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Register a new userSystemic Infinitesimal Over-dispersion on General Stochastic Graphical Models
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Added by
Ning Ning
Publication date
2021
fields
Mathematical Statistics
and research's language is
English
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Stochastic models of interacting populations have crucial roles in scientific fields such as epidemiology and ecology, yet the standard approach to extending an ordinary differential equation model to a Markov chain does not have sufficient flexibility in the mean-variance relationship to match data (e.g. cite{bjornstad2001noisy}). A previous theory on time-homogeneous dynamics over a single arrow by cite{breto2011compound} showed how gamma white noise could be used to construct certain over-dispersed Markov chains, leading to widely used models (e.g. cite{breto2009time,he2010plug}). In this paper, we define systemic infinitesimal over-dispersion, developing theory and methodology for general time-inhomogeneous stochastic graphical models. Our approach, based on Dirichlet noise, leads to a new class of Markov models over general direct graphs. It is compatible with modern likelihood-based inference methodologies (e.g. cite{ionides2006inference,ionides2015inference,king2008inapparent}) and therefore we can assess how well the new models fit data. We demonstrate our methodology on a widely analyzed measles dataset, adding Dirichlet noise to a classical SEIR (Susceptible-Exposed-Infected-Recovered) model. We find that the proposed methodology has higher log-likelihood than the gamma white noise approach, and the resulting parameter estimations provide new insights into the over-dispersion of this biological system.
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