Paper
Data Assimilation for Robust UQ Within Agent-Based Simulation on HPC Systems

Presenter
Adam Spannaus is a research scientist in the Advanced Computing for Health Sciences section at Oak Ridge National Laboratory working in the fertile intersection of mathematics, computer science, and bioinformatics research. His work includes researching Bayesian approaches to deep learning and developing topological methods for interpreting deep learning models. Prior to Oak Ridge, he received his PhD in mathematics from the University of Tennessee developing novel topological and Bayesian methods to analyze disordered materials data.
Description
Agent-based simulation provide a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). A typical approach to UQ within these types of models is to run multiple realizations of the model, then compute aggregate statistics upon completion. This approach is limited due to the compute time required for a solution. When faced with an emerging biothreat, public health decisions need to be made quickly and solutions for integrating near real-time data with analytic tools are needed. We propose an integrated Bayesian UQ framework for agent-based models based on sequential Monte Carlo sampling. Given streaming or static data about the evolution of an emerging pathogen this Bayesian framework provides a distribution over the parameters governing the spread of a disease through a population, yielding accurate estimates of the spread of a disease to public health agencies seeking to abate the spread. By coupling agent-based simulations with Bayesian modeling in a data assimilation, our proposed framework provides a powerful tool for modeling dynamical systems in silico. We propose a method which reduces model error and provides a range of realistic possible outcomes. Our method addresses two primary limitations of ABMs: lack of UQ and inability to assimilate data. Our proposed framework combines the flexibility of an agent-based model with the rigorous UQ provided by the Bayesian paradigm in a workflow which scales well to HPC systems. We provide algorithmic details and results on a simulated outbreak with both static and streaming data.