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We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

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…

Information Theory · Computer Science 2020-08-11 Charles Clum , Dustin G. Mixon

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

Early prediction of patients at risk of clinical deterioration can help physicians intervene and alter their clinical course towards better outcomes. In addition to the accuracy requirement, early warning systems must make the predictions…

Machine Learning · Computer Science 2021-02-16 Ibrahim Hammoud , Prateek Prasanna , IV Ramakrishnan , Adam Singer , Mark Henry , Henry Thode

Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…

Methodology · Statistics 2026-01-14 Kosuke Morikawa , Jae Kwang Kim

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

Use of prediction models is widely recommended by clinical guidelines, but usually requires complete information on all predictors that is not always available in daily practice. We describe two methods for real-time handling of missing…

Assume one has the capability of determining whether a node in a network is infectious or not by probing them. Then problem of optimizing sentinel surveillance in networks is to identify the nodes to probe such that an emerging disease…

Populations and Evolution · Quantitative Biology 2018-08-17 Petter Holme

Emergency triage decisions are made under severe information constraints, yet most data-driven deterioration models are evaluated using signals unavailable during initial assessment. We present a leakage-aware benchmarking framework for…

Computers and Society · Computer Science 2026-03-31 KMA Solaiman , Joshua Sebastian , Karma Tobden

Despite their success, Machine Learning (ML) models do not generalize effectively to data not originating from the training distribution. To reliably employ ML models in real-world healthcare systems and avoid inaccurate predictions on…

Machine Learning · Computer Science 2023-09-29 Mohammad Azizmalayeri , Ameen Abu-Hanna , Giovanni Ciná

State-space models have been widely used to model the dynamics of communicable diseases in populations of interest by fitting to time-series data. Particle filters have enabled these models to incorporate stochasticity and so can better…

Applications · Statistics 2022-05-17 Conor Rosato , John Harris , Jasmina Panovska-Griffiths , Simon Maskell

Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this…

Algebraic Geometry · Mathematics 2020-12-29 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson

Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…

Methodology · Statistics 2024-12-18 Prayag Chatha , Fan Bu , Jeffrey Regier , Evan Snitkin , Jon Zelner

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire

If model identifiability is not confirmed, inferences from infectious disease transmission models may not be reliable, so they might lead to misleading recommendations. Structural identifiability analysis characterizes whether it is…

Quantitative Methods · Quantitative Biology 2022-06-09 Emmanuelle A. Dankwa , Andrew F. Brouwer , Christl A. Donnelly

The study of epidemic models plays an important role in mathematical epidemiology. There are many researches on epidemic models using ordinary differential equations, partial differential equations or stochastic differential equations. In…

Probability · Mathematics 2023-03-10 Yuqi Li , Lihua Zhang

When fitting a multi-parameter model to a data set, computer algorithms may suggest that a range of parameters provide equally reasonable fits, making the parameter estimation difficult. Here, we prove this fact for an SIR model. We say a…

Populations and Evolution · Quantitative Biology 2024-04-08 B Shayak , Sana Jahedi , James A Yorke

Parameter identifiability is a structural property of an ODE model for recovering the values of parameters from the data (i.e., from the input and output variables). This property is a prerequisite for meaningful parameter identification in…

Systems and Control · Electrical Eng. & Systems 2021-06-07 Alexey Ovchinnikov , Anand Pillay , Gleb Pogudin , Thomas Scanlon

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…

Data Analysis, Statistics and Probability · Physics 2017-03-24 Dhruva V. Raman , James Anderson , Antonis Papachristodoulou

This paper studies nonparametric local (over-)identification and the semiparametric efficiency in modern causal frameworks. We develop a unified approach that begins by translating structural models with latent variables into their induced…

Econometrics · Economics 2026-03-02 Xiaohong Chen , Haitian Xie
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