Inference in Stochastic Epidemic Models via Multinomial Approximations

Nick Whiteley, Lorenzo Rimella
Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, PMLR 130:1297-1305, 2021.

Abstract

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 of discrete-time, finite-population compartmental models with partial, randomly under-reported or missing count observations. In contrast to state-of-the-art alternatives such as Approximate Bayesian Computation techniques, no forward simulation of the model is required and there are no tuning parameters. Evaluating the approximate marginal likelihood of model parameters is achieved through a computationally simple filtering recursion. The accuracy of the approximation is demonstrated through analysis of real and simulated data using a model of the 1995 Ebola outbreak in the Democratic Republic of Congo. We show how the method can be embedded within a Sequential Monte Carlo approach to estimating the time-varying reproduction number of COVID-19 in Wuhan, China, recently published by Kucharski et al. (2020).

Cite this Paper

BibTeX
@InProceedings{pmlr-v130-whiteley21a, title = { Inference in Stochastic Epidemic Models via Multinomial Approximations }, author = {Whiteley, Nick and Rimella, Lorenzo}, booktitle = {Proceedings of The 24th International Conference on Artificial Intelligence and Statistics}, pages = {1297--1305}, year = {2021}, editor = {Banerjee, Arindam and Fukumizu, Kenji}, volume = {130}, series = {Proceedings of Machine Learning Research}, month = {13--15 Apr}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v130/whiteley21a/whiteley21a.pdf}, url = {https://proceedings.mlr.press/v130/whiteley21a.html}, abstract = { 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 of discrete-time, finite-population compartmental models with partial, randomly under-reported or missing count observations. In contrast to state-of-the-art alternatives such as Approximate Bayesian Computation techniques, no forward simulation of the model is required and there are no tuning parameters. Evaluating the approximate marginal likelihood of model parameters is achieved through a computationally simple filtering recursion. The accuracy of the approximation is demonstrated through analysis of real and simulated data using a model of the 1995 Ebola outbreak in the Democratic Republic of Congo. We show how the method can be embedded within a Sequential Monte Carlo approach to estimating the time-varying reproduction number of COVID-19 in Wuhan, China, recently published by Kucharski et al. (2020). } }
Endnote
%0 Conference Paper %T Inference in Stochastic Epidemic Models via Multinomial Approximations %A Nick Whiteley %A Lorenzo Rimella %B Proceedings of The 24th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2021 %E Arindam Banerjee %E Kenji Fukumizu %F pmlr-v130-whiteley21a %I PMLR %P 1297--1305 %U https://proceedings.mlr.press/v130/whiteley21a.html %V 130 %X 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 of discrete-time, finite-population compartmental models with partial, randomly under-reported or missing count observations. In contrast to state-of-the-art alternatives such as Approximate Bayesian Computation techniques, no forward simulation of the model is required and there are no tuning parameters. Evaluating the approximate marginal likelihood of model parameters is achieved through a computationally simple filtering recursion. The accuracy of the approximation is demonstrated through analysis of real and simulated data using a model of the 1995 Ebola outbreak in the Democratic Republic of Congo. We show how the method can be embedded within a Sequential Monte Carlo approach to estimating the time-varying reproduction number of COVID-19 in Wuhan, China, recently published by Kucharski et al. (2020).
APA
Whiteley, N. & Rimella, L.. (2021). Inference in Stochastic Epidemic Models via Multinomial Approximations . Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 130:1297-1305 Available from https://proceedings.mlr.press/v130/whiteley21a.html.

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