Uncertainty Quantification for Agent Based Models: A Tutorial

Autor: Kimpton, Louise, Challenor, Peter, Salter, James
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv