning remains visible by design. The Ishigami benchmark is maintained outside CI test discovery.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

Status: TODO

Development

Successfully merging this pull request may close these issues.

1 participant