Exploiting deterministic algorithms to perform global sensitivity analysis for continuous-time Markov chain compartmental models with application to epidemiology

02/15/2022

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by   Henri Mermoz Kouye, et al.

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In this paper, we develop an approach of global sensitivity analysis for compartmental models based on continuous-time Markov chains. We propose to measure the sensitivity of quantities of interest by representing the Markov chain as a deterministic function of the uncertain parameters and a random variable with known distribution modeling intrinsic randomness. This representation is exact and does not rely on meta-modeling. An application to a SARS-CoV-2 epidemic model is included to illustrate the practical impact of our approach.