Emulation and History Matching using the hmer Package
Abstract
Modelling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as a simulator) needs to be complex enough to capture the dynamics of the system, but each increase in complexity increases the evaluation time of such a simulation, making it difficult to obtain an informative description of parameter choices that would be consistent with observed reality. While methods for identifying acceptable matches to real-world observations exist, for example optimisation or Markov chain Monte Carlo methods, they may result in non-robust inferences or may be infeasible for computationally intensive simulators. The techniques of emulation and history matching can make such determinations feasible, efficiently identifying regions of parameter space that produce acceptable matches to data while also providing valuable information about the simulator's structure, but the mathematical considerations required to perform emulation can present a barrier for makers and users of such simulators compared to other methods. The hmer package provides an accessible framework for using history matching and emulation on simulator data, leveraging the computational efficiency of the approach while enabling users to easily match to, visualise, and robustly predict from their complex simulators.
Cite
@article{arxiv.2209.05265,
title = {Emulation and History Matching using the hmer Package},
author = {Andrew Iskauskas and Ian Vernon and Michael Goldstein and Danny Scarponi and Trevelyan J. McKinley and Richard G. White and Nicky McCreesh},
journal= {arXiv preprint arXiv:2209.05265},
year = {2024}
}
Comments
47 pages, 16 figures; provisionally accepted for publication in Journal of Statistical Software