136 research outputs found

    Quantifying simulator discrepancy in discrete-time dynamical simulators

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    When making predictions with complex simulators it can be important to quantify the various sources of uncertainty. Errors in the structural specification of the simulator, for example due to missing processes or incorrect mathematical specification, can be a major source of uncertainty, but are often ignored. We introduce a methodology for inferring the discrepancy between the simulator and the system in discrete-time dynamical simulators. We assume a structural form for the discrepancy function, and show how to infer the maximum-likelihood parameter estimates using a particle filter embedded within a Monte Carlo expectation maximization (MCEM) algorithm. We illustrate the method on a conceptual rainfall-runoff simulator (logSPM) used to model the Abercrombie catchment in Australia. We assess the simulator and discrepancy model on the basis of their predictive performance using proper scoring rules. This article has supplementary material online

    Verification of an agent-based disease model of human mycobacterium tuberculosis infection

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    Agent-Based Models are a powerful class of computational models widely used to simulate complex phenomena in many different application areas. However, one of the most critical aspects, poorly investigated in the literature, regards an important step of the model credibility assessment: solution verification. This study overcomes this limitation by proposing a general verification framework for Agent-Based Models that aims at evaluating the numerical errors associated with the model. A step-by-step procedure, which consists of two main verification studies (deterministic and stochastic model verification), is described in detail and applied to a specific mission critical scenario: the quantification of the numerical approximation error for UISS-TB, an ABM of the human immune system developed to predict the progression of pulmonary tuberculosis. Results provide indications on the possibility to use the proposed model verification workflow to systematically identify and quantify numerical approximation errors associated with UISS-TB and, in general, with any other ABMs
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