“…In this paper, we choose to follow the approach proposed by Sudret (2008), where the Sobol' indices are derived by directly post-processing the coefficients of the PCE. When combined with their sparse-regression-based calculation, this approach has been extensively shown to be computationally very efficient (see, e.g., Blatman and Sudret (2010b), Deman, Konakli, Sudret, Kerrou, Perrochet, and Benabderrahmane (2016)). Indeed, the Sobol' decomposition (equation (16)) of a truncated PC expansion M PC (θ) = α∈Ab α Ψ α (θ) can be derived analytically, as shown below.…”