Trajectory-based global sensitivity analysis in multiscale models

Abstract

Abstract This research introduces a novel global sensitivity analysis (GSA) framework for agent-based models (ABMs) that explicitly handles their distinctive features, such as multi-level structure and temporal dynamics. The framework uses Grassmannian diffusion maps to reduce output data dimensionality and sparse polynomial chaos expansion (PCE) to compute sensitivity indices for stochastic input parameters. To demonstrate the versatility of the proposed GSA method, we applied it to a non-linear system dynamics model and epidemiological and economic ABMs, depicting different dynamics. Unlike traditional GSA approaches, the proposed method enables a more general estimation of parametric sensitivities spanning from the micro level (individual agents) to the macro level (entire population). The new framework encourages the use of manifold-based techniques in uncertainty quantification, enhances understanding of complex spatio-temporal processes, and equips ABM practitioners with robust tools for detailed model analysis. This empowers them to make more informed decisions when developing, fine-tuning, and verifying models, thereby advancing the field and improving routine practice for GSA in ABMs.

Keywords

• Complex systems analysis
• Global sensitivity analysis
• Agent-based models
• Sobol’ indices
• Grassmannian diffusion maps
• Sparse polynomial chaos expansion