Related papers: Iterated filtering methods for Markov process epid…
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…
This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…
We consider inference for a collection of partially observed, stochastic, interacting, nonlinear dynamic processes. Each process is identified with a label called its unit, and our primary motivation arises in biological metapopulation…
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…
Epidemic models often reflect characteristic features of infectious spreading processes by coupled non-linear differential equations considering different states of health (such as Susceptible, Infected, or Recovered). This compartmental…
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…
We propose a Markovian stochastic approach to model the spread of a SARS-CoV-2-like infection within a closed group of humans. The model takes the form of a Partially Observable Markov Decision Process (POMDP), whose states are given by the…
Latent autoregressive models are useful time series models for the analysis of infectious disease data. Evaluation of the likelihood function of latent autoregressive models is intractable and its approximation through simulation-based…
Many countries have experienced at least two waves of the COVID-19 pandemic. The second wave is far more dangerous as distinct strains appear more harmful to human health, but it stems from the complacency about the first wave. This paper…
Stochastic processes on complex networks, where each node is in one of several compartments, and neighboring nodes interact with each other, can be used to describe a variety of real-world spreading phenomena. However, computational…
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…
Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…
The main aim to build models capable of simulating the spreading of infectious diseases is to control them. And along this way, the key to find the optimal strategy for disease control is to obtain a large number of simulations of disease…
Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm…
Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous…
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…
Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…
Biomarker measurements obtained by blood sampling are often used as a non-invasive means of monitoring tumour progression in cancer patients. Diseases evolve dynamically over time, and studying longitudinal observations of specific…
This paper focuses on the estimation of partially observed branching processes. First, the estimators from a frequentist perspective proposed in the literature are reviewed. The main objective of this paper is to present computational tools…