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Bayesian Parameter Estimation of System Dynamics Models Using Markov Chain Monte Carlo Methods: An Informal Introduction

机译:使用Markov Chain Monte Carlo Motient的系统动力学模型的贝叶斯参数估算:非正式介绍

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The context of this work lies in limitations associated with a key component of the dynamic modeling process - calibration. Classically, calibration of a simulation model seeks to estimate little-known model parameters by comparing the emergent behavior exhibit of that model with corresponding behavior observed from the external world. For example, we may be seeking to use calibration to estimate the values of parameters concerning contact rates on which we have limited data directly from studies or from surveys that had been conducted. Within this calibration, we will observe how the simulation model as a whole - or large subpieces thereof - behaves in terms of its emergent behavior. With simulation models, the complexity of such behavior is generally such that we can't simply "back-calculate" the values for parameters such that model output will match the empirical data. Instead, we compare the emergent behavior of the model against empirical data on corresponding quantities to which we have recourse to, and try to use an optimization algorithm to estimate the values of model parameters that yield model behavior most closely corresponding to that empirical data.
机译:本工作的上下文在于与动态建模过程的关键组件相关的限制 - 校准。经典地,模拟模型的校准旨在通过比较从外界观察到的具有相应行为的该模型的紧急行为展示来估计鲜为人知的模型参数。例如,我们可能正在寻求使用校准来估计有关我们直接从研究或正在进行的调查的联系率的参数的值。在此校准中,我们将观察模拟模型作为其整体或大型子产品的方式 - 表现在其紧急行为方面。利用仿真模型,这种行为的复杂性通常是这样,我们不能简单地“回计算”参数的值,使得模型输出与经验数据相匹配。相反,我们将模型对实证数据的紧急行为进行比较,以便尝试使用优化算法来估计产生与该经验数据相对应的模型参数的模型参数值。

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