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Mathematical models of epidemics often use compartmental models dividing the population into several compartments. Based on a microscopic setting describing the temporal evolution of the subpopulation sizes in the compartments by stochastic…

Populations and Evolution · Quantitative Biology 2025-03-11 Florent Ouabo Kamkumo , Ibrahim Mbouandi Njiasse , Ralf Wunderlich

In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing, and vaccination. Using a diffusion approximation for the…

Optimization and Control · Mathematics 2025-03-11 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

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,…

Applications · Statistics 2012-11-06 Joseph Dureau , Konstantinos Kalogeropoulos , Marc Baguelin

Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Applications · Statistics 2024-09-11 Alice Corbella , Anne M Presanis , Paul J Birrell , Daniela De Angelis

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

Systems and Control · Computer Science 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang

We consider the problem of model choice for stochastic epidemic models given partial observation of a disease outbreak through time. Our main focus is on the use of Bayes factors. Although Bayes factors have appeared in the epidemic…

Computation · Statistics 2017-10-16 Muteb Alharthi , Theodore Kypraios , Philip D. O'Neill

Despite the recent development of methods dealing with partially observed epidemic dynamics (unobserved model coordinates, discrete and noisy outbreak data), limitations remain in practice, mainly related to the quantity of augmented data…

Applications · Statistics 2021-07-26 Romain Narci , Maud Delattre , Catherine Larédo , Elisabeta Vergu

This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Peng Lu

This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…

Statistics Theory · Mathematics 2007-07-18 I. Shoji

The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…

Optimization and Control · Mathematics 2024-05-13 J. G. De la Varga , S. Pineda , J. M. Morales , Á. Porras

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

Systems and Control · Computer Science 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Mathematical models are widely recognized as an important tool for analyzing and understanding the dynamics of infectious disease outbreaks, predict their future trends, and evaluate public health intervention measures for disease control…

Signal Processing · Electrical Eng. & Systems 2021-06-16 Yukun Tan , Durward Cator , Martial Ndeffo-Mbah , Ulisses Braga-Neto

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

We study a partially observable nonlinear stochastic system with unknown parameters, where the given time scales of the states and measurements may be distinct. The proposed setting is inspired by disease management, particularly leukemia.

Systems and Control · Electrical Eng. & Systems 2024-02-07 Margaret P. Chapman , Emily Jensen , Steven M. Chan , Laurent Lessard

Zika fever, a mosquito-borne viral disease with potential severe neurological complications and birth defects, remains a significant public health concern. The epidemiological models often oversimplify the dynamics of Zika transmission by…

Populations and Evolution · Quantitative Biology 2025-11-05 Lillian Achola Oluoch , Florent Ouabo Kamkumo , Ralf Wunderlich

Recently, we proposed an state model (compartment model) to describe the progression of a chronic disease with an pre-clinical (undiagnosed) state before clinical diagnosis. It is an open question, if a sequence of cross-sectional studies…

Populations and Evolution · Quantitative Biology 2015-11-24 Ralph Brinks

The paper presents an algorithm for syndromic surveillance of an epidemic outbreak formulated in the context of stochastic nonlinear filtering. The dynamics of the epidemic is modeled using a generalized compartmental epidemiological model…

Quantitative Methods · Quantitative Biology 2011-10-24 Alex Skvortsov , Branko Ristic
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