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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

We tackle limitations of ordinary differential equation-driven Susceptible-Infections-Removed (SIR) models and their extensions that have recently be employed for epidemic nowcasting and forecasting. In particular, we deal with challenges…

Computation · Statistics 2026-02-10 Angelos Alexopoulos , Paul Birrell , Daniela De Angelis

This lecture note provides a self-contained introduction to Bayesian inference and Markov Chain Monte Carlo (MCMC) methods for parameter estimation in epidemic models. Using the classical Susceptible-Infectious-Recovered (SIR) compartmental…

Methodology · Statistics 2026-03-18 Augustine Okolie

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

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

Compartmental models, especially the Susceptible-Infected-Removed (SIR) model, have long been used to understand the behaviour of various diseases. Allowing parameters, such as the transmission rate, to be time-dependent functions makes it…

Methodology · Statistics 2024-09-27 Son Luu , Edward Susko , Lam Si Tung Ho

Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…

Computation · Statistics 2022-06-22 Shuying Wang , Stephen G. Walker

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.…

Methodology · Statistics 2014-01-03 Romain Guy , Catherine Larédo , Elisabeta Vergu

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…

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

Epidemic threshold is one of the most important features of the epidemic dynamics. Through a lot of numerical simulations in classic Susceptible-Infected-Recovered (SIR) and Susceptible-Infected-Susceptible (SIS) models on various types of…

Physics and Society · Physics 2014-10-16 Panpan Shu , Wei Wang , Ming Tang , Younghae Do

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. Though the described Bayesian computational framework is general, we look at a specific application to the…

Computational Engineering, Finance, and Science · Computer Science 2023-11-07 Brandon Robinson , Philippe Bisaillon , Jodi D. Edwards , Tetyana Kendzerska , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

The estimation from available data of parameters governing epidemics is a major challenge. In addition to usual issues (data often incomplete and noisy), epidemics of the same nature may be observed in several places or over different…

Methodology · Statistics 2021-09-20 Romain Narci , Maud Delattre , Catherine Larédo , Elisabeta Vergu

Recent pandemics have highlighted the critical role of infectious disease models in guiding public health decision-making, driving demand for realistic models that can provide timely answers under uncertainty. Compartmental models are…

Methodology · Statistics 2026-03-18 Xiahui Li , Fergus J. Chadwick , Ben Swallow

Susceptible-Exposed-Infectious-Recovered (SEIR) models with inter-individual variation in susceptibility or exposure to infection were proposed early in the COVID-19 pandemic as a potential element of the mathematical/statistical toolset…

Applications · Statistics 2025-10-28 Ibrahim Mohammed , Chris Robertson , M. Gabriela M. Gomes

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class…

Methodology · Statistics 2021-02-24 Nick Whiteley , Lorenzo Rimella

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

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

Estimating latent epidemic states and model parameters from partially observed, noisy data remains a major challenge in infectious disease modeling. State-space formulations provide a coherent probabilistic framework for such inference, yet…

Methodology · Statistics 2026-05-20 Dhorasso Temfack , Jason Wyse

Epidemic propagation on networks represents an important departure from traditional massaction models. However, the high-dimensionality of the exact models poses a challenge to both mathematical analysis and parameter inference. By using…

Quantitative Methods · Quantitative Biology 2023-02-07 István Z. Kiss , Luc Berthouze , Wasiur R. KhudaBukhsh
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