title: The Separatrix Algorithm for synthesis and analysis of stochastic simulations with applications in disease modeling.
abstract: Decision makers in epidemiology and other disciplines are faced with the daunting challenge of designing interventions that will be successful with high probability and robust against a multitude of uncertainties. To facilitate the decision making process in the context of a goal-oriented objective (e.g., eradicate polio by [Formula: see text]), stochastic models can be used to map the probability of achieving the goal as a function of parameters. Each run of a stochastic model can be viewed as a Bernoulli trial in which "success" is returned if and only if the goal is achieved in simulation. However, each run can take a significant amount of time to complete, and many replicates are required to characterize each point in parameter space, so specialized algorithms are required to locate desirable interventions. To address this need, we present the Separatrix Algorithm, which strategically locates parameter combinations that are expected to achieve the goal with a user-specified probability of success (e.g. 95%). Technically, the algorithm iteratively combines density-corrected binary kernel regression with a novel information-gathering experiment design to produce results that are asymptotically correct and work well in practice. The Separatrix Algorithm is demonstrated on several test problems, and on a detailed individual-based simulation of malaria.
authors: Institute for Disease Modeling, Bellevue, Washington, United States of America.
authors: Daniel J
authors: DJ
authors: Klein
authors: Institute for Disease Modeling, Bellevue, Washington, United States of America; Department of Systems Biology, Harvard Medical School, Boston, Massachusetts, United States of America; Department of Mathematics, Massachusetts Institute of Technology, Boston, Massachusetts, United States of America.
authors: Michael
authors: M
authors: Baym
authors: Institute for Disease Modeling, Bellevue, Washington, United States of America.
authors: Philip
authors: P
authors: Eckhoff
mesh_terms: D000465:Algorithms; D006801:Humans; D008962:Models, Theoretical; D013269:Stochastic Processes