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We consider the problem of model choice for stochastic epidemic models given partial observation of a disease outbreak through time. Our main focus is on the use of Bayes factors. Although Bayes factors have appeared in the epidemic modelling literature before, they can be hard to compute and little attention has been given to fundamental questions concerning their utility. In this paper we derive analytic expressions for Bayes factors given complete observation through time, which suggest practical guidelines for model choice problems. We extend the power posterior method for computing Bayes factors so as to account for missing data and apply this approach to partially observed epidemics. For comparison, we also explore the use of a deviance information criterion for missing data scenarios. The methods are illustrated via examples involving both simulated and real data.
We present an importance sampling algorithm that can produce realisations of Markovian epidemic models that exactly match observations, taken to be the number of a single event type over a period of time. The importance sampling can be used to constr
Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo technique. We
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by degenerate d
We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the novelty of usin
Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units and, opti