Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes
نویسندگان
چکیده
This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings.
منابع مشابه
Efficient Bayesian Inference for Partially Observed Stochastic Epidemics and A New Class of Semi−Parametric Time Series Models
This thesis is divided in two distinct parts. In the first part we are concerned with developing new statistical methodology for drawing Bayesian inference for partially observed stochastic epidemic models. In the second part, we develop a novel methodology for constructing a wide class of semi−parametric time series models. First, we introduce a general framework for the heterogeneously mixing...
متن کاملA parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.
Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical proper...
متن کاملVariational Gaussian Process State-Space Models
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse Gaussian processes. The result of learning is a tractable posterior over nonlinear dynamical systems. In comparison to conventional parametric models, we offer th...
متن کاملBayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey
This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each procedure are outlined as well as the advantages of the Bayesian approach versus classical procedures. The paper makes emphasis on recent Bayesian non-parametric approaches for GARCH models that avoid imposing arbitrary pa...
متن کاملA tutorial introduction to Bayesian inference for stochastic epidemic models using Approximate Bayesian Computation.
Likelihood-based inference for disease outbreak data can be very challenging due to the inherent dependence of the data and the fact that they are usually incomplete. In this paper we review recent Approximate Bayesian Computation (ABC) methods for the analysis of such data by fitting to them stochastic epidemic models without having to calculate the likelihood of the observed data. We consider...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره 17 شماره
صفحات -
تاریخ انتشار 2016