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Fighting the curse of dimensionality: A method for model validation and uncertainty propagation for complex simulation models.

机译:对抗维度的诅咒:一种用于复杂仿真模型的模型验证和不确定性传播的方法。

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摘要

This dissertation develops a method for analyzing a parameterized simulation model in conjunction with experimental data obtained from the physical system the model is thought to describe. Two questions are considered: Is the model compatible with the data so as to indicate its validity? Given the experimental data, what does the model predict about a given system property of interest when the uncertainty in the data is propagated through the model?;The each of these questions is formulated as a constrained optimization problem. Experimental data and their associated uncertainties are used to develop inequality constraints on the parameter vector of the model. Similarly, prior information on plausible values of the model parameters is incorporated as additional constraints. Using constraints to describe the data readily enables the integration of diverse, heterogeneous data which may have arisen from multiple sources by the combination of constraints that describe each piece of data. This aspect has led us to adopt the name Data Collaboration for the collection of ideas described in this dissertation.;The optimization framework implicitly considers the ensemble of parameter values that are compatible with the given data. This enables the implications of the model to be explored without explicit consideration of parameter values. In particular, an intermediate step of parameter estimation is not required.;The chief difficulty in the proposed approach is that constrained optimization problems are highly difficult to solve in the general case. Hence a technique is developed to over- and under-estimate the optimal value of an optimization. To develop these estimates, the objective and constraint functions are approximated. Consequently some rigor is sacrificed.;The investigation of three real-world examples shows the approach is potentially applicable to complex simulation models featuring a high-dimensional parameter space. In the first example a methane combustion model with more than 100 uncertain parameters is invalidated. The procedure identifies two major data outliers, which were corrected upon reexamination of the raw experimental data. The model passes the validation test with these corrected data. Models for two cellular signaling phenomena are also studied. These respectively involve 9 and 27 uncertain parameters.
机译:本文结合从模型描述的物理系统中获得的实验数据,开发了一种分析参数化仿真模型的方法。考虑两个问题:模型是否与数据兼容,以表明其有效性?给定实验数据,当通过模型传播数据中的不确定性时,模型对给定的目标系统性能有何预测?这些问题中的每一个都被表述为约束优化问题。实验数据及其相关的不确定性被用来发展模型参数向量的不等式约束。类似地,关于模型参数的合理值的先前信息被并入为附加约束。使用约束来描述数据很容易实现各种异构数据的集成,这些数据可能是通过描述每个数据的约束组合从多个来源产生的。这方面使我们采用名称为“数据协作”的名称来表示本文所描述的思想。优化框架隐含地考虑了与给定数据兼容的参数值的集合。这使得无需显式考虑参数值即可探索模型的含义。特别地,不需要参数估计的中间步骤。所提出的方法的主要困难是在一般情况下约束优化问题非常难以解决。因此,开发了一种技术来高估和低估优化的最佳值。为了发展这些估计,目标和约束函数是近似的。因此,这牺牲了一些严谨性。;对三个真实示例的研究表明,该方法可能适用于具有高维参数空间的复杂仿真模型。在第一个示例中,具有超过100个不确定参数的甲烷燃烧模型无效。该程序确定了两个主要数据离群值,这些异常值在重新检查原始实验数据后已得到纠正。模型通过这些校正后的数据通过了验证测试。还研究了两种细胞信号现象的模型。这些分别涉及9和27个不确定参数。

著录项

  • 作者

    Feeley, Ryan Patrick.;

  • 作者单位

    University of California, Berkeley.;

  • 授予单位 University of California, Berkeley.;
  • 学科 Biology Biostatistics.;Engineering Mechanical.
  • 学位 Ph.D.
  • 年度 2008
  • 页码 253 p.
  • 总页数 253
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 生物数学方法;机械、仪表工业;
  • 关键词

  • 入库时间 2022-08-17 11:39:15

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