“…This method provides a full probabilistic description of Sobol' indices, whose distribution characterizes uncertainty in the sensitivity resulting from small data set size. The proposed method has been applied to many real‐world science and engineering problems, for example, material science (Bostanabad et al, 2018; X. Liu et al, 2021; Zhang, Shields, & TerMaath, 2020; Zhang et al, 2020), structural reliability (Sofi, Muscolino, & Giunta, 2020; Song, 2020; Sundar & Shields, 2019; C. Wang, Zhang, & Beer, 2018), failure and risk assessment (Guo, Yi, Fu, Huang, & Teng, 2019; Manouchehrynia, Abdullah, & Singh Karam Singh, 2020; Z. Wang & Jia, 2020), etc.…”