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Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…
Motivated by the increasing number of COVID-19 cases that have been observed in many countries after the vaccination and relaxation of non-pharmaceutical interventions, we propose a mathematical model on time-varying networks for the spread…
A model based on a thermodynamic approach is proposed for predicting the dynamics of communicable epidemics in a city, when the epidemic is governed by controlling efforts of multiple scales so that an entropy is associated with the system.…
Stochastic compartmental models are prevalent tools for describing disease spread, but inference under these models is challenging for many types of surveillance data when the marginal likelihood function becomes intractable due to missing…
Modelling the transmission dynamics of an infectious disease is a complex task. Not only it is difficult to accurately model the inherent non-stationarity and heterogeneity of transmission, but it is nearly impossible to describe,…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
It has been known that epidemic outbreaks in the SIR model on networks are described by phase transitions. Despite the similarity with percolation transitions, whether an epidemic outbreak occurs or not cannot be predicted with probability…
We discuss various models for epidemics on networks that rely on Markov chains. Random walks on graphs are often used to predict epidemic spread and to investigate possible control actions to mitigate them. In this study, we demonstrate…
Spreading processes are ubiquitous in natural and artificial systems. They can be studied via a plethora of models, depending on the specific details of the phenomena under study. Disease contagion and rumor spreading are among the most…
Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…
Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…
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…
Social networks are an important infrastructure for information, viruses and innovations propagation. Since users behavior has influenced by other users activity, some groups of people would be made regard to similarity of users interests.…
We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the finite mixture model of multivariate Gaussian distributions…
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…
We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…
We develop a class of exponential-family point processes based on a latent social space to model the coevolution of social structure and behavior over time. Temporal dynamics are modeled as a discrete Markov process specified through…
Monte Carlo methods to evaluate and maximize the likelihood function enable the construction of confidence intervals and hypothesis tests, facilitating scientific investigation using models for which the likelihood function is intractable.…
We consider the edge-based compartmental models for infectious disease spread introduced in Part I. These models allow us to consider standard SIR diseases spreading in random populations. In this paper we show how to handle deviations of…