Application of a second-order stochastic optimization algorithm for fitting stochastic epidemiological models

@article{Alaeddini2017ApplicationOA,
  title={Application of a second-order stochastic optimization algorithm for fitting stochastic epidemiological models},
  author={Atiye Alaeddini and Daniel J. Klein},
  journal={2017 Winter Simulation Conference (WSC)},
  year={2017},
  pages={2194-2206}
}
Epidemiological models have tremendous potential to forecast disease burden and quantify the impact of interventions. Detailed models are increasingly popular, however these models tend to be stochastic and very costly to evaluate. Fortunately, readily available high-performance cloud computing now means that these models can be evaluated many times in parallel. Here, we briefly describe PSPO, an extension to Spall's second-order stochastic optimization algorithm, Simultaneous Perturbation… CONTINUE READING
2
Twitter Mentions

Citations

Publications citing this paper.

Augmented State Feedback for Improving Observability of Linear Systems with Nonlinear Measurements

Atiye Alaeddini, Kristi A. Morgansen, Mehran Mesbahi
  • ArXiv
  • 2019
VIEW 1 EXCERPT
CITES METHODS

References

Publications referenced by this paper.
SHOWING 1-10 OF 40 REFERENCES

Statistical signal processing, Volume 98

L. L. Scharf
  • 1991
VIEW 9 EXCERPTS
HIGHLY INFLUENTIAL