Abstract:
This paper studies the numerical computation of integrals, representing estimates or predictions, over the output f(x)f(x) of a computational model with respect to a distribution p(dx)p(dx) over uncertain inputs xx to the model. For the functional cardiac models that motivate this work, neither ff nor pp possess a closed-form expression and evaluation of either requires ≈≈ 100 CPU hours, precluding standard numerical integration methods. Our proposal is to treat integration as an estimation problem, with a joint model for both the a priori unknown function ff and the a priori unknown distribution pp. The result is a posterior distribution over the integral that explicitly accounts for dual sources of numerical approximation error due to a severely limited computational budget. This construction is applied to account, in a statistically principled manner, for the impact of numerical errors that (at present) are confounding factors in functional cardiac model assessment.