论文标题

使用HMER软件包的仿真和历史记录匹配

Emulation and History Matching using the hmer Package

论文作者

Iskauskas, Andrew, Vernon, Ian, Goldstein, Michael, Scarponi, Danny, McKinley, Trevelyan J., White, Richard G., McCreesh, Nicky

论文摘要

建模复杂的现实世界情境,例如传染病,地质现象和生物学过程,可能会带来困境:计算机模型(被称为模拟器)需要足够复杂以捕获系统动力学,但是每个复杂性的增加都会增加这种模拟的评估时间,从而使对参数的评估很难相处,从而使参数的描述一致地描述了一个一致的现实,可以实现现实的态度。尽管存在识别可接受的现实观察匹配的方法,例如优化或马尔可夫链蒙特卡洛方法,但它们可能会导致非稳定推断,也可能是计算密集型模拟器而言是不可行的。仿真和历史匹配的技术可以使这些确定可行,有效地识别参数空间的区域,这些区域可与数据产生可接受的匹配,同时还提供了有关模拟器结构的有价值的信息,但是与其他方法相比,执行仿真所需的数学考虑因素可以为此类模拟器的制造商和用户提供障碍。 HMER软件包提供了一个可访问的框架,用于在模拟器数据上使用历史记录匹配和仿真,利用该方法的计算效率,同时使用户能够轻松地匹配,可视化和从其复杂的模拟器中进行稳健预测。

Modelling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as a simulator) needs to be complex enough to capture the dynamics of the system, but each increase in complexity increases the evaluation time of such a simulation, making it difficult to obtain an informative description of parameter choices that would be consistent with observed reality. While methods for identifying acceptable matches to real-world observations exist, for example optimisation or Markov chain Monte Carlo methods, they may result in non-robust inferences or may be infeasible for computationally intensive simulators. The techniques of emulation and history matching can make such determinations feasible, efficiently identifying regions of parameter space that produce acceptable matches to data while also providing valuable information about the simulator's structure, but the mathematical considerations required to perform emulation can present a barrier for makers and users of such simulators compared to other methods. The hmer package provides an accessible framework for using history matching and emulation on simulator data, leveraging the computational efficiency of the approach while enabling users to easily match to, visualise, and robustly predict from their complex simulators.

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