Efficient History Matching of a High Dimensional Individual-Based HIV Transmission Model

被引:20
作者
Andrianakis, Loannis [1 ]
McCreesh, Nicky [1 ]
Vernon, Ian [2 ]
McKinley, Trevelyan J. [3 ]
Oakley, Jeremy E. [4 ]
Nsubuga, Rebecca N. [5 ]
Goldstein, Michael [2 ]
White, Richard G. [1 ]
机构
[1] London Sch Hyg & Trop Med, Dept Infect Dis Epidemiol, London WC1E 7HT, England
[2] Univ Durham, Dept Math Sci, Durham DH1 3LE, England
[3] Univ Exeter, Coll Engn Math & Phys Sci, Exeter EX4 4QF, Devon, England
[4] Univ Sheffield, Sch Math & Stat, Sheffield S3 7RH, S Yorkshire, England
[5] Uganda Res Unit AIDS, Uganda Virus Res Inst, Med Res Council, Entebbe, Uganda
基金
英国医学研究理事会;
关键词
emulation; calibration; Gaussian processes; linear regression; BAYESIAN UNCERTAINTY ANALYSIS; GAUSSIAN PROCESS EMULATORS; GALAXY FORMATION; COMPUTER-MODELS; INFERENCE; SYSTEMS;
D O I
10.1137/16M1093008
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
History matching is a model (pre-)calibration method that has been applied to computer models from a wide range of scientific disciplines. In this work we apply history matching to an individual-based epidemiological model of HIV that has 96 input and 50 output parameters, a model of much larger scale than others that have been calibrated before using this or similar methods. Apart from demonstrating that history matching can analyze models of this complexity, a central contribution of this work is that the history match is carried out using linear regression, a statistical tool that is elementary and easier to implement than the Gaussian process-based emulators that have previously been used. Furthermore, we address a practical difficulty with history matching, namely, the sampling of tiny, nonimplausible spaces, by introducing a sampling algorithm adjusted to the specific needs of this method. The effectiveness and simplicity of the history matching method presented here shows that it is a useful tool for the calibration of computationally expensive, high dimensional, individual-based models.
引用
收藏
页码:694 / 719
页数:26
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