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

Andrianakis, I.; McCreesh, N.; Vernon, I.; McKinley, T.J.; Oakley, J.E.; Nsubuga, R.; Goldstein, M.; White, R.G.

Abstract

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.

Citation

Andrianakis, I., McCreesh, N., Vernon, I., McKinley, T., Oakley, J., Nsubuga, R., …White, R. (2017). Efficient History Matching of a High Dimensional Individual-Based HIV Transmission Model. SIAM/ASA Journal on Uncertainty Quantification, 5(1), 694-719. https://doi.org/10.1137/16m1093008

• Journal Article Type: Article
• Acceptance Date: Mar 27, 2017
• Online Publication Date: Aug 1, 2017
• Publication Date: Aug 1, 2017
• Deposit Date: Aug 22, 2016
• Publicly Available Date: Sep 20, 2017
• Journal: SIAM/ASA Journal on Uncertainty Quantification
• Publisher: Society for Industrial and Applied Mathematics
• Peer Reviewed: Peer Reviewed
• Volume: 5
• Issue: 1
• Pages: 694-719
• DOI: https://doi.org/10.1137/16m1093008
• Public URL: https://durham-repository.worktribe.com/output/1377490