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Bayesian history matching of complex infectious disease models using emulation: a tutorial and a case study on HIV in Uganda.

Andrianakis I, Vernon IR, McCreesh N, McKinley TJ, Oakley JE, Nsubuga RN, Goldstein M, White RG - PLoS Comput. Biol. (2015)

Bottom Line: History matching is an iterative procedure that reduces the simulator's input space by identifying and discarding areas that are unlikely to provide a good match to the empirical data.Simulator evaluations made within this region were found to have a 65% probability of fitting all 18 outputs.Further research is required to explicitly address the stochastic nature of the simulator as well as to account for correlations between outputs.

View Article: PubMed Central - PubMed

Affiliation: Dept. of Infectious Disease Epidemiology, London School of Hygiene & Tropical Medicine, London, United Kingdom.

ABSTRACT
Advances in scientific computing have allowed the development of complex models that are being routinely applied to problems in disease epidemiology, public health and decision making. The utility of these models depends in part on how well they can reproduce empirical data. However, fitting such models to real world data is greatly hindered both by large numbers of input and output parameters, and by long run times, such that many modelling studies lack a formal calibration methodology. We present a novel method that has the potential to improve the calibration of complex infectious disease models (hereafter called simulators). We present this in the form of a tutorial and a case study where we history match a dynamic, event-driven, individual-based stochastic HIV simulator, using extensive demographic, behavioural and epidemiological data available from Uganda. The tutorial describes history matching and emulation. History matching is an iterative procedure that reduces the simulator's input space by identifying and discarding areas that are unlikely to provide a good match to the empirical data. History matching relies on the computational efficiency of a Bayesian representation of the simulator, known as an emulator. Emulators mimic the simulator's behaviour, but are often several orders of magnitude faster to evaluate. In the case study, we use a 22 input simulator, fitting its 18 outputs simultaneously. After 9 iterations of history matching, a non-implausible region of the simulator input space was identified that was 10(11) times smaller than the original input space. Simulator evaluations made within this region were found to have a 65% probability of fitting all 18 outputs. History matching and emulation are useful additions to the toolbox of infectious disease modellers. Further research is required to explicitly address the stochastic nature of the simulator as well as to account for correlations between outputs.

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History matching.The physical process  is observed via  and described by the simulator output . The simulator is substituted by the emulator for computational efficiency. The question marks indicate the various sources of uncertainty present in the system.
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pcbi-1003968-g001: History matching.The physical process is observed via and described by the simulator output . The simulator is substituted by the emulator for computational efficiency. The question marks indicate the various sources of uncertainty present in the system.

Mentions: History matching assumes the existence of a physical process that is measured through observations (Fig. 1). The acquisition of observations takes place with finite accuracy and introduces some uncertainty, which we term observation uncertainty (OU). History matching also assumes the existence of a simulator (computer model) that attempts to describe the process . The simulator has inputs (parameters) , assumed to be continuous . We consider a stochastic simulator: a simulator which when run twice at the same value of can produce different outputs.


Bayesian history matching of complex infectious disease models using emulation: a tutorial and a case study on HIV in Uganda.

Andrianakis I, Vernon IR, McCreesh N, McKinley TJ, Oakley JE, Nsubuga RN, Goldstein M, White RG - PLoS Comput. Biol. (2015)

History matching.The physical process  is observed via  and described by the simulator output . The simulator is substituted by the emulator for computational efficiency. The question marks indicate the various sources of uncertainty present in the system.
© Copyright Policy
Related In: Results  -  Collection

License
Show All Figures
getmorefigures.php?uid=PMC4288726&req=5

pcbi-1003968-g001: History matching.The physical process is observed via and described by the simulator output . The simulator is substituted by the emulator for computational efficiency. The question marks indicate the various sources of uncertainty present in the system.
Mentions: History matching assumes the existence of a physical process that is measured through observations (Fig. 1). The acquisition of observations takes place with finite accuracy and introduces some uncertainty, which we term observation uncertainty (OU). History matching also assumes the existence of a simulator (computer model) that attempts to describe the process . The simulator has inputs (parameters) , assumed to be continuous . We consider a stochastic simulator: a simulator which when run twice at the same value of can produce different outputs.

Bottom Line: History matching is an iterative procedure that reduces the simulator's input space by identifying and discarding areas that are unlikely to provide a good match to the empirical data.Simulator evaluations made within this region were found to have a 65% probability of fitting all 18 outputs.Further research is required to explicitly address the stochastic nature of the simulator as well as to account for correlations between outputs.

View Article: PubMed Central - PubMed

Affiliation: Dept. of Infectious Disease Epidemiology, London School of Hygiene & Tropical Medicine, London, United Kingdom.

ABSTRACT
Advances in scientific computing have allowed the development of complex models that are being routinely applied to problems in disease epidemiology, public health and decision making. The utility of these models depends in part on how well they can reproduce empirical data. However, fitting such models to real world data is greatly hindered both by large numbers of input and output parameters, and by long run times, such that many modelling studies lack a formal calibration methodology. We present a novel method that has the potential to improve the calibration of complex infectious disease models (hereafter called simulators). We present this in the form of a tutorial and a case study where we history match a dynamic, event-driven, individual-based stochastic HIV simulator, using extensive demographic, behavioural and epidemiological data available from Uganda. The tutorial describes history matching and emulation. History matching is an iterative procedure that reduces the simulator's input space by identifying and discarding areas that are unlikely to provide a good match to the empirical data. History matching relies on the computational efficiency of a Bayesian representation of the simulator, known as an emulator. Emulators mimic the simulator's behaviour, but are often several orders of magnitude faster to evaluate. In the case study, we use a 22 input simulator, fitting its 18 outputs simultaneously. After 9 iterations of history matching, a non-implausible region of the simulator input space was identified that was 10(11) times smaller than the original input space. Simulator evaluations made within this region were found to have a 65% probability of fitting all 18 outputs. History matching and emulation are useful additions to the toolbox of infectious disease modellers. Further research is required to explicitly address the stochastic nature of the simulator as well as to account for correlations between outputs.

Show MeSH
Related in: MedlinePlus