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As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Computation · Statistics 2024-09-04 Masahiro Tanaka

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Sequential Monte Carlo (SMC) methods, also known as particle filters, constitute a class of algorithms used to approximate expectations with respect to a sequence of probability distributions as well as the normalising constants of those…

Computation · Statistics 2026-01-14 Axel Finke , Arnaud Doucet , Adam M. Johansen

Importance sampling (IS) is a powerful Monte Carlo (MC) technique for approximating intractable integrals, for instance in Bayesian inference. The performance of IS relies heavily on the appropriate choice of the so-called proposal…

Computation · Statistics 2024-12-30 Ali Mousavi , Víctor Elvira

We propose a model predictive control (MPC) approach for minimising the social distancing and quarantine measures during a pandemic while maintaining a hard infection cap. To this end, we study the admissible and the maximal robust…

Optimization and Control · Mathematics 2022-05-05 Philipp Sauerteig , Willem Esterhuizen , Mitsuru Wilson , Tobias K. S. Ritschel , Karl Worthmann , Stefan Streif

Epidemic models are used to analyze the progression or outcome of an epidemic under different control policies like vaccinations, quarantines, lockdowns, use of face-masks, pharmaceutical interventions, etc. When these models accurately…

Quantitative Methods · Quantitative Biology 2022-04-19 Carlos Hernandez-Suarez , Osval Montsinos Lopez , Ramon Solano-Barajas

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

As the global HIV pandemic enters its fourth decade, increasing numbers of surveillance sites have been established which allows countries to look into the epidemics at a finer scale, e.g. at sub-national levels. Currently, the epidemic…

Applications · Statistics 2015-08-27 Le Bao , Xiaoyue Niu , Mary Mahy , Peter D. Ghys

Besides mimicking bio-chemical and multi-scale communication mechanisms, molecular communication forms a theoretical framework for virus infection processes. Towards this goal, aerosol and droplet transmission has recently been modeled as a…

Information Theory · Computer Science 2021-01-29 Peter Adam Hoeher , Martin Damrath , Sunasheer Bhattacharjee , Max Schurwanz

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

We introduce an interacting particle system that models the spread of an epidemic in terms of heterogeneous diffusive dynamics, rather than exogenous contact and transmission rates at the population level as in classical compartmental…

Probability · Mathematics 2026-05-20 Eliana Fausti , Andreas Sojmark

In this research, we develop a framework to analyze the interaction between the economy and the Covid-19 pandemic using an extension of SIR epidemic model. At the outset, we assume there are two health related investments including general…

Optimization and Control · Mathematics 2022-02-14 Zachariah Sinkala , Vajira Manathunga , Bichaka Fayissa

Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular…

Populations and Evolution · Quantitative Biology 2017-01-23 Frank Ball , Thomas House

The challenges posed by epidemics and pandemics are immense, especially if the causes are novel. This article introduces a versatile open-source simulation framework designed to model intricate dynamics of infectious diseases across diverse…

Multiagent Systems · Computer Science 2023-11-17 Zenin Easa Panthakkalakath , Neeraj , Jimson Mathew

The last decade saw the advent of increasingly realistic epidemic models that leverage on the availability of highly detailed census and human mobility data. Data-driven models aim at a granularity down to the level of households or single…

Populations and Evolution · Quantitative Biology 2011-08-10 Nicola Perra , Duygu Balcan , Bruno Gonçalves , Alessandro Vespignani

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

The contact process is an emblematic model of a non-equilibrium system, containing a phase transition between inactive and active dynamical regimes. In the epidemiological context, the model is known as the susceptible-infected-susceptible…

Statistical Mechanics · Physics 2023-05-12 Wout Merbis , Clélia de Mulatier , Philippe Corboz

The estimation of unknown parameters in simulations, also known as calibration, is crucial for practical management of epidemics and prediction of pandemic risk. A simple yet widely used approach is to estimate the parameters by minimizing…

Methodology · Statistics 2023-06-26 Chih-Li Sung , Ying Hung

Adaptive importance sampling (AIS) methods are increasingly used for the approximation of distributions and related intractable integrals in the context of Bayesian inference. Population Monte Carlo (PMC) algorithms are a subclass of AIS…

Computation · Statistics 2022-06-08 Víctor Elvira , Émilie Chouzenoux
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