Steady-State Co-Kriging Models

In deterministic computer experiments, a computer code can often be run at different levels of complexity/fidelity and a hierarchy of levels of code can be obtained. The higher the fidelity and hence the computational cost, the more accurate output data can be obtained. Methods based on the co-kriging methodology Cressie (2015) for predicting the output of a high-fidelity computer code by combining data generated to varying levels of fidelity have become popular over the last two decades. For instance, Kennedy and O\u27Hagan (2000) first propose to build a metamodel for multi-level computer codes by using an auto-regressive model structure. Forrester et al. (2007) provide details on estimation of the model parameters and further investigate the use of co-kriging for multi-fidelity optimization based on the efficient global optimization algorithm Jones et al. (1998). Qian and Wu (2008) propose a Bayesian hierarchical modeling approach for combining low-accuracy and high-accuracy experiments. More recently, Gratiet and Cannamela (2015) propose sequential design strategies using fast cross-validation techniques for multi-fidelity computer codes.;This research intends to extend the co-kriging metamodeling methodology to study steady-state simulation experiments. First, the mathematical structure of co-kriging is extended to take into account heterogeneous simulation output variances. Next, efficient steady-state simulation experimental designs are investigated for co-kriging to achieve a high prediction accuracy for estimation of steady-state parameters. Specifically, designs consisting of replicated longer simulation runs at a few design points and replicated shorter simulation runs at a larger set of design points will be considered. Also, design with no replicated simulation runs at long simulation is studied, along with different methods for calculating the output variance in absence of replicated outputs.;Stochastic co-kriging (SCK) method is applied to an M/M/1, as well as an M/M/5 queueing system. In both examples, the prediction performance of the SCK model is promising. It is also shown that the SCK method provides better response surfaces compared to the SK method

Multi-Resolution Sensitivity Analysis of Model of Immune Response to Helicobacter pylori Infection via Spatio-Temporal Metamodeling

Computational immunology studies the interactions between the components of the immune system that includes the interplay between regulatory and inflammatory elements. It provides a solid framework that aids the conversion of pre-clinical and clinical data into mathematical equations to enable modeling and in silico experimentation. The modeling-driven insights shed lights on some of the most pressing immunological questions and aid the design of fruitful validation experiments. A typical system of equations, mapping the interaction among various immunological entities and a pathogen, consists of a high-dimensional input parameter space that could drive the stochastic system outputs in unpredictable directions. In this paper, we perform spatio-temporal metamodel-based sensitivity analysis of immune response to Helicobacter pylori infection using the computational model developed by the ENteric Immune SImulator (ENISI). We propose a two-stage metamodel-based procedure to obtain the estimates of the Sobol' total and first-order indices for each input parameter, for quantifying their time-varying impacts on each output of interest. In particular, we fully reuse and exploit information from an existing simulated dataset, develop a novel sampling design for constructing the two-stage metamodels, and perform metamodel-based sensitivity analysis. The proposed procedure is scalable, easily interpretable, and adaptable to any multi-input multi-output complex systems of equations with a high-dimensional input parameter space