Sequential Bayesian inference for stochastic epidemic models of cumulative incidence

TL;DR

This paper introduces a computationally efficient sequential Bayesian inference method for stochastic epidemic models, enabling analysis of large datasets and accommodating stochastic infection and reporting rates.

Contribution

It develops a novel inference scheme that approximates the Markov process, allowing tractable posterior estimation and state trajectory propagation in epidemic models.

Findings

Efficient inference for large epidemic datasets.

Ability to incorporate stochastic infection and reporting rates.

Validated with synthetic and real epidemic data.

Abstract

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time window, a continuous-time discrete-valued Markov process provides a natural description of the dynamics of each model component, typically taken to be the number of susceptible, exposed, infected or removed individuals. Fitting the SEIR model to time-course data is a challenging problem due incomplete observations and, consequently, the intractability of the observed data likelihood. Whilst sampling based inference schemes such as Markov chain Monte Carlo are routinely applied, their computational cost typically restricts analysis to data sets of no more than a few thousand infective cases. Instead, we develop a sequential inference scheme that makes use of a computationally cheap approximation of the most natural Markov process model. Crucially, the resulting model allows a tractable conditional parameter posterior which can be summarised in terms of a set of low dimensional statistics. This is used to rejuvenate parameter samples in conjunction with a novel bridge construct for propagating state trajectories conditional on the next observation of cumulative incidence. The resulting inference framework also allows for stochastic infection and reporting rates. We illustrate our approach using synthetic and real data applications.