On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models
Applications
2013-08-28 v1 Statistics Theory
Statistics Theory
Abstract
This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is available and crude Monte-Carlo procedures fail. We show how recent intensive computer simulation techniques, such as interacting branching particle methods, can be used for estimation purposes, as well as for generating model paths that correspond to realizations of such events. Applications of these simulation-based methods to several epidemic models are also considered and discussed thoroughly.
Cite
@article{arxiv.1308.5830,
title = {On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models},
author = {Stéphan Clémençon and Anthony Cousien and Miraine Dávila Felipe and Viet Chi Tran},
journal= {arXiv preprint arXiv:1308.5830},
year = {2013}
}