Deterministic epidemic models overestimate the basic reproduction number of observed outbreaks.

The basic reproduction number, R0, is a well-known quantifier of epidemic spread. However, a class of existing methods for estimating R0 from incidence data early in the epidemic can lead to an over-estimation of this quantity. In particular, when fitting deterministic models to estimate the rate of spread, we do not account for the stochastic nature of epidemics and that, given the same system, some outbreaks may lead to epidemics and some may not. Typically, an observed epidemic that we wish to control is a major outbreak. This amounts to implicit selection for major outbreaks which leads to the over-estimation problem. We formally characterised the split between major and minor outbreaks by using Otsu's method which provides us with a working definition. We show that by conditioning a 'deterministic' model on major outbreaks, we can more reliably estimate the basic reproduction number from an observed epidemic trajectory.

Approximating Quasi-Stationary Behaviour in Network-Based SIS Dynamics.

Deterministic approximations to stochastic Susceptible-Infectious-Susceptible models typically predict a stable endemic steady-state when above threshold. This can be hard to relate to the underlying stochastic dynamics, which has no endemic steady-state but can exhibit approximately stable behaviour. Here, we relate the approximate models to the stochastic dynamics via the definition of the quasi-stationary distribution (QSD), which captures this approximately stable behaviour. We develop a system of ordinary differential equations that approximate the number of infected individuals in the QSD for arbitrary contact networks and parameter values. When the epidemic level is high, these QSD approximations coincide with the existing approximation methods. However, as we approach the epidemic threshold, the models deviate, with these models following the QSD and the existing methods approaching the all susceptible state. Through consistently approximating the QSD, the proposed methods provide a more robust link to the stochastic models.

Impact of the infectious period on epidemics.

The duration of the infectious period is a crucial determinant of the ability of an infectious disease to spread. We consider an epidemic model that is network based and non-Markovian, containing classic Kermack-McKendrick, pairwise, message passing, and spatial models as special cases. For this model, we prove a monotonic relationship between the variability of the infectious period (with fixed mean) and the probability that the infection will reach any given subset of the population by any given time. For certain families of distributions, this result implies that epidemic severity is decreasing with respect to the variance of the infectious period. The striking importance of this relationship is demonstrated numerically. We then prove, with a fixed basic reproductive ratio (R_{0}), a monotonic relationship between the variability of the posterior transmission probability (which is a function of the infectious period) and the probability that the infection will reach any given subset of the population by any given time. Thus again, even when R_{0} is fixed, variability of the infectious period tends to dampen the epidemic. Numerical results illustrate this but indicate the relationship is weaker. We then show how our results apply to message passing, pairwise, and Kermack-McKendrick epidemic models, even when they are not exactly consistent with the stochastic dynamics. For Poissonian contact processes, and arbitrarily distributed infectious periods, we demonstrate how systems of delay differential equations and ordinary differential equations can provide upper and lower bounds, respectively, for the probability that any given individual has been infected by any given time.

The relationships between message passing, pairwise, Kermack-McKendrick and stochastic SIR epidemic models.

We consider a very general stochastic model for an SIR epidemic on a network which allows an individual's infectious period, and the time it takes to contact each of its neighbours after becoming infected, to be correlated. We write down the message passing system of equations for this model and prove, for the first time, that it has a unique feasible solution. We also generalise an earlier result by proving that this solution provides a rigorous upper bound for the expected epidemic size (cumulative number of infection events) at any fixed time [Formula: see text]. We specialise these results to a homogeneous special case where the graph (network) is symmetric. The message passing system here reduces to just four equations. We prove that cycles in the network inhibit the spread of infection, and derive important epidemiological results concerning the final epidemic size and threshold behaviour for a major outbreak. For Poisson contact processes, this message passing system is equivalent to a non-Markovian pair approximation model, which we show has well-known pairwise models as special cases. We show further that a sequence of message passing systems, starting with the homogeneous one just described, converges to the deterministic Kermack-McKendrick equations for this stochastic model. For Poisson contact and recovery, we show that this convergence is monotone, from which it follows that the message passing system (and hence also the pairwise model) here provides a better approximation to the expected epidemic size at time [Formula: see text] than the Kermack-McKendrick model.

Complete hierarchies of SIR models on arbitrary networks with exact and approximate moment closure.

We first generalise ideas discussed by Kiss et al. (2015) to prove a theorem for generating exact closures (here expressing joint probabilities in terms of their constituent marginal probabilities) for susceptible-infectious-removed (SIR) dynamics on arbitrary graphs (networks). For Poisson transmission and removal processes, this enables us to obtain a systematic reduction in the number of differential equations needed for an exact 'moment closure' representation of the underlying stochastic model. We define 'transmission blocks' as a possible extension of the block concept in graph theory and show that the order at which the exact moment closure representation is curtailed is the size of the largest transmission block. More generally, approximate closures of the hierarchy of moment equations for these dynamics are typically defined for the first and second order yielding mean-field and pairwise models respectively. It is frequently implied that, in principle, closed models can be written down at arbitrary order if only we had the time and patience to do this. However, for epidemic dynamics on networks, these higher-order models have not been defined explicitly. Here we unambiguously define hierarchies of approximate closed models that can utilise subsystem states of any order, and show how well-known models are special cases of these hierarchies.

Exact deterministic representation of Markovian SIR epidemics on networks with and without loops.

In a previous paper Sharkey et al. (Bull Math Biol doi: 10.1007/s11538-013-9923-5 , 2012) proved the exactness of closures at the level of triples for Markovian [Formula: see text] (susceptible-infected-removed) dynamics on tree-like networks. This resulted in a deterministic representation of the epidemic dynamics on the network that can be numerically evaluated. In this paper, we extend this modelling framework to certain classes of networks exhibiting loops. We show that closures where the loops are kept intact are exact, and lead to a simplified and numerically solvable system of ODEs (ordinary-differential-equations). The findings of the paper lead us to a generalisation of closures that are based on partitioning the network around nodes that are cut-vertices (i.e. the removal of such a node leads to the network breaking down into at least two disjointed components or subnetworks). Exploiting this structural property of the network yields some natural closures, where the evolution of a particular state can typically be exactly given in terms of the corresponding or projected states on the subnetworks and the cut-vertex. A byproduct of this analysis is an alternative probabilistic proof of the exactness of the closures for tree-like networks presented in Sharkey et al. (Bull Math Biol doi: 10.1007/s11538-013-9923-5 , 2012). In this paper we also elaborate on how the main result can be applied to more realistic networks, for which we write down the ODEs explicitly and compare output from these to results from simulation. Furthermore, we give a general, recipe-like method of how to apply the reduction by closures technique for arbitrary networks, and give an upper bound on the maximum number of equations needed for an exact representation.

Message passing and moment closure for susceptible-infected-recovered epidemics on finite networks.

The message passing approach of Karrer and Newman [Phys. Rev. E 82, 016101 (2010)] is an exact and practicable representation of susceptible-infected-recovered dynamics on finite trees. Here we show that, assuming Poisson contact processes, a pair-based moment-closure representation [Sharkey, J. Math. Biol. 57, 311 (2008)] can be derived from their equations. We extend the applicability of both representations and discuss their relative merits. On arbitrary time-independent networks, as was shown for the message passing formalism, the pair-based moment-closure equations also provide a rigorous lower bound on the expected number of susceptibles at all times.

An exact relationship between invasion probability and endemic prevalence for Markovian SIS dynamics on networks.

Understanding models which represent the invasion of network-based systems by infectious agents can give important insights into many real-world situations, including the prevention and control of infectious diseases and computer viruses. Here we consider Markovian susceptible-infectious-susceptible (SIS) dynamics on finite strongly connected networks, applicable to several sexually transmitted diseases and computer viruses. In this context, a theoretical definition of endemic prevalence is easily obtained via the quasi-stationary distribution (QSD). By representing the model as a percolation process and utilising the property of duality, we also provide a theoretical definition of invasion probability. We then show that, for undirected networks, the probability of invasion from any given individual is equal to the (probabilistic) endemic prevalence, following successful invasion, at the individual (we also provide a relationship for the directed case). The total (fractional) endemic prevalence in the population is thus equal to the average invasion probability (across all individuals). Consequently, for such systems, the regions or individuals already supporting a high level of infection are likely to be the source of a successful invasion by another infectious agent. This could be used to inform targeted interventions when there is a threat from an emerging infectious disease.