Exploiting deterministic algorithms to perform global sensitivity analysis of continuous-time Markov chain compartmental models with application to epidemiology
Résumé
In this paper, we propose a generic approach to perform global
sensitivity analysis (GSA) for compartmental models based on
continuous-time Markov chains (CTMC). This approach enables a
complete GSA for epidemic models, in which not only the effects of
uncertain parameters such as epidemic parameters (transmission rate,
mean sojourn duration in compartments) are quantified, but also
those of intrinsic randomness and interactions between the two. The
main step in our approach is to build a deterministic representation
of the underlying continuous-time Markov chain by controlling the
latent variables modeling intrinsic randomness. Then, model output
can be written as a deterministic function of both uncertain
parameters and controlled latent variables, so that it becomes
possible to compute standard variance-based sensitivity indices,
e.g. the so-called Sobol' indices. However, different simulation
algorithms lead to different representations. We exhibit in this
work three different representations for CTMC stochastic
compartmental models and discuss the results obtained by
implementing and comparing GSAs based on each of these
representations on a SARS-CoV-2 epidemic model.
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