{"id":"https://openalex.org/W4379256267","doi":"https://doi.org/10.48550/arxiv.2306.00555","title":"Sensitivity Analysis of High-Dimensional Models with Correlated Inputs","display_name":"Sensitivity Analysis of High-Dimensional Models with Correlated Inputs","publication_year":2023,"publication_date":"2023-05-31","ids":{"openalex":"https://openalex.org/W4379256267","doi":"https://doi.org/10.48550/arxiv.2306.00555"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2306.00555","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2306.00555","pdf_url":"https://arxiv.org/pdf/2306.00555","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"type":"preprint","indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2306.00555","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026203568","display_name":"Juraj Kardo\u0161","orcid":"https://orcid.org/0000-0002-0197-5470"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Kardos, Juraj","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076493238","display_name":"Wouter Edeling","orcid":"https://orcid.org/0000-0003-4734-7960"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Edeling, Wouter","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023611475","display_name":"Diana Suleimenova","orcid":"https://orcid.org/0000-0003-4474-0943"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Suleimenova, Diana","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005166809","display_name":"Derek Groen","orcid":"https://orcid.org/0000-0001-7463-3765"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Groen, Derek","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5017590193","display_name":"Olaf Schenk","orcid":"https://orcid.org/0000-0001-8636-1023"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Schenk, Olaf","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11948","display_name":"Machine Learning in Materials Science","score":0.9707000255584717,"subfield":{"id":"https://openalex.org/subfields/2505","display_name":"Materials Chemistry"},"field":{"id":"https://openalex.org/fields/25","display_name":"Materials Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9261999726295471,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.8232946991920471},{"id":"https://openalex.org/keywords/cholesky-decomposition","display_name":"Cholesky decomposition","score":0.6366713047027588},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5738908648490906},{"id":"https://openalex.org/keywords/sign","display_name":"Sign (mathematics)","score":0.5225967168807983},{"id":"https://openalex.org/keywords/variance-based-sensitivity-analysis","display_name":"Variance-based sensitivity analysis","score":0.5047370195388794},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5008659362792969},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4853912591934204},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.387878954410553},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3462426960468292},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.12605643272399902},{"id":"https://openalex.org/keywords/analysis-of-variance","display_name":"Analysis of variance","score":0.08393245935440063},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08372190594673157},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07266941666603088}],"concepts":[{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.8232946991920471},{"id":"https://openalex.org/C34727166","wikidata":"https://www.wikidata.org/wiki/Q515375","display_name":"Cholesky decomposition","level":3,"score":0.6366713047027588},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5738908648490906},{"id":"https://openalex.org/C139676723","wikidata":"https://www.wikidata.org/wiki/Q1193832","display_name":"Sign (mathematics)","level":2,"score":0.5225967168807983},{"id":"https://openalex.org/C108311543","wikidata":"https://www.wikidata.org/wiki/Q7915756","display_name":"Variance-based sensitivity analysis","level":4,"score":0.5047370195388794},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5008659362792969},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4853912591934204},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.387878954410553},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3462426960468292},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.12605643272399902},{"id":"https://openalex.org/C99476002","wikidata":"https://www.wikidata.org/wiki/Q42297","display_name":"Analysis of variance","level":2,"score":0.08393245935440063},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08372190594673157},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07266941666603088},{"id":"https://openalex.org/C152587130","wikidata":"https://www.wikidata.org/wiki/Q7092351","display_name":"One-way analysis of variance","level":3,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"pmh:oai:arXiv.org:2306.00555","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2306.00555","pdf_url":"https://arxiv.org/pdf/2306.00555","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"pmh:oai:bura.brunel.ac.uk:2438/26698","is_oa":true,"landing_page_url":"https://bura.brunel.ac.uk/handle/2438/26698","pdf_url":"http://bura.brunel.ac.uk/bitstream/2438/26698/1/Preprint.pdf","source":{"id":"https://openalex.org/S4306401473","display_name":"Brunel University Research Archive (BURA) (Brunel University London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I59433898","host_organization_name":"Brunel University of London","host_organization_lineage":["https://openalex.org/I59433898"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:cwi.nl:33781","is_oa":false,"landing_page_url":"https://ir.cwi.nl/pub/33781","pdf_url":null,"source":{"id":"https://openalex.org/S7407055335","display_name":"Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/other"},{"id":"doi:10.48550/arxiv.2306.00555","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2306.00555","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2306.00555","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2306.00555","pdf_url":"https://arxiv.org/pdf/2306.00555","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4379256267.pdf","grobid_xml":"https://content.openalex.org/works/W4379256267.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2043426614","https://openalex.org/W2118457152","https://openalex.org/W4237006455","https://openalex.org/W1998808089","https://openalex.org/W2560234381","https://openalex.org/W2606174408","https://openalex.org/W2081927997","https://openalex.org/W203276098","https://openalex.org/W3164718730","https://openalex.org/W1965904915"],"abstract_inverted_index":{"Sensitivity":[0],"analysis":[1,54,155],"is":[2,107],"an":[3,79],"important":[4],"tool":[5],"used":[6],"in":[7,50,109,130],"many":[8,36],"domains":[9],"of":[10,23,46,72,103,111,122,136,153],"computational":[11],"science":[12],"to":[13,81,97,150],"either":[14],"gain":[15],"insight":[16],"into":[17],"the":[18,28,32,38,47,51,57,61,69,73,83,99,104,120,123,134,137,146,151,154,157,168],"mathematical":[19],"model":[20,147],"and":[21,92,94,113],"interaction":[22],"its":[24],"parameters":[25,125],"or":[26],"study":[27,77],"uncertainty":[29],"propagation":[30],"through":[31],"input-output":[33],"interactions.":[34],"In":[35],"applications,":[37],"inputs":[39],"are":[40,161],"stochastically":[41],"dependent,":[42],"which":[43,65],"violates":[44],"one":[45],"essential":[48],"assumptions":[49],"state-of-the-art":[52],"sensitivity":[53,115,121],"methods.":[55],"Consequently,":[56],"results":[58],"obtained":[59],"ignoring":[60],"correlations":[62,85],"provide":[63],"values":[64],"do":[66],"not":[67,127],"reflect":[68,98],"true":[70],"contributions":[71],"input":[74],"parameters.":[75],"This":[76],"proposes":[78],"approach":[80],"address":[82],"parameter":[84,100],"using":[86,163],"a":[87],"polynomial":[88],"chaos":[89],"expansion":[90],"method":[91],"Rosenblatt":[93],"Cholesky":[95],"transformations":[96],"dependencies.":[101],"Treatment":[102],"correlated":[105,124],"variables":[106],"discussed":[108],"context":[110],"variance":[112],"derivative-based":[114,138],"analysis.":[116],"We":[117],"demonstrate":[118],"that":[119],"can":[126,140],"only":[128],"differ":[129],"magnitude,":[131],"but":[132],"even":[133],"sign":[135],"index":[139],"be":[141],"inverted,":[142],"thus":[143],"significantly":[144],"altering":[145],"behavior":[148],"compared":[149],"prediction":[152],"disregarding":[156],"correlations.":[158],"Numerous":[159],"experiments":[160],"conducted":[162],"workflow":[164],"automation":[165],"tools":[166],"within":[167],"VECMA":[169],"toolkit.":[170]},"counts_by_year":[],"updated_date":"2026-07-18T07:39:51.176621","created_date":"2025-10-10T00:00:00"}