Related papers: Bayesian Data Augmentation for Partially Observed …
Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…
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,…
Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the posterior distribution becomes prohibitive due to the large…
We develop a new methodology for the efficient computation of epidemic final size distributions for a broad class of Markovian models. We exploit a particular representation of the stochastic epidemic process to derive a method which is…
Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…
Multidimensional continuous-time Markov jump processes $(Z(t))$ on $\mathbb{Z}^p$ form a usual set-up for modeling $SIR$-like epidemics. However, when facing incomplete epidemic data, inference based on $(Z(t))$ is not easy to be achieved.…
The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…
For many infectious disease outbreaks, the at-risk population changes their behavior in response to the outbreak severity, causing the transmission dynamics to change in real-time. Behavioral change is often ignored in epidemic modeling…
This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…
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…
In this paper, we are concerned with the stochastic susceptible-infectious-susceptible (SIS) epidemic model on the complete graph with $n$ vertices. This model has two parameters, which are the infection rate and the recovery rate. By…
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…
We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the…
We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that…
In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…
State-space models (SSMs) are commonly used to model time series data where the observations depend on an unobserved latent process. However, inference on the model parameters of an SSM can be challenging, especially when the likelihood of…
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…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
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…