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Disease control is of paramount importance in public health with infectious disease extinction as the ultimate goal. Although diseases may go extinct due to random loss of effective contacts where the infection is transmitted to new…

Adaptation and Self-Organizing Systems · Physics 2015-06-15 Lora Billings , Luis Mier-y-Teran-Romero , Brandon Lindley , Ira B. Schwartz

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

Linear diffusion processes serve as canonical continuous-time models for dynamic decision-making under uncertainty. These systems evolve according to drift matrices that specify the instantaneous rates of change in the expected system…

Machine Learning · Computer Science 2025-06-10 Mohamad Kazem Shirani Faradonbeh , Sadegh Shirani , Mohsen Bayati

The novel COVID-19 pandemic is a current, major global health threat. Up till now, there is no fully approved pharmacological treatment or a vaccine. In this study, simple mathematical models were employed to examine the dynamics of…

Physics and Society · Physics 2020-12-25 Ahmed S. Elgazzar

Vaccination has played an important role in preventing the spread of infectious diseases. However, the limited availability of vaccines and personnel at the roll-out of a new vaccine and the costs of vaccination campaigns often limit how…

Physics and Society · Physics 2026-01-27 Rowan Hoogervorst , Evelien van der Hurk , David Pisinger

Monitoring key elements of disease dynamics (e.g., prevalence, case counts) is of great importance in infectious disease prevention and control, as emphasized during the COVID-19 pandemic. To facilitate this effort, we propose a new…

Methodology · Statistics 2024-10-10 Lin Ge , Yuzi Zhang , Lance A. Waller , Robert H. Lyles

The purpose of this paper is to analyze the mechanism for the interplay of deterministic and stochastic models for contagious diseases. Deterministic models for contagious diseases are prone to predict global stability. Small natural birth…

Populations and Evolution · Quantitative Biology 2022-06-17 Torsten Lindström

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Methodology · Statistics 2025-09-17 Roshni Sahoo , Lihua Lei , Stefan Wager

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

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…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Luigi Palopoli , Daniele Fontanelli , Marco Frego , Marco Roveri

Globally, the outbreaks of infectious diseases have exerted an extremely profound and severe influence on health security and the economy. During the critical phases of epidemics, devising effective intervention measures poses a significant…

Machine Learning · Computer Science 2025-05-08 Baida Zhang , Yakai Chen , Huichun Li , Zhenghu Zu

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In particular, we model the interplay between the government and…

Populations and Evolution · Quantitative Biology 2022-04-14 Emma Hubert , Thibaut Mastrolia , Dylan Possamaï , Xavier Warin

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

The World Health Organisation (WHO) has very strongly recommended testing and isolation as a strategy for controlling the ongoing COVID-19 pandemic. The goal of this paper is to quantify the effects of detection and isolation in formal…

Populations and Evolution · Quantitative Biology 2020-06-09 Palash Sarkar

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

Machine Learning · Statistics 2017-08-01 Vishnu Raj , Sheetal Kalyani

This paper deals with the problem of estimating variables in nonlinear models for the spread of disease and its application to the COVID-19 epidemic. First unconstrained methods are revisited and they are shown to correspond to the…

Optimization and Control · Mathematics 2020-08-20 Mauricio C. de Oliveira

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe
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