Stochastic compartmental models of COVID-19 pandemic must have temporally correlated uncertainties

TL;DR

This paper demonstrates that modeling uncertainties in epidemiological compartmental models with temporally correlated noise, specifically Ornstein-Uhlenbeck processes, provides more accurate forecasts of COVID-19 dynamics than traditional white noise models.

Contribution

It introduces a principled approach to modeling parameter uncertainties using correlated stochastic processes, correcting flaws in common white noise assumptions.

Findings

White noise models underestimate COVID-19 severity.

Ornstein-Uhlenbeck process accurately forecasts Omicron variant.

Correlated noise models avoid unrealistic disease eradication predictions.

Abstract

Compartmental models are an important quantitative tool in epidemiology, enabling us to forecast the course of a communicable disease. However, the model parameters, such as the infectivity rate of the disease, are riddled with uncertainties, which has motivated the development and use of stochastic compartmental models. Here, we first show that a common stochastic model, which treats the uncertainties as white noise, is fundamentally flawed since it erroneously implies that greater parameter uncertainties will lead to the eradication of the disease. Then, we present a principled modeling of the uncertainties based on reasonable assumptions on the contacts of each individual. Using the central limit theorem and Doob's theorem on Gaussian Markov processes, we prove that the correlated Ornstein-Uhlenbeck process is the appropriate tool for modeling uncertainties in the infectivity rate. We demonstrate our results using a compartmental model of the COVID-19 pandemic and the available US data from the Johns Hopkins University COVID-19 database. In particular, we show that the white noise stochastic model systematically underestimates the severity of the Omicron variant of COVID-19, whereas the Ornstein-Uhlenbeck model correctly forecasts the course of this variant. Moreover, using an SIS model of sexually transmitted disease, we derive an exact closed-form solution for the asymptotic distribution of infected individuals. This analytic result shows that the white noise model underestimates the severity of the pandemic because of unrealistic noise-induced transitions. Our results strongly support the need for temporal correlations in modeling of uncertainties in compartmental models of infectious disease.