Browsing by Author "Wang, Wenjing"

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    A Dual Metamodeling Perspective for Design and Analysis of Stochastic Simulation Experiments
    Wang, Wenjing (Virginia Tech, 2019-07-17)
    Fueled by a growing number of applications in science and engineering, the development of stochastic simulation metamodeling methodologies has gained momentum in recent years. A majority of the existing methods, such as stochastic kriging (SK), only focus on efficiently metamodeling the mean response surface implied by a stochastic simulation experiment. As the simulation outputs are stochastic with the simulation variance varying significantly across the design space, suitable methods for variance modeling are required. This thesis takes a dual metamodeling perspective and aims at exploiting the benefits of fitting the mean and variance functions simultaneously for achieving an improved predictive performance. We first explore the effects of replacing the sample variances with various smoothed variance estimates on the performance of SK and propose a dual metamodeling approach to obtain an efficient simulation budget allocation rule. Second, we articulate the links between SK and least-square support vector regression and propose to use a ``dense and shallow'' initial design to facilitate selection of important design points and efficient allocation of the computational budget. Third, we propose a variational Bayesian inference-based Gaussian process (VBGP) metamodeling approach to accommodate the situation where either one or multiple simulation replications are available at every design point. VBGP can fit the mean and variance response surfaces simultaneously, while taking into full account the uncertainty in the heteroscedastic variance. Lastly, we generalize VBGP for handling large-scale heteroscedastic datasets based on the idea of ``transductive combination of GP experts.''
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    Multi-Resolution Sensitivity Analysis of Model of Immune Response to Helicobacter pylori Infection via Spatio-Temporal Metamodeling
    Chen, Xi; Wang, Wenjing; Xie, Guangrui; Hontecillas, Raquel; Verma, Meghna; Leber, Andrew; Bassaganya-Riera, Josep; Abedi, Vida (Frontiers, 2019-02-05)
    Computational immunology studies the interactions between the components of the immune system that includes the interplay between regulatory and inflammatory elements. It provides a solid framework that aids the conversion of pre-clinical and clinical data into mathematical equations to enable modeling and in silico experimentation. The modeling-driven insights shed lights on some of the most pressing immunological questions and aid the design of fruitful validation experiments. A typical system of equations, mapping the interaction among various immunological entities and a pathogen, consists of a high-dimensional input parameter space that could drive the stochastic system outputs in unpredictable directions. In this paper, we perform spatio-temporal metamodel-based sensitivity analysis of immune response to Helicobacter pylori infection using the computational model developed by the ENteric Immune SImulator (ENISI). We propose a two-stage metamodel-based procedure to obtain the estimates of the Sobol’ total and first-order indices for each input parameter, for quantifying their time-varying impacts on each output of interest. In particular, we fully reuse and exploit information from an existing simulated dataset, develop a novel sampling design for constructing the two-stage metamodels, and perform metamodel-based sensitivity analysis. The proposed procedure is scalable, easily interpretable, and adaptable to any multi-input multi-output complex systems of equations with a high-dimensional input parameter space.