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Multidimensional continuous-time Markov jump processes $(Z(t))$ on $\mathbb{Z}^p$ form a usual set-up for modeling $SIR$-like epidemics. However, when facing incomplete epidemic data, inference based on $(Z(t))$ is not easy to be achieved.…

Methodology · Statistics 2014-01-03 Romain Guy , Catherine Larédo , Elisabeta Vergu

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters---governing within-household…

Populations and Evolution · Quantitative Biology 2018-02-07 James N. Walker , Joshua V. Ross , Andrew J. Black

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

We tackle limitations of ordinary differential equation-driven Susceptible-Infections-Removed (SIR) models and their extensions that have recently be employed for epidemic nowcasting and forecasting. In particular, we deal with challenges…

Computation · Statistics 2026-02-10 Angelos Alexopoulos , Paul Birrell , Daniela De Angelis

We consider a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious epidemic model in which the transmission intensity function is time-dependent. Such a model is well suited to…

Methodology · Statistics 2024-10-30 Giuseppina Albano , Virginia Giorno , Francisco Torres-Ruiz

Despite the recent development of methods dealing with partially observed epidemic dynamics (unobserved model coordinates, discrete and noisy outbreak data), limitations remain in practice, mainly related to the quantity of augmented data…

Applications · Statistics 2021-07-26 Romain Narci , Maud Delattre , Catherine Larédo , Elisabeta Vergu

The issue of state estimation is considered for an SIR-SI epidemiological model describing a vector-borne disease such as dengue fever, subject to seasonal variations. Assuming continuous measurement of the incidence rate (that is the…

Optimization and Control · Mathematics 2018-03-08 Maria Soledad Aronna , Pierre-Alexandre Bliman , Maria Aronna

We study the stochastic susceptible-infected-recovered (SIR) model with time-dependent forcing using analytic techniques which allow us to disentangle the interaction of stochasticity and external forcing. The model is formulated as a…

Populations and Evolution · Quantitative Biology 2010-11-23 Andrew J Black , Alan J McKane

Compartmental models, especially the Susceptible-Infected-Removed (SIR) model, have long been used to understand the behaviour of various diseases. Allowing parameters, such as the transmission rate, to be time-dependent functions makes it…

Methodology · Statistics 2024-09-27 Son Luu , Edward Susko , Lam Si Tung Ho

Global pandemics, such as the recent COVID-19 crisis, highlight the need for stochastic epidemic models that can capture the randomness inherent in the spread of disease. Such models must be accompanied by methods for estimating parameters…

Quantitative Methods · Quantitative Biology 2026-04-13 Vincent Wieland , Nils Wassmuth , Lorenzo Contento , Martin Kühn , Jan Hasenauer

Throughout the course of an epidemic, the rate at which disease spreads varies with behavioral changes, the emergence of new disease variants, and the introduction of mitigation policies. Estimating such changes in transmission rates can…

Methodology · Statistics 2022-11-29 Jenny Huang , Raphaël Morsomme , David Dunson , Jason Xu

The estimation from available data of parameters governing epidemics is a major challenge. In addition to usual issues (data often incomplete and noisy), epidemics of the same nature may be observed in several places or over different…

Methodology · Statistics 2021-09-20 Romain Narci , Maud Delattre , Catherine Larédo , Elisabeta Vergu

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. Though the described Bayesian computational framework is general, we look at a specific application to the…

Computational Engineering, Finance, and Science · Computer Science 2023-11-07 Brandon Robinson , Philippe Bisaillon , Jodi D. Edwards , Tetyana Kendzerska , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…

Probability · Mathematics 2015-12-24 N. T. Dieu , D. H. Nguyen , N. H. Du , G. Yin

Mathematical models of epidemics often use compartmental models dividing the population into several compartments. Based on a microscopic setting describing the temporal evolution of the subpopulation sizes in the compartments by stochastic…

Populations and Evolution · Quantitative Biology 2025-03-11 Florent Ouabo Kamkumo , Ibrahim Mbouandi Njiasse , Ralf Wunderlich

Estimation of epidemiological and population parameters from molecular sequence data has become central to the understanding of infectious disease dynamics. Various models have been proposed to infer details of the dynamics that describe…

Populations and Evolution · Quantitative Biology 2014-12-25 Alex Popinga , Tim Vaughan , Tanja Stadler , Alexei Drummond

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Lora Billings , Ira B. Schwartz

We present a new Bayesian inference method for compartmental models that takes into account the intrinsic stochasticity of the process. We show how to formulate a SIR-type Markov jump process as the solution of a stochastic differential…

Methodology · Statistics 2020-04-23 Benjamin Nguyen-Van-Yen , Pierre Del Moral , Bernard Cazelles

Epidemiological forecasts are beset by uncertainties about the underlying epidemiological processes, and the surveillance process through which data are acquired. We present a Bayesian inference methodology that quantifies these…

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