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Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Applications · Statistics 2024-09-11 Alice Corbella , Anne M Presanis , Paul J Birrell , Daniela De Angelis

In this paper, we consider a discrete-time stochastic SIR model, where the transmission rate and the true number of infectious individuals are random and unobservable. An advantage of this model is that it permits us to account for random…

Physics and Society · Physics 2024-01-30 Katia Colaneri , Camilla Damian , Rüdiger Frey

This document is the Part IV of the book 'Stochastic Epidemic Models with Inference' edited by Tom Britton and Etienne Pardoux. It is written by Catherine Lar\'edo, with the contribution of Viet Chi Tran for the Chapter 4. Epidemic data…

Probability · Mathematics 2020-04-17 Catherine Larédo , Viet Chi Tran

This lecture note provides a self-contained introduction to Bayesian inference and Markov Chain Monte Carlo (MCMC) methods for parameter estimation in epidemic models. Using the classical Susceptible-Infectious-Recovered (SIR) compartmental…

Methodology · Statistics 2026-03-18 Augustine Okolie

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic…

Econometrics · Economics 2022-01-05 M. Hashem Pesaran , Cynthia Fan Yang

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…

Methodology · Statistics 2021-02-24 Nick Whiteley , Lorenzo Rimella

We propose a generative model and an inference scheme for epidemic processes on dynamic, adaptive contact networks. Network evolution is formulated as a link-Markovian process, which is then coupled to an individual-level stochastic SIR…

Methodology · Statistics 2020-04-07 Fan Bu , Allison E. Aiello , Jason Xu , Alexander Volfovsky

A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation and the stochastic one by a space-time jump Markov process.…

Probability · Mathematics 2024-12-10 Thierry Gallouët , Etienne Pardoux , Ténan Yeo

Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data. In this paper, we consider stochastic extensions in order to capture unknown influences (changing behaviors, public interventions,…

Applications · Statistics 2012-11-06 Joseph Dureau , Konstantinos Kalogeropoulos , Marc Baguelin

Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…

Computation · Statistics 2022-06-22 Shuying Wang , Stephen G. Walker

Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach…

In this paper we first introduce the general stochastic epidemic model for the spread of infectious diseases. Then we give methods for inferring model parameters such as the basic reproduction number $R_0$ and vaccination coverage $v_c$…

Methodology · Statistics 2014-11-14 Tom Britton , Federica Giardina

This paper focuses on and analyzes realistic SIR models that take stochasticity into account. The proposed systems are applicable to most incidence rates that are used in the literature including the bilinear incidence rate, the…

Probability · Mathematics 2024-07-10 Nguyen Du , Alexandru Hening , Nhu Nguyen , George Yin

Stochastic compartmental models are important tools for understanding the course of infectious diseases epidemics in populations and in prospective evaluation of intervention policies. However, calculating the likelihood for discretely…

Computation · Statistics 2018-07-26 Lam Si Tung Ho , Forrest W. Crawford , Marc A. Suchard

We present a modelling framework for the spreading of epidemics on temporal networks from which both the individual-based and pair-based models can be recovered. The proposed temporal pair-based model that is systematically derived from…

Physics and Society · Physics 2020-11-17 Rory Humphries , Kieran Mulchrone , Jamie Tratalos , Simon More , Philipp Hövel

The Susceptible-Infectious-Recovered (SIR) equations and their extensions comprise a commonly utilized set of models for understanding and predicting the course of an epidemic. In practice, it is of substantial interest to estimate the…

Applications · Statistics 2025-05-07 Omar Melikechi , Alexander L. Young , Tao Tang , Trevor Bowman , David Dunson , James Johndrow

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Understanding infectious disease spread remains a critical public health challenge, particularly given the interplay between household dynamics and community transmission patterns. Traditional epidemiological models often oversimplify these…

Populations and Evolution · Quantitative Biology 2026-01-21 Houda Yaqine , Christiane Fuchs

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that…

Methodology · Statistics 2021-12-16 Fan Bu , Allison E. Aiello , Alexander Volfovsky , Jason Xu