Name
Title | ||
|---|---|---|
Inference For Partially Observed Epidemic Dynamics Guided By Kalman Filtering Techniques |
Abstract | ||
|---|---|---|
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 and calibration of numerous tuning parameters. In particular, as coordinates of dynamic epidemic models are coupled, the presence of unobserved coordinates leads to a statistically difficult problem. The aim is to propose an easy-to-use and general inference method that is able to tackle these issues. First, using the properties of epidemics in large populations, a two layer model is constructed. Via a diffusion-based approach, a Gaussian approximation of the epidemic density-dependent Markovian jump process is obtained, representing the state model. The observational model, consisting of noisy observations of certain model coordinates, is approximated by Gaussian distributions. Then, an inference method based on an approximate likelihood using Kalman filtering recursion is developed to estimate parameters of both the state and observational models. The performance of estimators of key model parameters is assessed on simulated data of SIR epidemic dynamics for different scenarios with respect to the population size and the number of observations. This performance is compared with that obtained using the well-known maximum iterated filtering method. Finally, the inference method is applied to a real data set on an influenza outbreak in a British boarding school in 1978. (C) 2021 Elsevier B.V. All rights reserved. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1016/j.csda.2021.107319 | COMPUTATIONAL STATISTICS & DATA ANALYSIS |
Keywords | DocType | Volume |
Approximate maximum likelihood, Diffusion approach, Kalman filter, Measurement errors, Partially-observed Markov process, Epidemic dynamics | Journal | 164 |
ISSN | Citations | PageRank |
0167-9473 | 0 | 0.34 |
References | Authors | |
0 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Romain Narci | 1 | 0 | 0.34 |
| M. Delattre | 2 | 17 | 2.11 |
| Catherine Larédo | 3 | 30 | 1.89 |
| Elisabeta Vergu | 4 | 1 | 1.18 |