Engineering topics
Binois, Mickaël
Publications and source records attributed to Binois, Mickaël.
A population data-driven workflow for COVID-19 modeling and learning
CityCOVID is a detailed agent-based model that represents the behaviors and social interactions of 2.7 million residents of Chicago as they move between and colocate in 1.2 million distinct places, including households, schools, workplaces, and hospitals, as determined by individual hourly activity schedules and dynamic behaviors such as isolating because of symptom onset. Disease progression dynamics incorporated within each agent track transitions between possible COVID-19 disease states, based on heterogeneous agent attributes, exposure through colocation, and effects of protective behaviors of individuals on viral transmissibility. Throughout the COVID-19 epidemic, CityCOVID model outputs have been provided to city, county, and state stakeholders in response to evolving decision-making priorities, while incorporating emerging information on SARS-CoV-2 epidemiology. Here we demonstrate our efforts in integrating our high-performance epidemiological simulation model with large-scale machine learning to develop a generalizable, flexible, and performant analytical platform for planning and crisis response.
Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation
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- t observations; (ii) Student- t processes (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.