mlsanityData to 14 Oct 2026

Bayesian calibration of stochastic agent based model via random forest

arXiv 2406.19524 ↗First posted 27 Jun 2024stat.ML cs.LG stat.APcited by 4

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Abstract (arXiv)

Agent-based models (ABM) provide an excellent framework for modeling outbreaks and interventions in epidemiology by explicitly accounting for diverse individual interactions and environments. However, these models are usually stochastic and highly parametrized, requiring precise calibration for predictive performance. When considering realistic numbers of agents and properly accounting for stochasticity, this high dimensional calibration can be computationally prohibitive. This paper presents a random forest based surrogate modeling technique to accelerate the evaluation of ABMs and demonstrates its use to calibrate an epidemiological ABM named CityCOVID via Markov chain Monte Carlo (MCMC). The technique is first outlined in the context of CityCOVID's quantities of interest, namely hospitalizations and deaths, by exploring dimensionality reduction via temporal decomposition with principal component analysis (PCA) and via sensitivity analysis. The calibration problem is then presented and samples are generated to best match COVID-19 hospitalization and death numbers in Chicago from March to June in 2020. These results are compared with previous approximate Bayesian calibration (IMABC) results and their predictive performance is analyzed showing improved performance with a reduction in computation.

Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 11 of its 63 references that are in the map. First posted on arXiv 27 Jun 2024.

Builds on

11 of 63 references.

References · 11

  1. 2015Practical Bayesian model evaluation using leave-one-out cross-validation and WAICcited by 110
  2. 2022Automatic Differentiation of Programs with Discrete Randomnesscited by 29
  3. 2022Differentiable Agent-based Epidemiologycited by 21
  4. 2020Accurate Calibration of Agent-based Epidemiological Models with Neural Network Surrogatescited by 9
  5. 2023Interventionally Consistent Surrogates for Agent-based Simulatorscited by 6
  6. 2018Microsimulation Model Calibration using Incremental Mixture Approximate Bayesian Computationcited by 3
  7. 2022Evaluating Forecasts with scoringutils in Rcited by 3
  8. 2024Variational Inference of Parameters in Opinion Dynamics Modelscited by 3
  9. 2016Variational Inference with Agent-Based Modelscited by 2
  10. 2023Trajectory-oriented optimization of stochastic epidemiological modelscited by 2
  11. 2023Inferring epidemic dynamics using Gaussian process emulation of agent-based simulationscited by 1

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2024: 1; 2025: 1; 2026: 2.

4 papers.