Bayesian computational methods for state-space models with application to SIR model

The state-space model is a powerful statistical tool to estimate linear or non-linear discrete-time dynamic systems. This model naturally leads to the estimation problem of the time-varying parameters of the discovery-time demographic version of the susceptible-infected-recovered (SIR) model that we consider. In this paper, we consider computational methods to perform Bayesian inference on state-space models for analysing time-series data. We compare the three popular Bayesian computational methods for state-space models: the adaptive Metropolis-within-Gibbs algorithm, Liu and West's algorithm and variational approximation method based on Gaussian distributions. The performances of the three methods are compared based on synthetic datasets. Furthermore, we analyse the trend of the spread of COVID-19 in South Korea to point out the limitations of existing methods and derive meaningful results. [ FROM AUTHOR] Copyright of Journal of Statistical Computation & Simulation is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full . (Copyright applies to all s.)

A dynamic causal modeling of the second outbreak of COVID-19 in Italy.

While the vaccination campaign against COVID-19 is having its positive impact, we retrospectively analyze the causal impact of some decisions made by the Italian government on the second outbreak of the SARS-CoV-2 pandemic in Italy, when no vaccine was available. First, we analyze the causal impact of reopenings after the first lockdown in 2020. In addition, we also analyze the impact of reopening schools in September 2020. Our results provide an unprecedented opportunity to evaluate the causal relationship between the relaxation of restrictions and the transmission in the community of a highly contagious respiratory virus that causes severe illness in the absence of prophylactic vaccination programs. We present a purely data-analytic approach based on a Bayesian methodology and discuss possible interpretations of the results obtained and implications for policy makers.

Estimation of Transmission Rate and Recovery Rate of SIR Pandemic Model Using Kalman Filter

COVID-19 is a global pandemic that significantly impacts all aspects. The number of victims who died makes this disease so terrible. Various policies continue to be pursued to reduce the spread and impact of COVID-19. The spread of a disease can be modeled in differential equation modeling. This differential equation modeling is known as the SIR Model. A differential equation can be expressed in a state-space model. The state-space model is a model that is widely used to design a modern control system. This research carried out the transmission rate and recovery rate estimates in the SIR pandemic model. Estimation of the transmission rate and recovery rate in this study poses a challenge to the value of the number of people confirmed as infected. The experimental result shows that the transmission and recovery rates can be estimated using the data for the infected and recovered persons. Estimates of infected and recovered people were conducted using the Kalman Filter.

An improved epidemiological-unscented Kalman filter (hybrid SEIHCRDV-UKF) model for the prediction of COVID-19. Application on real-time data.

The prevalence of COVID-19 has been the most serious health challenge of the 21th century to date, concerning national health systems on a daily basis, since December 2019 when it appeared in Wuhan City. Nevertheless, most of the proposed mathematical methodologies aiming to describe the dynamics of an epidemic, rely on deterministic models that are not able to reflect the true nature of its spread. In this paper, we propose a SEIHCRDV model - an extension/improvement of the classic SIR compartmental model - which also takes into consideration the populations of exposed, hospitalized, admitted in intensive care units (ICU), deceased and vaccinated cases, in combination with an unscented Kalman filter (UKF), providing a dynamic estimation of the time dependent system's parameters. The stochastic approach is considered necessary, as both observations and system equations are characterized by uncertainties. Apparently, this new consideration is useful for examining various pandemics more effectively. The reliability of the model is examined on the daily recordings of COVID-19 in France, over a long period of 265 days. Two major waves of infection are observed, starting in January 2021, which signified the start of vaccinations in Europe providing quite encouraging predictive performance, based on the produced NRMSE values. Special emphasis is placed on proving the non-negativity of SEIHCRDV model, achieving a representative basic reproductive number R 0 and demonstrating the existence and stability of disease equilibria according to the formula produced to estimate R 0 . The model outperforms in predictive ability not only deterministic approaches but also state-of-the-art stochastic models that employ Kalman filters. Furthermore, the relevant analysis supports the importance of vaccination, as even a small increase in the dialy vaccination rate could lead to a notable reduction in mortality and hospitalizations.

One Shell of a Problem: Cumulative Threat Analysis of Male Sea Turtles Indicates High Anthropogenic Threat for Migratory Individuals and Gulf of Mexico Residents

Human use of oceans has dramatically increased in the 21st century. Sea turtles are vulnerable to anthropogenic stressors in the marine environment because of lengthy migrations between foraging and breeding sites, often along coastal migration corridors. Little is known about how movement and threat interact specifically for male sea turtles. To better understand male sea turtle movement and the threats they encounter, we satellite-tagged 40 adult male sea turtles of four different species. We calculated movement patterns using state-space modeling (SSM), and quantified threats in seven unique categories;shipping, fishing, light pollution, oil rigs, proximity to coast, marine protected area (MPA) status, and location within or outside of the U.S. Exclusive Economic Zone (EEZ). We found significantly higher threat severity in northern and southern latitudes for green turtles (Chelonia mydas) and Kemp’s ridleys (Lepidochelys kempii) in our study area. Those threats were pervasive, with only 35.9% of SSM points encountering no high threat exposure, of which 47% belong to just two individuals. Kemp’s ridleys were most exposed to high threats among tested species. Lastly, turtles within MPA boundaries face significantly lower threat exposure, indicating MPAs could be a useful conservation tool.

Research on Supply and Demand of Aged Services Resource Allocation in China: A System Dynamics Model

With the rapid growth of the elderly population of China in recent years, the service demands of older Chinese people continue to increase. The increasingly severe situation with respect to the elderly population is an important social problem that China will face for a long time into the future. It is urgent to solve the problem of how to scientifically carry out allocation planning of service resources for the aged and guide the effective supply of service resources. This paper analyzes the factors affecting service resources for the aged, divides China’s service resource supply and demand system into a supply subsystem, a demand subsystem, and a population and economy subsystem. Using system dynamics methods to analyze the causal relationship between variables and the state space method to build a mathematical model and perform simulation analysis, we research the the current situation of China’s service resources supply and demand balance for the aged. In addition, we put forward resource configuration optimization measures for the future allocation of service resources for the aged, providing a practical basis for future decision-making.

Estimating monthly labour force figures during the COVID-19 pandemic in the Netherlands.

Official monthly statistics about the Dutch labour force are based on the Dutch Labour Force Survey (LFS). The LFS is a continuously conducted survey that is designed as a rotating panel design. Data collection among selected households is based on a mixed-mode design that uses web interviewing, telephone interviewing and face-to-face interviewing. Monthly estimates about the labour force are obtained with a structural time series model. Due to the COVID-19 pandemic, face-to-face interviewing stopped. It was anticipated that this would have a systematic effect on the outcomes of the LFS and that the lockdown at the same time affected the real monthly labour force figures. The lockdown indeed marked a sharp turning point in the evolution of the series of the monthly labour force figures and strongly increased the volatility of these series. In this paper, it is explained how Statistics Netherlands produced monthly labour force figures during the COVID-19 pandemic. It is shown how the sudden change in the mode effects, because face-to-face interviewing stopped, were separated from real period-to-period changes in the labour force figures. It is also explained how the time series model is adapted to the increased volatility in the labour force figures.

Epidemic Models and Estimation of the Spread of SARS-CoV-2: Case Study Portoviejo-Ecuador

The mathematical models can help to characterize, quantify, summarize, and determine the severity of the outbreak of the Coronavirus, the estimation of the dynamics of the pandemic helps to identify the type of measures and interventions that can be taken to minimize the impact by classified information. In this work, we propose four epidemiological models to study the spread of SARS-CoV-2. Specifically, two versions of the SIR model (Susceptible, Infectious, and Recovered) are considered, the classical Crank-Nicolson method is used with a stochastic version of the Beta-Dirichlet state-space models. Subsequently, the SEIR model (Susceptible, Exposed, Infectious, and Recovered) is fitted, the Euler method and a stochastic version of the Beta-Dirichlet state-space model are used. In the results of this study (Portoviejo-Ecuador), the SIR model with the Beta-Dirichlet state-space form determines the maximum point of infection in less time than the SIR model with the Crank-Nicolson method. Furthermore, the maximum point of infection is shown by the SEIR model, that is reached during the first two weeks where the virus begins to spread, more efficient is shown by this model. To measure the quality of the estimation of the algorithms, we use three measures of goodness of fit. The estimated errors are negligible for the analyzed data. Finally, the evolution of the spread is predicted, that can be helpful to prevent the capacity of the country’s health system. © 2022, Springer Nature Switzerland AG.

Count-valued time series models for COVID-19 daily death dynamics.

We propose a generalized non-linear state-space model for count-valued time series of COVID-19 fatalities. To capture the dynamic changes in daily COVID-19 death counts, we specify a latent state process that involves second-order differencing and an AR(1)-ARCH(1) model. These modelling choices are motivated by the application and validated by model assessment. We consider and fit a progression of Bayesian hierarchical models under this general framework. Using COVID-19 daily death counts from New York City's five boroughs, we evaluate and compare the considered models through predictive model assessment. Our findings justify the elements included in the proposed model. The proposed model is further applied to time series of COVID-19 deaths from the four most populous counties in Texas. These model fits illuminate dynamics associated with multiple dynamic phases and show the applicability of the framework to localities beyond New York City.