A computationally efficient framework for realistic epidemic modelling through Gaussian Markov random fields

We tackle limitations of ordinary differential equation-driven Susceptible-Infections-Removed (SIR) models and their extensions that have recently be employed for epidemic nowcasting and forecasting. In particular, we deal with challenges related to the extension of SIR-type models to account for the so-called \textit{environmental stochasticity}, i.e., external factors, such as seasonal forcing, social cycles and vaccinations that can dramatically affect outbreaks of infectious diseases. Typically, in SIR-type models environmental stochasticity is modelled through stochastic processes. However, this stochastic extension of epidemic models leads to models with large dimension that increases over time. Here we propose a Bayesian approach to build an efficient modelling and inferential framework for epidemic nowcasting and forecasting by using Gaussian Markov random fields to model the evolution of these stochastic processes over time and across population strata. Importantly, we also develop a bespoke and computationally efficient Markov chain Monte Carlo algorithm to estimate the large number of parameters and latent states of the proposed model. We test our approach on simulated data and we apply it to real data from the Covid-19 pandemic in the United Kingdom.

💡 Research Summary

The paper addresses two major shortcomings of conventional ODE‑based epidemic models such as SIR and SEIR: (i) the inability to incorporate external drivers (seasonality, social behavior changes, vaccination campaigns, emergence of new variants) that cause “environmental stochasticity,” and (ii) the computational burden that arises when the transmission rate β(t) is modelled as a stochastic process, because the latent state dimension grows with each time step.
To overcome these issues, the authors propose a Bayesian framework in which the log‑transmission rates (\tilde\beta_{t,m}= \log \beta_{t,m}) evolve over discrete time points and across population strata (e.g., age groups, regions) according to a Gaussian Markov Random Field (GMRF). The GMRF is defined on a lattice with a precision matrix
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