Centro de Investigación en Matemáticas A.C., Jalisco S/N, Col. Valenciana, CP: 36240, Guanajuato, Gto, Mexico.
Math Biosci. 2012 Dec;240(2):250-9. doi: 10.1016/j.mbs.2012.08.005. Epub 2012 Sep 16.
In this paper we address the problem of estimating the parameters of Markov jump processes modeling epidemics and introduce a novel method to conduct inference when data consists on partial observations in one of the state variables. We take the classical stochastic SIR model as a case study. Using the inverse-size expansion of van Kampen we obtain approximations for the first and second moments of the state variables. These approximate moments are in turn matched to the moments of an inputed Generic Discrete distribution aimed at generating an approximate likelihood that is valid both for low count or high count data. We conduct a full Bayesian inference using informative priors. Estimations and predictions are obtained both in a synthetic data scenario and in two Dengue fever case studies.
本文解决了估计马尔可夫跳跃过程参数的问题,该过程用于对传染病建模,并引入了一种在一个状态变量的部分观测数据下进行推理的新方法。我们以经典的随机 SIR 模型作为案例研究。利用范坎彭逆尺寸展开,我们得到了状态变量的一阶和二阶矩的近似值。这些近似矩反过来与输入的通用离散分布的矩相匹配,旨在生成一个近似似然函数,该函数既适用于低计数数据,也适用于高计数数据。我们使用信息先验进行了完整的贝叶斯推断。在合成数据场景和两个登革热病例研究中,我们都进行了估计和预测。