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Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a model is generally described via an ensemble or a distribution. Each member of the ensemble is usually mapped to a random number seed (explicitly or implicitly). With the goal of finding not only the input parameter settings but also the random seeds that are consistent with the ground truth, we propose a class of Gaussian process (GP) surrogates along with an optimization strategy based on Thompson sampling. This Trajectory Oriented Optimization (TOO) approach produces actual trajectories close to the empirical observations instead of a set of parameter settings where only the mean simulation behavior matches with the ground truth. 

COVID-19 had an unprecedented impact on scientific collaboration. The pandemic and its broad response from the scientific community has forged new relationships among domain experts, mathematical modelers, and scientific computing specialists. Computationally, however, it also revealed critical gaps in the ability of researchers to exploit advanced computing systems. These challenging areas include gaining access to scalable computing systems, porting models and workflows to new systems, sharing data of varying sizes, and producing results that can be reproduced and validated by others. Informed by our team’s work in supporting public health decision makers during the COVID-19 pandemic and by the identified capability gaps in applying high-performance computing (HPC) to the modeling of complex social systems, we present the goals, requirements, and initial implementation of OSPREY, an open science platform for robust epidemic analysis. The prototype implementation demonstrates an integrated, algorithm-driven HPC workflow architecture, coordinating tasks across federated HPC resources, with robust, secure and automated access to each of the resources. We demonstrate scalable and fault-tolerant task execution, an asynchronous API to support fast time-to-solution algorithms, an inclusive, multi-language approach, and efficient wide-area data management. The example OSPREY code is made available on a public repository. 

Abstract We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student-tobservations; (ii) Student-tprocesses (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.