Inference in Stochastic Epidemic Models via Multinomial Approximations

• URL: http://arxiv.org/abs/2006.13700v2
• Date: Tue, 23 Feb 2021 12:06:51 GMT
• Title: Inference in Stochastic Epidemic Models via Multinomial Approximations
• Authors: Nick Whiteley, Lorenzo Rimella
• Abstract summary: We introduce a new method for inference in epidemic models. The method is applicable to a class of discrete-time, finite-population compartmental models. 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.
• Score: 2.28438857884398
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• 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.

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