Calibrating a stochastic, agent-based model using quantile-based emulation

DOI10.1137/17M1161233zbMATH Open1409.62111arXiv1712.00546OpenAlexW2963433767WikidataQ131637776 ScholiaQ131637776MaRDI QIDQ4611533FDOQ4611533

Authors: Arindam Fadikar, Dave Higdon, Jiangzhuo Chen, B. Lewis, Srinivasan Venkatramanan, Madhav V. Marathe 

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Abstract: In a number of cases, the Quantile Gaussian Process (QGP) has proven effective in emulating stochastic, univariate computer model output (Plumlee and Tuo, 2014). In this paper, we develop an approach that uses this emulation approach within a Bayesian model calibration framework to calibrate an agent-based model of an epidemic. In addition, this approach is extended to handle the multivariate nature of the model output, which gives a time series of the count of infected individuals. The basic modeling approach is adapted from Higdon et al. (2008), using a basis representation to capture the multivariate model output. The approach is motivated with an example taken from the 2015 Ebola Challenge workshop which simulated an ebola epidemic to evaluate methodology.

Full work available at URL: https://arxiv.org/abs/1712.00546

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zbMATH Keywords

computer experimentsBayesian statisticsdata assimilationGaussian processuncertainty quantificationmodel validationmultivariate nature of the model

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Gaussian processes (60G15) Estimation in multivariate analysis (62H12)

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Cited In (8)

• Active Learning for Deep Gaussian Process Surrogates
• Analyzing stochastic computer models: a review with opportunities
• Emulation of stochastic simulators using generalized lambda models
• Batch-sequential design and heteroskedastic surrogate modeling for delta smelt conservation
• Agent-based model calibration using machine learning surrogates
• Large-scale local surrogate modeling of stochastic simulation experiments
• A higher-order singular value decomposition tensor emulator for spatiotemporal simulators
• Multi-Output Calibration of a Honeycomb Seal via On-site Surrogates

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