Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models
File(s)1606.06841v4.pdf (1.11 MB)
Accepted version
Author(s)
Oates, Chris J
Niederer, Steven
Lee, Angela
Briol, François-Xavier
Girolami, Mark
Type
Journal Article
Abstract
This paper studies the numerical computation of integrals, representing
estimates or predictions, over the output $f(x)$ of a computational model with
respect to a distribution $p(\mathrm{d}x)$ over uncertain inputs $x$ to the
model. For the functional cardiac models that motivate this work, neither $f$
nor $p$ possess a closed-form expression and evaluation of either requires
$\approx$ 100 CPU hours, precluding standard numerical integration methods. Our
proposal is to treat integration as an estimation problem, with a joint model
for both the a priori unknown function $f$ and the a priori unknown
distribution $p$. The result is a posterior distribution over the integral that
explicitly accounts for dual sources of numerical approximation error due to a
severely limited computational budget. This construction is applied to account,
in a statistically principled manner, for the impact of numerical errors that
(at present) are confounding factors in functional cardiac model assessment.
estimates or predictions, over the output $f(x)$ of a computational model with
respect to a distribution $p(\mathrm{d}x)$ over uncertain inputs $x$ to the
model. For the functional cardiac models that motivate this work, neither $f$
nor $p$ possess a closed-form expression and evaluation of either requires
$\approx$ 100 CPU hours, precluding standard numerical integration methods. Our
proposal is to treat integration as an estimation problem, with a joint model
for both the a priori unknown function $f$ and the a priori unknown
distribution $p$. The result is a posterior distribution over the integral that
explicitly accounts for dual sources of numerical approximation error due to a
severely limited computational budget. This construction is applied to account,
in a statistically principled manner, for the impact of numerical errors that
(at present) are confounding factors in functional cardiac model assessment.
Date Issued
2017-01-01
Date Acceptance
2017-09-01
Citation
pp.109-117
Start Page
109
End Page
117
Copyright Statement
© The Authors
Identifier
https://papers.nips.cc/paper/6616-probabilistic-models-for-integration-error-in-the-assessment-of-functional-cardiac-models
Source
Advances in Neural Information Processing Systems (NIPS)
Subjects
stat.ME
stat.ME
Notes
Fixed broken references and added acknowledgement to SAMSI