Uniformly Ergodic Data-Augmented MCMC for Fitting the General Stochastic Epidemic Model to Incidence Data
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Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models when the epidemic process is only partially observed is a notoriously difficult task due to the intractability of the likelihood for many classical models. To remedy this issue, this article introduces a novel data-augmented MCMC algorithm for fast and exact Bayesian inference for the stochastic SIR model given discretely observed infection incidence counts. In a Metropolis-Hastings step, new event times of the latent data are jointly proposed from a surrogate process that closely resembles the SIR, and from which we can efficiently generate epidemics compatible with the observed data. The proposed DA-MCMC algorithm is fast and, since the latent data are generated from a faithful approximation of the target model, a large portion thereof can be updated per iteration without prohibitively lowering the acceptance rate. We find that the method explores the high-dimensional latent space efficiently and scales to outbreaks with hundreds of thousands of individuals, and we show that the Markov chain underlying the algorithm is uniformly ergodic. We validate its performance via thorough simulation experiments and a case study on the 2013-2015 Ebola outbreak in Western Africa.
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