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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

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 propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur…

Methodology · Statistics 2014-12-16 Edward S. Knock , Theodore Kypraios

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…

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 chapter surveys univariate and multivariate methods for infectious disease outbreak detection. The setting considered is a prospective one: data arrives sequentially as part of the surveillance systems maintained by public health…

Methodology · Statistics 2017-11-27 Benjamin Allévius , Michael Höhle

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

Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…

Applications · Statistics 2024-03-07 Dongkyu Derek Cho , Won Chang , Jaewoo Park

The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Computation · Statistics 2018-12-20 Remi Daviet

In order to model an epidemic, different approaches can be adopted. Mainly, the deterministic approach and the stochastic one. Recently, a large amount of literature has been published using the two approaches. The aim of this paper is to…

Populations and Evolution · Quantitative Biology 2023-01-30 Mohamed Mehdaoui

In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…

Methodology · Statistics 2020-04-21 Xuejun Ma , Shaochen Wang , Wang Zhou

This paper presents a study using the Bayesian approach in stochastic volatility models for modeling financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use of other distributions for the errors in the…

Applications · Statistics 2017-12-07 David S. Dias , Ricardo S. Ehlers

Forecasting transmission of infectious diseases, especially for vector-borne diseases, poses unique challenges for researchers. Behaviors of and interactions between viruses, vectors, hosts, and the environment each play a part in…

Applications · Statistics 2020-06-02 Stephen A Lauer , Alexandria C Brown , Nicholas G Reich

Stochastic state-transition models of infectious disease transmission can be used to deduce relevant drivers of transmission when fitted to data using statistically principled methods. Fitting this individual-level data requires inference…

Methodology · Statistics 2026-02-12 James Neill , Lloyd A. C. Chapman , Chris Jewell

In the infectious disease literature, significant effort has been devoted to studying dynamics at a single scale. For example, compartmental models describing population-level dynamics are often formulated using differential equations. In…

Populations and Evolution · Quantitative Biology 2025-04-16 Yuan Yin , Jennifer A. Flegg , Mark B. Flegg

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

Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…

Econometrics · Economics 2024-03-04 Szymon Sacher , Laura Battaglia , Stephen Hansen

Spatial big data have the "velocity," "volume," and "variety" of big data sources and additional geographic information about the record. Digital data sources, such as medical claims, mobile phone call data records, and geo-tagged tweets,…

Populations and Evolution · Quantitative Biology 2016-08-30 Elizabeth C. Lee , Jason M. Asher , Sandra Goldlust , John D. Kraemer , Andrew B. Lawson , Shweta Bansal

We investigate how the properties of epidemic networks change depending on the availability of different types of data on a disease outbreak. This is achieved by introducing mathematical and computational methods that estimate the…

Computational Physics · Physics 2025-09-03 Oscar Fajardo-Fontiveros , Carl J. E. Suster , Eduardo G. Altmann

A stochastic epidemic model is defined in which each individual belongs to a household, a secondary grouping (typically school or workplace) and also the community as a whole. Moreover, infectious contacts take place in these three settings…

Applications · Statistics 2009-08-17 Tom Britton , Theodore Kypraios , Philip O'Neill