Hyper-differential sensitivity analysis for inverse problems governed by ODEs with application to COVID-19 modeling

We consider inverse problems governed by systems of ordinary differential equations (ODEs) that contain uncertain parameters in addition to the parameters being estimated. In such problems, which are common in applications, it is important to understand the sensitivity of the solution of the inverse problem to the uncertain model parameters. It is also of interest to understand the sensitivity of the inverse problem solution to different types of measurements or parameters describing the experimental setup. Hyper-differential sensitivity analysis (HDSA) is a sensitivity analysis approach that provides tools for such tasks. We extend existing HDSA methods by developing methods for quantifying the uncertainty in the estimated parameters. Specifically, we propose a linear approximation to the solution of the inverse problem that allows efficiently approximating the statistical properties of the estimated parameters. We also explore the use of this linear model for approximate global sensitivity analysis. As a driving application, we consider an inverse problem governed by a COVID–19 model. We present comprehensive computational studies that examine the sensitivity of this inverse problem to several uncertain model parameters and different types of measurement data. Our results also demonstrate the effectiveness of the linear approximation model for uncertainty quantification in inverse problems and for parameter screening.