Approximation of Bayesian Hawkes process with inlabru

Hawkes process are very popular mathematical tools for modeling phenomena exhibiting a self-exciting or self-correcting behavior. Typical examples are earthquakes occurrence, wild-fires, drought, capture-recapture, crime violence, trade exchange, and social network activity. The widespread use of Hawkes process in different fields calls for fast, reproducible, reliable, easy-to-code techniques to implement such models. We offer a technique to perform approximate Bayesian inference of Hawkes process parameters based on the use of the R-package inlabru . The inlabru R-package, in turn, relies on the INLA methodology to approximate the posterior of the parameters. Our Hawkes process approximation is based on a decomposition of the log-likelihood in three parts, which are linearly approximated separately. The linear approximation is performed with respect to the mode of the parameters' posterior distribution, which is determined with an iterative gradient-based method. The approximation of the posterior parameters is therefore deterministic, ensuring full reproducibility of the results. The proposed technique only requires the user to provide the functions to calculate the different parts of the decomposed likelihood, which are internally linearly approximated by the R-package inlabru . We provide a comparison with the bayesianETAS R-package which is based on an MCMC method. The two techniques provide similar results but our approach requires two to ten times less computational time to converge, depending on the amount of data.

THE STOCHASTICITY IN ADHERENCE TO NONPHARMACEUTICAL INTERVENTIONS AND BOOSTER DOSES AND THE MITIGATION OF COVID-19

Facing the more contagious COVID-19 variant, Omicron, nonpharmaceutical interventions (NPIs) were still in place and booster doses were proposed to mitigate the epidemic. However, the uncertainty and stochasticity in individuals' behaviours toward the NPIs and booster dose increase, and how this randomness affects the transmission remains poorly understood. We present a model framework to incorporate demographic stochasticity and two kinds of environmental stochasticity (notably variations in adherence to NPIs and booster dose acceptance) to analyze the effects of different forms of stochasticity on transmission. The model is calibrated using the data from December 31, 2021, to March 8, 2022, on daily reported cases and hospitalizations, cumulative cases, deaths and vaccinations for booster doses in Toronto, Canada. An approximate Bayesian computational (ABC) method is used for calibration. We observe that demographic stochasticity could dramatically worsen the outbreak with more incidence compared with the results of the corresponding deterministic model. We found that large variations in adherence to NPIs increase infections. The randomness in booster dose acceptance will not affect the number of reported cases significantly and it is acceptable in the mitigation of COVID-19. The stochasticity in adherence to NPIs needs more attention compared to booster dose hesitancy. © 2023 American Institute of Mathematical Sciences. All rights reserved.

The Impact of Restricting Community Activities on COVID-19 Transmission: A Case Study in Sumatra Island, Indonesia

Sumatra Island is the third largest island with the second largest population in Indonesia which has the following eight provinces: Aceh, North Sumatra, West Sumatra, Riau, Jambi, South Sumatra, Bengkulu and Lampung. The connectivity of these eight provinces in the economic field is very strong. This encourages high mobility between these provinces. During this Covid-19 pandemic, the high mobility between provinces affects the level of spread of Covid-19 on the island of Sumatra. The central government ordered local governments to implement a community activity restriction program called PPKM. In this article, a study is conducted on the impact of the PKKM program on the spread of Covid 19 on the island of Sumatra, Indonesia. The spread of Covid-19 is modeled using the Susceptible-Infected-Recovered-Death (SIRD) model which considers the mobility factor of the population. The model parameters were estimated using Approximate Bayesian Computation (ABC). The results of the study using this model show that the application of PKKM in several provinces in Sumatra can reduce the level of spread of COVID-19. © 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

Sequential time-window learning with approximate Bayesian computation: an application to epidemic forecasting.

The long duration of the COVID-19 pandemic allowed for multiple bursts in the infection and death rates, the so-called epidemic waves. This complex behavior is no longer tractable by simple compartmental model and requires more sophisticated mathematical techniques for analyzing epidemic data and generating reliable forecasts. In this work, we propose a framework for analyzing complex dynamical systems by dividing the data in consecutive time-windows to be separately analyzed. We fit parameters for each time-window through an approximate Bayesian computation (ABC) algorithm, and the posterior distribution of parameters obtained for one window is used as the prior distribution for the next window. This Bayesian learning approach is tested with data on COVID-19 cases in multiple countries and is shown to improve ABC performance and to produce good short-term forecasting. Supplementary Information: The online version contains supplementary material available at 10.1007/s11071-022-07865-x.

Improving Effectiveness of Simulation-Based Inference in the Massively Parallel Regime

Simulation-based Inference (SBI) is a widely used set of algorithms to learn the parameters of complex scientific simulation models. While primarily run on CPUs in High-Performance Compute clusters, these algorithms have been shown to scale in performance when developed to be run on massively parallel architectures such as GPUs. While parallelizing existing SBI algorithms provides us with performance gains, this might not be the most efficient way to utilize the achieved parallelism. This work proposes a new parallelism-aware adaptation of an existing SBI method, namely approximate Bayesian computation with Sequential Monte Carlo(ABC-SMC). This new adaptation is designed to utilize the parallelism not only for performance gain, but also toward qualitative benefits in the learnt parameters. The key idea is to replace the notion of a single ‘step-size’hyperparameter, which governs how the state space of parameters is explored during learning, with step-sizes sampled from a tuned Beta distribution. This allows this new ABC-SMC algorithm to more efficiently explore the state-space of the parameters being learned. We test the effectiveness of the proposed algorithm to learn parameters for an epidemiology model running on a Tesla T4 GPU. Compared to the parallelized state-of-the-art SBI algorithm, we get similar quality results in <inline-formula><tex-math notation="LaTeX">$\sim 100 \times$</tex-math></inline-formula> fewer simulations and observe <inline-formula><tex-math notation="LaTeX">$\sim 80 \times$</tex-math></inline-formula> lower run-to-run variance across 10 independent trials. IEEE

Modelling the impact of the Omicron BA.5 subvariant in New Zealand.

New Zealand experienced a wave of the Omicron variant of SARS-CoV-2 in early 2022, which occurred against a backdrop of high two-dose vaccination rates, ongoing roll-out of boosters and paediatric doses, and negligible levels of prior infection. New Omicron subvariants have subsequently emerged with a significant growth advantage over the previously dominant BA.2. We investigated a mathematical model that included waning of vaccine-derived and infection-derived immunity, as well as the impact of the BA.5 subvariant which began spreading in New Zealand in May 2022. The model was used to provide scenarios to the New Zealand Government with differing levels of BA.5 growth advantage, helping to inform policy response and healthcare system preparedness during the winter period. In all scenarios investigated, the projected peak in new infections during the BA.5 wave was smaller than in the first Omicron wave in March 2022. However, results indicated that the peak hospital occupancy was likely to be higher than in March 2022, primarily due to a shift in the age distribution of infections to older groups. We compare model results with subsequent epidemiological data and show that the model provided a good projection of cases, hospitalizations and deaths during the BA.5 wave.

Simulating and Forecasting the COVID-19 Spread in a U.S. Metropolitan Region with a Spatial SEIR Model.

The global COVID-19 pandemic has taken a heavy toll on health, social, and economic costs since the end of 2019. Predicting the spread of a pandemic is essential to developing effective intervention policies. Since the beginning of this pandemic, many models have been developed to predict its pathways. However, the majority of these models assume homogeneous dynamics over the geographic space, while the pandemic exhibits substantial spatial heterogeneity. In addition, spatial interaction among territorial entities and variations in their magnitude impact the pandemic dynamics. In this study, we used a spatial extension of the SEIR-type epidemiological model to simulate and predict the 4-week number of COVID-19 cases in the Charlotte-Concord-Gastonia Metropolitan Statistical Area (MSA), USA. We incorporated a variety of covariates, including mobility, pharmaceutical, and non-pharmaceutical interventions, demographics, and weather data to improve the model's predictive performance. We predicted the number of COVID-19 cases for up to four weeks in the 10 counties of the studied MSA simultaneously over the time period 29 March 2020 to 13 March 2021, and compared the results with the reported number of cases using the root-mean-squared error (RMSE) metric. Our results highlight the importance of spatial heterogeneity and spatial interactions among locations in COVID-19 pandemic modeling.

Estimation of age-stratified contact rates during the COVID-19 pandemic using a novel inference algorithm.

Well parameterized epidemiological models including accurate representation of contacts are fundamental to controlling epidemics. However, age-stratified contacts are typically estimated from pre-pandemic/peace-time surveys, even though interventions and public response likely alter contacts. Here, we fit age-stratified models, including re-estimation of relative contact rates between age classes, to public data describing the 2020-2021 COVID-19 outbreak in England. This data includes age-stratified population size, cases, deaths, hospital admissions and results from the Coronavirus Infection Survey (almost 9000 observations in all). Fitting stochastic compartmental models to such detailed data is extremely challenging, especially considering the large number of model parameters being estimated (over 150). An efficient new inference algorithm ABC-MBP combining existing approximate Bayesian computation (ABC) methodology with model-based proposals (MBPs) is applied. Modified contact rates are inferred alongside time-varying reproduction numbers that quantify changes in overall transmission due to pandemic response, and age-stratified proportions of asymptomatic cases, hospitalization rates and deaths. These inferences are robust to a range of assumptions including the values of parameters that cannot be estimated from available data. ABC-MBP is shown to enable reliable joint analysis of complex epidemiological data yielding consistent parametrization of dynamic transmission models that can inform data-driven public health policy and interventions. This article is part of the theme issue 'Technical challenges of modelling real-life epidemics and examples of overcoming these'.

Delays, Masks, the Elderly, and Schools: First Covid-19 Wave in the Czech Republic.

Running across the globe for nearly 2 years, the Covid-19 pandemic keeps demonstrating its strength. Despite a lot of understanding, uncertainty regarding the efficiency of interventions still persists. We developed an age-structured epidemic model parameterized with epidemiological and sociological data for the first Covid-19 wave in the Czech Republic and found that (1) starting the spring 2020 lockdown 4 days earlier might prevent half of the confirmed cases by the end of lockdown period, (2) personal protective measures such as face masks appear more effective than just a realized reduction in social contacts, (3) the strategy of sheltering just the elderly is not at all effective, and (4) leaving schools open is a risky strategy. Despite vaccination programs, evidence-based choice and timing of non-pharmaceutical interventions remains an effective weapon against the Covid-19 pandemic.

Hardware-accelerated Simulation-based Inference of Stochastic Epidemiology Models for COVID-19

Epidemiology models are central to understanding and controlling large-scale pandemics. Several epidemiology models require simulation-based inference such as Approximate Bayesian Computation (ABC) to fit their parameters to observations. ABC inference is highly amenable to efficient hardware acceleration. In this work, we develop parallel ABC inference of a stochastic epidemiology model for COVID-19. The statistical inference framework is implemented and compared on Intel's Xeon CPU, NVIDIA's Tesla V100 GPU, Google's V2 Tensor Processing Unit (TPU), and the Graphcore's Mk1 Intelligence Processing Unit (IPU), and the results are discussed in the context of their computational architectures. Results show that TPUs are 3×, GPUs are 4×, and IPUs are 30× faster than Xeon CPUs. Extensive performance analysis indicates that the difference between IPU and GPU can be attributed to higher communication bandwidth, closeness of memory to compute, and higher compute power in the IPU. The proposed framework scales across 16 IPUs, with scaling overhead not exceeding 8% for the experiments performed. We present an example of our framework in practice, performing inference on the epidemiology model across three countries and giving a brief overview of the results. © 2022 Association for Computing Machinery.

Microscopic Markov Chain Approach for Measuring Mobility Driven SARS-CoV-2 Transmission

After more than a year of non-pharmaceutical interventions, such as, lock-downs and masks, questions remain on how effective these interventions were and could have been. The vast differences in the enforcement of and adherence to policies adds complexity to a problem already surrounded with significant uncertainty. This necessitates a model of disease transmission that can account for these spatial differences in interventions and compliance. In order to measure and predict the spread of disease under various intervention scenarios, we propose a Microscopic Markov Chain Approach (MMCA) in which spatial units each follow their own Markov process for the state of disease but are also connected through an underlying mobility matrix. Cuebiq, an offline intelligence and measurement company, provides aggregated, anonymized cell-phone mobility data which reveal how population behaviors have evolved over the course of the pandemic. These data are leveraged to infer mobility patterns across regions and contact patterns within those regions. The data enables the estimation of a baseline for how the pandemic spread under the true ground conditions, so that we can analyze how different shifts in mobility affect the spread of the disease. We demonstrate the efficacy of the model through a case study of spring break and it’s impact on how the infection spread in Florida during the spring of 2020, at the onset of the pandemic. © 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.

Hindsight is 2020 vision: a characterisation of the global response to the COVID-19 pandemic.

BACKGROUND: The global impact of COVID-19 and the country-specific responses to the pandemic provide an unparalleled opportunity to learn about different patterns of the outbreak and interventions. We model the global pattern of reported COVID-19 cases during the primary response period, with the aim of learning from the past to prepare for the future. METHODS: Using Bayesian methods, we analyse the response to the COVID-19 outbreak for 158 countries for the period 22 January to 9 June 2020. This encompasses the period in which many countries imposed a variety of response measures and initial relaxation strategies. Instead of modelling specific intervention types and timings for each country explicitly, we adopt a stochastic epidemiological model including a feedback mechanism on virus transmission to capture complex nonlinear dynamics arising from continuous changes in community behaviour in response to rising case numbers. We analyse the overall effect of interventions and community responses across diverse regions. This approach mitigates explicit consideration of issues such as period of infectivity and public adherence to government restrictions. RESULTS: Countries with the largest cumulative case tallies are characterised by a delayed response, whereas countries that avoid substantial community transmission during the period of study responded quickly. Countries that recovered rapidly also have a higher case identification rate and small numbers of undocumented community transmission at the early stages of the outbreak. We also demonstrate that uncertainty in numbers of undocumented infections dramatically impacts the risk of multiple waves. Our approach is also effective at pre-empting potential flare-ups. CONCLUSIONS: We demonstrate the utility of modelling to interpret community behaviour in the early epidemic stages. Two lessons learnt that are important for the future are: i) countries that imposed strict containment measures early in the epidemic fared better with respect to numbers of reported cases; and ii) broader testing is required early in the epidemic to understand the magnitude of undocumented infections and recover rapidly. We conclude that clear patterns of containment are essential prior to relaxation of restrictions and show that modelling can provide insights to this end.