Salter James M, McKinley Trevelyan J, Xiong Xiaoyu, Williamson Daniel B
Department of Mathematics and Statistics, University of Exeter, Exeter, UK.
University of Exeter Medical School, University of Exeter, Exeter, UK.
Philos Trans A Math Phys Eng Sci. 2025 Mar 13;383(2292):20240216. doi: 10.1098/rsta.2024.0216.
Computer models are used to study the real world, and often contain a large number of uncertain input parameters, produce a large number of outputs, may be expensive to run and need calibrating to real-world observations to be useful for decision-making. Emulators are often used as cheap surrogates for the expensive simulator, trained on a small number of simulations to provide predictions with uncertainty at unseen inputs. In epidemiological applications, for example compartmental or agent-based models for modelling the spread of infectious diseases, the output is usually spatially and temporally indexed, stochastic and consists of counts rather than continuous variables. Here, we consider emulating high-dimensional count output from a complex computer model using a Poisson lognormal PCA (PLNPCA) emulator. We apply the PLNPCA emulator to output fields from a COVID-19 model for England and Wales and compare this to fitting emulators to aggregations of the full output. We show that performance is generally comparable, while the PLNPCA emulator inherits desirable properties, including allowing the full output to be predicted while capturing correlations between outputs, providing high-dimensional samples of counts that are representative of the true model output.This article is part of the theme issue 'Uncertainty quantification for healthcare and biological systems (Part 1)'.
计算机模型用于研究现实世界,通常包含大量不确定的输入参数,产生大量输出,运行成本可能很高,并且需要根据实际观测进行校准才能用于决策。模拟器通常被用作昂贵模拟器的廉价替代物,通过少量模拟进行训练,以便在未见过的输入上提供带有不确定性的预测。在流行病学应用中,例如用于模拟传染病传播的 compartmental 模型或基于主体的模型,输出通常在空间和时间上进行索引,具有随机性,并且由计数组成而非连续变量。在此,我们考虑使用泊松对数正态主成分分析(PLNPCA)模拟器来模拟复杂计算机模型的高维计数输出。我们将 PLNPCA 模拟器应用于英格兰和威尔士 COVID - 19 模型的输出字段,并将其与将模拟器拟合到完整输出的聚合结果进行比较。我们表明,性能通常具有可比性,而 PLNPCA 模拟器具有理想的特性,包括能够在捕获输出之间相关性的同时预测完整输出,提供代表真实模型输出的高维计数样本。本文是主题特刊“医疗保健和生物系统的不确定性量化(第 1 部分)”的一部分。