Approximation of epidemic models by diffusion processes and their statistical inference

DOI10.1007/S00285-014-0777-8MaRDI QIDQ2512950zbMATH OpenOpenAlexWikidataFDO

Authors Romain Guy, Elisabeta Vergu, Catherine Larédo

Publication date 2 February 2015

Published in Journal of Mathematical Biology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.3492

zbMATH Keywords

minimum contrast estimatorsdiffusion approximationepidemicstime-dependent processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: Multidimensional continuous-time Markov jump processes $(Z(t))$ on $mathbb{Z}^p$ form a usual set-up for modeling $SIR$-like epidemics. However, when facing incomplete epidemic data, inference based on $(Z(t))$ is not easy to be achieved. Here, we start building a new framework for the estimation of key parameters of epidemic models based on statistics of diffusion processes approximating $(Z(t))$. First, previous results on the approximation of density-dependent $SIR$-like models by diffusion processes with small diffusion coefficient $frac1sqrtN$, where $N$ is the population size, are generalized to non-autonomous systems. Second, our previous inference results on discretely observed diffusion processes with small diffusion coefficient are extended to time-dependent diffusions. Consistent and asymptotically Gaussian estimates are obtained for a fixed number $n$ of observations, which corresponds to the epidemic context, and for $Nightarrowinfty$. A correction term, which yields better estimates non asymptotically, is also included. Finally, performances and robustness of our estimators with respect to various parameters such as $R_0$ (the basic reproduction number), $N$, $n$ are investigated on simulations. Two models, $SIR$ and $SIRS$, corresponding to single and recurrent outbreaks, respectively, are used to simulate data. The findings indicate that our estimators have good asymptotic properties and behave noticeably well for realistic numbers of observations and population sizes. This study lays the foundations of a generic inference method currently under extension to incompletely observed epidemic data. Indeed, contrary to the majority of current inference techniques for partially observed processes, which necessitates computer intensive simulations, our method being mostly an analytical approach requires only the classical optimization steps.

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Cited in

(17)

• Statistical inference for epidemic processes in a homogeneous community
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
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