Uncertainty Quantification for Agent Based Models: A Tutorial
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866912045922779136 |
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| author | Kimpton, Louise Challenor, Peter Salter, James |
| author_facet | Kimpton, Louise Challenor, Peter Salter, James |
| contents | We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this context. We also highlight the importance of advanced statistical methods in effectively utilising computationally expensive ABMs. Specifically, we implement stochastic Gaussian processes, Gaussian process classification, sequential design, and history matching to address uncertainties in model input parameters and outputs. Our results show that these methods significantly enhance the robustness, accuracy, and predictive power of ABMs. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_16776 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Uncertainty Quantification for Agent Based Models: A Tutorial Kimpton, Louise Challenor, Peter Salter, James Other Statistics Applications We explore the application of uncertainty quantification methods to agent-based models (ABMs) using a simple sheep and wolf predator-prey model. This work serves as a tutorial on how techniques like emulation can be powerful tools in this context. We also highlight the importance of advanced statistical methods in effectively utilising computationally expensive ABMs. Specifically, we implement stochastic Gaussian processes, Gaussian process classification, sequential design, and history matching to address uncertainties in model input parameters and outputs. Our results show that these methods significantly enhance the robustness, accuracy, and predictive power of ABMs. |
| title | Uncertainty Quantification for Agent Based Models: A Tutorial |
| topic | Other Statistics Applications |
| url | https://arxiv.org/abs/2409.16776 |