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Register a new userCalibrating a Stochastic Agent Based Model Using Quantile-based Emulation
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Added by
Arindam Fadikar
Publication date
2017
fields
Mathematical Statistics
and research's language is
English
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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.
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Synthetic Magnetic Resonance (MR) imaging predicts images at new design parameter settings from a few observed MR scans. Model-based methods, that use both the physical and statistical properties underlying the MR signal and its acquisition, can predict images at any setting from as few as three scans, allowing it to be used in individualized patient- and anatomy-specific contexts. However, the estimation problem in model-based synthetic MR imaging is ill-posed and so regularization, in the form of correlated Gaussian Markov Random Fields, is imposed on the voxel-wise spin-lattice relaxation time, spin-spin relaxation time and the proton density underlying the MR image. We develop theoretically sound but computationally practical matrix-free estimation methods for synthetic MR imaging. Our evaluations demonstrate excellent ability of our methods to synthetize MR images in a clinical framework and also estimation and prediction accuracy and consistency. An added strength of our model-based approach, also developed and illustrated here, is the accurate estimation of standard errors of regional means in the synthesized images.
Functional Magnetic Resonance Imaging (fMRI) maps cerebral activation in response to stimuli but this activation is often difficult to detect, especially in low-signal contexts and single-subject studies. Accurate activation detection can be guided by the fact that very few voxels are, in reality, truly activated and that activated voxels are spatially localized, but it is challenging to incorporate both these facts. We provide a computationally feasible and methodologically sound model-based approach, implemented in the R package MixfMRI, that bounds the a priori expected proportion of activated voxels while also incorporating spatial context. Results on simulation experiments for different levels of activation detection difficulty are uniformly encouraging. The value of the methodology in low-signal and single-subject fMRI studies is illustrated on a sports imagination experiment. Concurrently, we also extend the potential use of fMRI as a clinical tool to, for example, detect awareness and improve treatment in individual patients in persistent vegetative state, such as traumatic brain injury survivors.
We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on experience or subjective judgment. Due to the complex or intractable likelihood in most dynamical models, likelihood-based approaches for model selection are not suitable. We use approximate Bayesian computation for parameter estimation and model selection to gain further understanding of the dynamics of two epidemics of chronic wasting disease in mule deer. The main novel contribution of this work is that under a hierarchical model framework we compare three types of dynamical models: ordinary differential equation, continuous time Markov chain, and stochastic differential equation models. To our knowledge model selection between these types of models has not appeared previously. Since the practice of incorporating dynamical models into data models is becoming more common, the proposed approach may be very useful in a variety of applications.
Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors. We identify vine copula based quantile regression as an eligible tool for conducting such stress tests as this method has good robustness properties, takes into account potential nonlinearities of conditional quantile functions and ensures that no quantile crossing effects occur. We illustrate its performance by a data set of sector specific PDs for the German economy. Empirical results are provided for a rough and a fine-grained industry sector classification scheme. Amongst others, we confirm that a stressed automobile industry has a severe impact on the German economy as a whole at different quantile levels whereas e.g., for a stressed financial sector the impact is rather moderate. Moreover, the vine copula based quantile regression approach is benchmarked against both classical linear quantile regression and expectile regression in order to illustrate its methodological effectiveness in the scenarios evaluated.
Agent-based models provide a flexible framework that is frequently used for modelling many biological systems, including cell migration, molecular dynamics, ecology, and epidemiology. Analysis of the model dynamics can be challenging due to their inherent stochasticity and heavy computational requirements. Common approaches to the analysis of agent-based models include extensive Monte Carlo simulation of the model or the derivation of coarse-grained differential equation models to predict the expected or averaged output from the agent-based model. Both of these approaches have limitations, however, as extensive computation of complex agent-based models may be infeasible, and coarse-grained differential equation models can fail to accurately describe model dynamics in certain parameter regimes. We propose that methods from the equation learning field provide a promising, novel, and unifying approach for agent-based model analysis. Equation learning is a recent field of research from data science that aims to infer differential equation models directly from data. We use this tutorial to review how methods from equation learning can be used to learn differential equation models from agent-based model simulations. We demonstrate that this framework is easy to use, requires few model simulations, and accurately predicts model dynamics in parameter regions where coarse-grained differential equation models fail to do so. We highlight these advantages through several case studies involving two agent-based models that are broadly applicable to biological phenomena: a birth-death-migration model commonly used to explore cell biology experiments and a susceptible-infected-recovered model of infectious disease spread.
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