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We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters---governing within-household…

Populations and Evolution · Quantitative Biology 2018-02-07 James N. Walker , Joshua V. Ross , Andrew J. Black

Throughout the course of an epidemic, the rate at which disease spreads varies with behavioral changes, the emergence of new disease variants, and the introduction of mitigation policies. Estimating such changes in transmission rates can…

Methodology · Statistics 2022-11-29 Jenny Huang , Raphaël Morsomme , David Dunson , Jason Xu

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

We present a new Bayesian inference method for compartmental models that takes into account the intrinsic stochasticity of the process. We show how to formulate a SIR-type Markov jump process as the solution of a stochastic differential…

Methodology · Statistics 2020-04-23 Benjamin Nguyen-Van-Yen , Pierre Del Moral , Bernard Cazelles

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

Modelling the transmission dynamics of an infectious disease is a complex task. Not only it is difficult to accurately model the inherent non-stationarity and heterogeneity of transmission, but it is nearly impossible to describe,…

Computation · Statistics 2023-07-19 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

A study of changes in the transmission of a disease, in particular, a new disease like COVID-19, requires very flexible models which can capture, among others, the effects of non-pharmacological and pharmacological measures, changes in…

Although the Bayesian paradigm offers a formal framework for estimating the entire probability distribution over uncertain parameters, its online implementation can be challenging due to high computational costs. We suggest the Adaptive…

Machine Learning · Computer Science 2023-10-23 Pedram Agand , Mo Chen , Hamid D. Taghirad

Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…

Computation · Statistics 2022-10-21 Raphael Morsomme , Jason Xu

We consider compartmental models of communicable disease with uncertain contact rates. Stochastic fluctuations are often added to the contact rate to account for uncertainties. White noise, which is the typical choice for the fluctuations,…

Populations and Evolution · Quantitative Biology 2024-06-07 Konstantinos Mamis , Mohammad Farazmand

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

Methodology · Statistics 2025-10-01 Chiara Mattamira , Olivia Prosper Feldman

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

We propose a novel Markov chain Monte-Carlo (MCMC) method for reverse engineering the topological structure of stochastic reaction networks, a notoriously challenging problem that is relevant in many modern areas of research, like…

Methodology · Statistics 2018-10-08 Daniel F. Linder , Grzegorz A. Rempala

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

In this paper, we present a stochastic SVEIS epidemic model perturbed by a Black-Karasinski process. Using a Lyapunov functional approach, we derive a sufficient condition, Rs0>1 for the existence of a stationary distribution, which…

Probability · Mathematics 2025-11-06 Lahcen Khammich , Driss Kiouach

This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…

Applications · Statistics 2024-04-15 Ibrahim Bouzalmat , Benoîte de Saporta , Solym M. Manou-Abi

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton
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