Accelerating Bayesian inference for stochastic epidemic models using incidence data

DOI10.1007/S11222-023-10311-6zbMATH Open1523.62013arXiv2303.15371MaRDI QIDQ6089189FDOQ6089189

Authors: Andrew Golightly, Laura E. Wadkin, Sam A. Whitaker, Andrew W. Baggaley, N. G. Parker, Theodore Kypraios 

Publication date: 17 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: We consider the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. We eschew the most natural Markov jump process representation for reasons of computational efficiency, and focus on a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. It is in this setting that we consider two approaches for marginalising over the latent process: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the observation model. We compare and contrast these approaches using synthetic data before applying the best performing method to real data consisting of removal incidence of oak processionary moth nests in Richmond Park, London. Our approach further allows comparison between various competing compartment models.

Full work available at URL: https://arxiv.org/abs/2303.15371

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zbMATH Keywords

Bayesian inferencelinear noise approximationstochastic epidemic modelincidence dataoak processionary moth

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Epidemiology (92D30)

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Cited In (3)

• Gaussian process approximations for fast inference from infectious disease data
• A linear noise approximation for stochastic epidemic models fit to partially observed incidence counts
• An application of Bayesian growth mixture modelling to estimate infection incidences from repeated serological tests

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