• Corpus ID: 235358468

Accelerating Stochastic Simulation with Interactive Neural Processes

  title={Accelerating Stochastic Simulation with Interactive Neural Processes},
  author={Dongxian Wu and Matteo Chinazzi and Alessandro Vespignani and Yi-An Ma and Rose Yu},
Stochastic simulations such as large-scale, spatiotemporal, age-structured epidemic models are computationally expensive at fine-grained resolution. We propose Interactive Neural Process (INP), an interactive framework to continuously learn a deep learning surrogate model and accelerate simulation. Our framework is based on the novel integration of Bayesian active learning, stochastic simulation and deep sequence modeling. In particular, we develop a novel spatiotemporal neural process model to… 

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