A New Framework for Inference on Markov Population Models

01/02/2021 ∙ by Adam Walder, et al. ∙ 0

In this work we construct a joint Gaussian likelihood for approximate inference on Markov population models. We demonstrate that Markov population models can be approximated by a system of linear stochastic differential equations with time-varying coefficients. We show that the system of stochastic differential equations converges to a set of ordinary differential equations. We derive our proposed joint Gaussian deterministic limiting approximation (JGDLA) model from the limiting system of ordinary differential equations. The results is a method for inference on Markov population models that relies solely on the solution to a system deterministic equations. We show that our method requires no stochastic infill and exhibits improved predictive power in comparison to the Euler-Maruyama scheme on simulated susceptible-infected-recovered data sets. We use the JGDLA to fit a stochastic susceptible-exposed-infected-recovered system to the Princess Diamond COVID-19 cruise ship data set.



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