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Inference in Epidemic Models without Likelihoods


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  • McKinley Trevelyan

    (University of Cambridge)

  • Cook Alex R

    (National University of Singapore)

  • Deardon Robert

    (University of Guelph)

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    Likelihood-based inference for epidemic models can be challenging, in part due to difficulties in evaluating the likelihood. The problem is particularly acute in models of large-scale outbreaks, and unobserved or partially observed data further complicates this process. Here we investigate the performance of Markov Chain Monte Carlo and Sequential Monte Carlo algorithms for parameter inference, where the routines are based on approximate likelihoods generated from model simulations. We compare our results to a gold-standard data-augmented MCMC for both complete and incomplete data. We illustrate our techniques using simulated epidemics as well as data from a recent outbreak of Ebola Haemorrhagic Fever in the Democratic Republic of Congo and discuss situations in which we think simulation-based inference may be preferable to likelihood-based inference.

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    Bibliographic Info

    Article provided by De Gruyter in its journal The International Journal of Biostatistics.

    Volume (Year): 5 (2009)
    Issue (Month): 1 (July)
    Pages: 1-40

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    Handle: RePEc:bpj:ijbist:v:5:y:2009:i:1:n:24

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    Cited by:
    1. McKinley, Trevelyan J. & Ross, Joshua V. & Deardon, Rob & Cook, Alex R., 2014. "Simulation-based Bayesian inference for epidemic models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 434-447.
    2. Peters, G.W. & Sisson, S.A. & Fan, Y., 2012. "Likelihood-free Bayesian inference for α-stable models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3743-3756.
    3. Christian P. Robert, 2013. "Bayesian Computational Tools," Working Papers 2013-45, Centre de Recherche en Economie et Statistique.


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