Search found 5 matches

by rthompson42
Thu Oct 19, 2023 2:52 pm
Forum: Vensim
Topic: What can be done to speed up model calibrations and MCMC?
Replies: 4
Views: 695

Re: What can be done to speed up model calibrations and MCMC?

Thank you for the quick reply! I will give this a try.
by rthompson42
Thu Oct 19, 2023 2:12 pm
Forum: Vensim
Topic: What can be done to speed up model calibrations and MCMC?
Replies: 4
Views: 695

What can be done to speed up model calibrations and MCMC?

Hi, I've been running lots of Powell calibrations and MCMC runs on a large health model in Vensim using a 16 core remote server, hoping this might help speed things up. But the calibration process is still prohibitively slow (around 5 simulations per second). On the system side, is there anything we...
by rthompson42
Thu Oct 12, 2023 2:49 pm
Forum: System Dynamics Discussion
Topic: MCMC for Credible Interval Estimation in Vensim
Replies: 2
Views: 2679

Re: MCMC for Credible Interval Estimation in Vensim

Issue was resolved after working out some issues with my payoff definition. Now payoff is looking "normal" (a number close to the number of data points used for calibration). Powell calibration had good fit to the data and MCMC ran normally.
by rthompson42
Fri Sep 22, 2023 10:34 pm
Forum: System Dynamics Discussion
Topic: MCMC for Credible Interval Estimation in Vensim
Replies: 2
Views: 2679

Re: MCMC for Credible Interval Estimation in Vensim

After writing this I have been playing around with the Powell optimization settings since I was concerned maybe our payoff wasn't appropriately weighted before taking the model into the MCMC optimizer. We previously were assuming normally distributed errors and coming up with weights from the standa...
by rthompson42
Fri Sep 22, 2023 7:38 pm
Forum: System Dynamics Discussion
Topic: MCMC for Credible Interval Estimation in Vensim
Replies: 2
Views: 2679

MCMC for Credible Interval Estimation in Vensim

Hello! Our team is running an MCMC optimization for the first time to produce credible intervals for our SD model. None of us are very familiar with this method, and we have some questions about things we are seeing. The SD model in question is a large health model that is being calibrated using 19 ...