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

Ioannis Andrianakis; Nicky McCreesh ORCID logo; Ian Vernon; Trevelyan J McKinley; Jeremy E Oakley; Rebecca N Nsubuga; Michael Goldstein; Richard G White ORCID logo; (2017) Efficient History Matching of a High Dimensional Individual-Based HIV Transmission Model. SIAM/ASA Journal on Uncertainty Quantification, 5 (1). pp. 694-719. ISSN 2166-2525 DOI: 10.1137/16m1093008
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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.


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