Inference in Stochastic Epidemic Models via Multinomial Approximations

06/24/2020 ∙ by Nick Whiteley, et al. ∙ 0

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class of discrete-time, finite-population compartmental models with partial, randomly under-reported or missing count observations. In contrast to state-of-the-art alternatives such as Approximate Bayesian Computation techniques, no forward simulation of the model is required and there are no tuning parameters. Evaluating the approximate marginal likelihood of model parameters is achieved through a computationally simple filtering recursion. The accuracy of the approximation is demonstrated through analysis of real and simulated data using a model of the 1995 Ebola outbreak in the Democratic Republic of Congo. We show how the method can be embedded within a Sequential Monte Carlo approach to estimating the time-varying reproduction number of COVID-19 in Wuhan, China, recently published by Kucharski et al. 2020.

READ FULL TEXT
POST COMMENT

Comments

There are no comments yet.

Authors

page 18

page 19

This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.