Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

Boukouvalas, Alexis, Cornford, Dan and Singer, Alexander (2009). Managing uncertainty in complex stochastic models: design and emulation of a Rabies model. IN: 6th St. Petersburg Workshop on Simulation. 2009-06-28 - 2009-07-04.

Abstract

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

Divisions: Engineering & Applied Sciences > Computer Science
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Event Title: 6th St. Petersburg Workshop on Simulation
Event Type: Other
Event Dates: 2009-06-28 - 2009-07-04
Uncontrolled Keywords: stochastic computer model,complex rabies mode,Mahalanobis error measure,heteroscedastic Gaussian process,emulator predictions
Full Text Link: http://pws.math ... roceeding_2.pdf
http://pws.math ... .ru/procs:sixth
Related URLs:
Published Date: 2009-06
Authors: Boukouvalas, Alexis
Cornford, Dan ( 0000-0001-8787-6758)
Singer, Alexander

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