Related papers: Bayesian Data Augmentation for Partially Observed …
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…
A standard model for epidemics is the SIR model on a graph. We introduce a simple algorithm that uses the early infection times from a sample path of the SIR model to estimate the parameters this model, and we provide a performance…
Within epidemiological modeling, the majority of analyses assume a single epidemic process for generating ground-truth data. However, this assumed data generation process can be unrealistic, since data sources for epidemics are often…
This paper focuses on the analysis of a stochastic SAIRS-type epidemic model that explicitly incorporates the roles of asymptomatic and symptomatic infectious individuals in disease transmission dynamics. Asymptomatic carriers, often…
We propose a compartmental model for epidemiology wherein the population is split into groups with either comply or refuse to comply with protocols designed to slow the spread of a disease. Parallel to the disease spread, we assume that…
Recent advances in Markov chain Monte Carlo (MCMC) extend the scope of Bayesian inference to models for which the likelihood function is intractable. Although these developments allow us to estimate model parameters, other basic problems…
Epidemic models currently play a central role in our attempts to understand and control infectious diseases. Here, we derive a model for the diffusion limit of stochastic susceptible-infectious-removed (SIR) epidemic dynamics on a…
The SIR model is one of the most prototypical compartmental models in epidemiology. Generalizing this ordinary differential equation (ODE) framework into a spatially distributed partial differential equation (PDE) model is a considerable…
Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
In this paper we introduce a novel method to conduct inference with models defined through a continuous-time Markov process, and we apply these results to a classical stochastic SIR model as a case study. Using the inverse-size expansion of…
This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…
The state estimation problem for nonlinear systems with stochastic uncertainties can be formulated in the Bayesian framework, where the objective is to replace the state completely by its probability density function. Without the…
Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…
In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…
Community detection in networks has drawn much attention in diverse fields, especially social sciences. Given its significance, there has been a large body of literature with approaches from many fields. Here we present a statistical…
We present an epidemiological compartment model, SAIR(S), that explicitly captures the dynamics of asymptomatic infected individuals in an epidemic spread process. We first present a group model and then discuss networked versions. We…