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We develop a theory of first passage processes in stochastic non-equilibrium systems of birth-death type using two closely related epidemiological models as examples. Our method employs the probability generating function technique in…

Statistical Mechanics · Physics 2014-08-06 Alex Kamenev , Baruch Meerson

Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…

Computation · Statistics 2022-10-21 Raphael Morsomme , Jason Xu

Given a discrete spatial structure $X$, we define continuous-time branching processes that model a population breeding and dying on $X$. These processes are usually called branching random walks. They are characterized by breeding rates…

Probability · Mathematics 2025-09-03 Daniela Bertacchi , Fabio Zucca

Networks have become an important tool for infectious disease epidemiology. Most previous theoretical studies of transmission network models have either considered simple Markovian dynamics at the individual level, or have focused on the…

Populations and Evolution · Quantitative Biology 2015-04-21 Lorenzo Pellis , Simon E. F. Spencer , Thomas House

These notes describe stochastic epidemics in a homogenous community. Our main concern is stochastic compartmental models (i.e. models where each individual belongs to a compartment, which stands for its status regarding the epidemic under…

Probability · Mathematics 2020-02-06 Tom Britton , Etienne Pardoux

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Computation · Statistics 2023-08-30 Tabea Rebafka , Estelle Kuhn , Catherine Matias

We study the spreading of cooperative infections in an empirical temporal network of contacts between people, including health care workers and patients, in a hospital. The system exhibits a phase transition leading to one or several…

Physics and Society · Physics 2018-02-08 Jorge P. Rodríguez , Fakhteh Ghanbarnejad , Víctor M. Eguíluz

We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2020-09-09 E. E. Dyakonova , V. A. Vatutin

Branching processes are classical growth models in cell kinetics. In their construction, it is usually assumed that cell lifetimes are independent random variables, which has been proved false in experiments. Models of dependent lifetimes…

Populations and Evolution · Quantitative Biology 2013-07-02 Sana Louhichi , Bernard Ycart

This paper is concerned with stochastic SIR and SEIR epidemic models on random networks in which individuals may rewire away from infected neighbors at some rate $\omega$ (and reconnect to non-infectious individuals with probability…

Populations and Evolution · Quantitative Biology 2016-11-15 Tom Britton , David Juher , Joan Saldana

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time…

Physics and Society · Physics 2021-01-19 Michael Bestehorn , Alejandro P. Riascos , Thomas M. Michelitsch , Bernard A. Collet

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…

Probability · Mathematics 2022-10-31 Yanyun Li , Junping Li

Multistate dynamical processes on networks, where nodes can occupy one of a multitude of discrete states, are gaining widespread use because of their ability to recreate realistic, complex behaviour that cannot be adequately captured by…

Physics and Society · Physics 2017-09-29 Peter G. Fennell , James P. Gleeson

A statistical model assuming a preferential attachment network, which is generated by adding nodes sequentially according to a few simple rules, usually describes real-life networks better than a model assuming, for example, a Bernoulli…

Computation · Statistics 2018-10-01 Clement Lee , Andrew Garbett , Darren J. Wilkinson

A general framework for obtaining exact transition rate matrices for stochastic systems on networks is presented and applied to many well-known compartmental models of epidemiology. The state of the population is described as a vector in…

Populations and Evolution · Quantitative Biology 2021-02-24 Wout Merbis

Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…

Social and Information Networks · Computer Science 2019-01-07 Gerrit Großmann , Verena Wolf

Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…

Populations and Evolution · Quantitative Biology 2022-11-23 Alexander F. Siegenfeld , Pratyush K. Kollepara , Yaneer Bar-Yam

This paper presents a new view of household epidemic models, where the interaction between the households is of mean field type. We thus obtain in the limit of infinitely many households a nonlinear Markov process solution of a McKean -…

Probability · Mathematics 2022-10-04 Raphael Forien , Etienne Pardoux

We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…

Computational Physics · Physics 2017-11-29 David Schnoerr , Botond Cseke , Ramon Grima , Guido Sanguinetti
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