Collapsing of Non‐centred Parameterized MCMC Algorithms with Applications to Epidemic Models

Data augmentation is required for the implementation of many Markov chain Monte Carlo (MCMC) algorithms. The inclusion of augmented data can often lead to conditional distributions from well‐known probability distributions for some of the parameters in the model. In such cases, collapsing (integrating out parameters) has been shown to improve the performance of MCMC algorithms. We show how integrating out the infection rate parameter in epidemic models leads to efficient MCMC algorithms for two very different epidemic scenarios, final outcome data from a multitype SIR epidemic and longitudinal data from a spatial SI epidemic. The resulting MCMC algorithms give fresh insight into real‐life epidemic data sets.     

Estimation of Balanced Simultaneous Confidence Sets for SIR Models

Stochastic compartmental (e.g., SIR) models have proven useful for studying the epidemics of childhood diseases while taking into account the variability of the epidemic dynamics. Here, we present a method for estimating balanced simultaneous confidence sets for the mean sample path of a stochastic SIR model, thus providing a simple representation of both the typical behavior and the variability of the epidemic. The confidence sets are estimated by a bootstrap procedure, using asymptotic properties of density dependent jump Markov processes. The method is applied to chickenpox epidemics in France and the coverage probability of the confidence sets is estimated in that context.     

Computation of final outcome probabilities for the generalised stochastic epidemic

This paper is concerned with methods for the numerical calculation of the final outcome distribution for a well-known stochastic epidemic model in a closed population. The model is of the SIR (Susceptible→Infected→ Removed) type, and the infectious period can have any specified distribution. The final outcome distribution is specified by the solution of a triangular system of linear equations, but the form of the distribution leads to inherent numerical problems in the solution. Here we employ multiple precision arithmetic to surmount these problems. As applications of our methodology, we assess the accuracy of two approximations that are frequently used in practice, namely an approximation for the probability of an epidemic occurring, and a Gaussian approximation to the final number infected in the event of an outbreak. We also present an example of Bayesian inference for the epidemic threshold parameter.     

Influence Functions for Sliced Inverse Regression

Abstract.  Sliced inverse regression (SIR) is a dimension reduction technique that is both efficient and simple to implement. The procedure itself relies heavily on estimates that are known to be highly non-robust and, as such, the issue of robustness is often raised. This paper looks at the robustness of SIR by deriving and plotting the influence function for a variety of contamination structures. The sample influence function is also considered and used to highlight that common outlier detection and deletion methods may not be entirely useful to SIR. The asymptotic variance of the estimates is also derived for the single index model when the explanatory variable is known to be normally distributed. The asymptotic variance is then compared for varying choices of the number of slices for a simple model example.     

Statistical Inference on a Stochastic Epidemic Model

In this work, we develop statistical inference for the parameters of a discrete-time stochastic SIR epidemic model. We use a Markov chain for describing the dynamic behavior of the epidemic. Specifically, we propose estimators for the contact and removal rates based on the maximum likelihood and martingale methods, and establish their asymptotic distributions. The obtained results are applied in the statistical analysis of the basic reproduction number, a quantity that is useful in establishing vaccination policies. In order to evaluate the population size for which the results are useful, a numerical study is carried out. Finally, a comparison of the maximum likelihood and martingale estimators is conducted by means of Monte Carlo simulations.     

Hierarchical space-time modelling of epidemic dynamics: an application to measles outbreaks

How infectious diseases spread in space and time is an important question that has received considerable theoretical attention. There are, however, few empirical studies to support theoretical approaches, because data is scarce. In this paper we propose to model the epidemic spread of measles in the London boroughs between 1960 and 1970 by an extension of the Kriged Kalman filter (Mardia et al. , 1998) to count data. Results show the flexibility of our approach in describing complex spatio-temporal dynamics.     

基于vSEIdRm模型的人口迁移以及离汉交通管控对新冠肺炎疫情发展的影响分析

不同于传统( Susceptible-Exposed-Infected-Removed)SEIR流行病传播动力学模型,本文在近期研究的Varying Coefficient Susceptible-Exposed-Infected-Diagnosed-Removed (vSEIdR)模型基础上加上人口迁徙(Migration) 模块,设计开发了vSEIdRm模型,该模型考虑了跨区域人口迁徙对疫情传播的影响,并允许流行病传播参数随时间变化。本文首先对人口迁移数据进行统计分析,建立其与各省新冠肺炎疫情发展的联系。之后,基于vSEIdRm模型估计了疫情初期各省份来自武汉的输入病例数,并定量刻画了离汉交通管控的效果。研究结果显示,离汉交通管控措施有效地减少了各省份的疫情规模。     

Time series modelling of childhood diseases: a dynamical systems approach

A key issue in the dynamical modelling of epidemics is the synthesis of complex mathematical models and data by means of time series analysis. We report such an approach, focusing on the particularly well-documented case of measles. We propose the use of a discrete time epidemic model comprising the infected and susceptible class as state variables. The model uses a discrete time version of the susceptible–exposed–infected–recovered type epidemic models, which can be fitted to observed disease incidence time series. We describe a method for reconstructing the dynamics of the susceptible class, which is an unobserved state variable of the dynamical system. The model provides a remarkable fit to the data on case reports of measles in England and Wales from 1944 to 1964. Morever, its systematic part explains the well-documented predominant biennial cyclic pattern. We study the dynamic behaviour of the time series model and show that episodes of annual cyclicity, which have not previously been explained quantitatively, arise as a response to a quicker replenishment of the susceptible class during the baby boom, around 1947.     

Optimal design of experimental epidemics

We consider the optimal design of controlled experimental epidemics or transmission experiments, whose purpose is to inform the practitioner about disease transmission and recovery rates. Our methodology employs Gaussian diffusion approximations, applicable to epidemics that can be modeled as density-dependent Markov processes and involving relatively large numbers of organisms. We focus on finding (i) the optimal times at which to collect data about the state of the system for a small number of discrete observations, (ii) the optimal numbers of susceptible and infective individuals to begin an experiment with, and (iii) the optimal number of replicate epidemics to use. We adopt the popular D-optimality criterion as providing an appropriate objective function for designing our experiments, since this leads to estimates with maximum precision, subject to valid assumptions about parameter values. We demonstrate the broad applicability of our methodology using a diverse array of compartmental epidemic models: a time-homogeneous SIS epidemic, a time-inhomogeneous SI epidemic with exponentially decreasing transmission rates and a partially observed SIR epidemic where the infectious period for an individual has a gamma distribution.     

Spatio-temporal modeling of infectious disease dynamics

A stochastic model, which is well suited to capture space–time dependence of an infectious disease, was employed in this study to describe the underlying spatial and temporal pattern of measles in Barisal Division, Bangladesh. The model has two components: an endemic component and an epidemic component; weights are used in the epidemic component for better accounting of the disease spread into different geographical regions. We illustrate our findings using a data set of monthly measles counts in the six districts of Barisal, from January 2000 to August 2009, collected from the Expanded Program on Immunization, Bangladesh. The negative binomial model with both the seasonal and autoregressive components was found to be suitable for capturing space–time dependence of measles in Barisal. Analyses were done using general optimization routines, which provided the maximum likelihood estimates with the corresponding standard errors.     

Final outcome probabilities for SIR epidemic model

Abstract

We consider an SIR stochastic epidemic model in which new infections occur at rate f(x, y), where x and y are, respectively, the number of susceptibles and infectives at the time of infection and f is a positive sequence of real functions. A simple explicit formula for the final size distribution is obtained. Some efficient recursive methods are proved for the exact calculation of this distribution. In addition, we give a Gaussian approximation for the final distribution using a diffusion process approximation.     

Efficient likelihood-free Bayesian Computation for?household epidemics

Considerable progress has been made in applying Markov chain Monte Carlo (MCMC) methods to the analysis of epidemic data. However, this likelihood based method can be inefficient due to the limited data available concerning an epidemic outbreak. This paper considers an alternative approach to studying epidemic data using Approximate Bayesian Computation (ABC) methodology. ABC is a simulation-based technique for obtaining an approximate sample from the posterior distribution of the parameters of the model and in an epidemic context is very easy to implement. A new approach to ABC is introduced which generates a set of values from the (approximate) posterior distribution of the parameters during each simulation rather than a single value. This is based upon coupling simulations with different sets of parameters and we call the resulting algorithm coupled ABC. The new methodology is used to analyse final size data for epidemics amongst communities partitioned into households. It is shown that for the epidemic data sets coupled ABC is more efficient than ABC and MCMC-ABC.     

Semiparametric estimation of the duration of immunity from infectious disease time series: influenza as a case-study

Summary.  An important epidemiological problem is to estimate the decay through time of immunity following infection. For this purpose, we propose a semiparametric time series epidemic model that is based on the mechanism of the susceptible–infected–recovered–susceptible system to analyse complex time series data. We develop an estimation method for the model. Simulations show that the approach proposed can capture the non-linearity of epidemics as well as estimate the decay of immunity. We apply our approach to influenza in France and the Netherlands and show a rapid decline in immunity following infection, which agrees with recent spatiotemporal analyses.     

Perfect simulation for Reed-Frost epidemic models

The Reed-Frost epidemic model is a simple stochastic process with parameter q that describes the spread of an infectious disease among a closed population. Given data on the final outcome of an epidemic, it is possible to perform Bayesian inference for q using a simple Gibbs sampler algorithm. In this paper it is illustrated that by choosing latent variables appropriately, certain monotonicity properties hold which facilitate the use of a perfect simulation algorithm. The methods are applied to real data.     

Isometric sliced inverse regression for nonlinear manifold learning

Sliced inverse regression (SIR) was developed to find effective linear dimension-reduction directions for exploring the intrinsic structure of the high-dimensional data. In this study, we present isometric SIR for nonlinear dimension reduction, which is a hybrid of the SIR method using the geodesic distance approximation. First, the proposed method computes the isometric distance between data points; the resulting distance matrix is then sliced according to K-means clustering results, and the classical SIR algorithm is applied. We show that the isometric SIR (ISOSIR) can reveal the geometric structure of a nonlinear manifold dataset (e.g., the Swiss roll). We report and discuss this novel method in comparison to several existing dimension-reduction techniques for data visualization and classification problems. The results show that ISOSIR is a promising nonlinear feature extractor for classification applications.     

Bayesian inference for nonlinear stochastic SIR epidemic model

ABSTRACT

Inference for epidemic parameters can be challenging, in part due to data that are intrinsically stochastic and tend to be observed by means of discrete-time sampling, which are limited in their completeness. The problem is particularly acute when the likelihood of the data is computationally intractable. Consequently, standard statistical techniques can become too complicated to implement effectively. In this work, we develop a powerful method for Bayesian paradigm for susceptible–infected–removed stochastic epidemic models via data-augmented Markov Chain Monte Carlo. This technique samples all missing values as well as the model parameters, where the missing values and parameters are treated as random variables. These routines are based on the approximation of the discrete-time epidemic by diffusion process. We illustrate our techniques using simulated epidemics and finally we apply them to the real data of Eyam plague.     

An extended random-effects approach to modeling repeated, overdispersed count data

Non-Gaussian outcomes are often modeled using members of the so-called exponential family. The Poisson model for count data falls within this tradition. The family in general, and the Poisson model in particular, are at the same time convenient since mathematically elegant, but in need of extension since often somewhat restrictive. Two of the main rationales for existing extensions are (1) the occurrence of overdispersion, in the sense that the variability in the data is not adequately captured by the model's prescribed mean-variance link, and (2) the accommodation of data hierarchies owing to, for example, repeatedly measuring the outcome on the same subject, recording information from various members of the same family, etc. There is a variety of overdispersion models for count data, such as, for example, the negative-binomial model. Hierarchies are often accommodated through the inclusion of subject-specific, random effects. Though not always, one conventionally assumes such random effects to be normally distributed. While both of these issues may occur simultaneously, models accommodating them at once are less than common. This paper proposes a generalized linear model, accommodating overdispersion and clustering through two separate sets of random effects, of gamma and normal type, respectively. This is in line with the proposal by Booth et al. (Stat Model 3:179-181, 2003). The model extends both classical overdispersion models for count data (Breslow, Appl Stat 33:38-44, 1984), in particular the negative binomial model, as well as the generalized linear mixed model (Breslow and Clayton, J Am Stat Assoc 88:9-25, 1993). Apart from model formulation, we briefly discuss several estimation options, and then settle for maximum likelihood estimation with both fully analytic integration as well as hybrid between analytic and numerical integration. The latter is implemented in the SAS procedure NLMIXED. The methodology is applied to data from a study in epileptic seizures.     

Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models

For many stochastic models, it is difficult to make inference about the model parameters because it is impossible to write down a tractable likelihood given the observed data. A common solution is data augmentation in a Markov chain Monte Carlo (MCMC) framework. However, there are statistical problems where this approach has proved infeasible but where simulation from the model is straightforward leading to the popularity of the approximate Bayesian computation algorithm. We introduce a forward simulation MCMC (fsMCMC) algorithm, which is primarily based upon simulation from the model. The fsMCMC algorithm formulates the simulation of the process explicitly as a data augmentation problem. By exploiting non‐centred parameterizations, an efficient MCMC updating schema for the parameters and augmented data is introduced, whilst maintaining straightforward simulation from the model. The fsMCMC algorithm is successfully applied to two distinct epidemic models including a birth–death–mutation model that has only previously been analysed using approximate Bayesian computation methods.     

Gaussian Regularized Sliced Inverse Regression

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity between these predictors or small sample sizes compared to the dimension, the inversion is not possible and a regularization technique has to be used. Our approach is based on a Fisher Lecture given by R.D. Cook where it is shown that SIR axes can be interpreted as solutions of an inverse regression problem. We propose to introduce a Gaussian prior distribution on the unknown parameters of the inverse regression problem in order to regularize their estimation. We show that some existing SIR regularizations can enter our framework, which permits a global understanding of these methods. Three new priors are proposed leading to new regularizations of the SIR method. A comparison on simulated data as well as an application to the estimation of Mars surface physical properties from hyperspectral images are provided.     

Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households

Abstract.  Much recent methodological progress in the analysis of infectious disease data has been due to Markov chain Monte Carlo (MCMC) methodology. In this paper, it is illustrated that rejection sampling can also be applied to a family of inference problems in the context of epidemic models, avoiding the issues of convergence associated with MCMC methods. Specifically, we consider models for epidemic data arising from a population divided into households. The models allow individuals to be potentially infected both from outside and from within the household. We develop methodology for selection between competing models via the computation of Bayes factors. We also demonstrate how an initial sample can be used to adjust the algorithm and improve efficiency. The data are assumed to consist of the final numbers ultimately infected within a sample of households in some community. The methods are applied to data taken from outbreaks of influenza.