论文标题

由卡尔曼过滤技术引导的部分观察到的流行动力学的推断

Inference for partially observed epidemic dynamics guided by Kalman filtering techniques

论文作者

Narci, Romain, Delattre, Maud, Larédo, Catherine, Vergu, Elisabeta

论文摘要

尽管最近开发了用于部分观察到的流行动态的方法(未观察到的模型坐标,离散和嘈杂的爆发数据),但实践中仍然存在局限性,主要与增强数据的数量以及众多调谐参数的校准有关。特别是,由于动态流行模型的坐标是耦合的,因此未观察到的坐标的存在导致统计上的困难问题。目的是提出一种能够解决这些问题的易于使用和一般的推理方法。首先,使用流行病的属性,在大型种群中,构建了两层模型。通过基于扩散的方法,获得了依赖流行密度的马尔可夫跳跃过程的高斯近似,代表状态模型。由高斯分布近似的观测模型,由对某些模型坐标的嘈杂观测组成。然后,开发了基于近似可能性的推理方法,使用卡尔曼过滤递归递归,以估计状态和观察模型的参数。关键模型参数的估计量的性能在SIR流行动力学的模拟数据上进行了不同方案的模拟数据,相对于人口大小和观察次数。将此性能与使用众所周知的最大迭代过滤方法获得的性能进行了比较。最后,推断方法应用于1978年英国寄宿学校的流感爆发的真实数据集。

Despite the recent development of methods dealing with partially observed epidemic dynamics (unobserved model coordinates, discrete and noisy outbreak data), limitations remain in practice, mainly related to the quantity of augmented data and calibration of numerous tuning parameters. In particular, as coordinates of dynamic epidemic models are coupled, the presence of unobserved coordinates leads to a statistically difficult problem. The aim is to propose an easy-to-use and general inference method that is able to tackle these issues. First, using the properties of epidemics in large populations, a two-layer model is constructed. Via a diffusion-based approach, a Gaussian approximation of the epidemic density-dependent Markovian jump process is obtained, representing the state model. The observational model, consisting of noisy observations of certain model coordinates, is approximated by Gaussian distributions. Then, an inference method based on an approximate likelihood using Kalman filtering recursion is developed to estimate parameters of both the state and observational models. The performance of estimators of key model parameters is assessed on simulated data of SIR epidemic dynamics for different scenarios with respect to the population size and the number of observations. This performance is compared with that obtained using the well-known maximum iterated filtering method. Finally, the inference method is applied to a real data set on an influenza outbreak in a British boarding school in 1978.

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