There has been some exploration into variance based global sensitivity analysis for models with dependent inputs. [1][2][3] [1]https://www.sciencedirect.com/sc

There has been some exploration into variance based global sensitivity analysis for models with dependent inputs. [1][2][3] [1]https://www.sciencedirect.com/science/article/pii/S0951832016301065 https://www.sciencedirect.com/science/article/pii/S095183201... [2]https://www.sciencedirect.com/science/article/pii/S0010465511004085 https://www.sciencedirect.com/science/article/pii/S001046551... [3]https://www.sciencedirect.com/science/article/pii/S0951832011001724 https://www.sciencedirect.com/science/article/pii/S095183201... I am not aware of any software package that implements these algorithms, although I am working towards creating or contributing to a python library that does. Ideally I'd publish a paper in a few months showing how the results (e.g, ranking of importance) differs from the independent case on particular datasets. Edit: It turns out SAlib recently added some of this functionality. I'll check it out!