×

Modeling and inference for infectious disease dynamics: a likelihood-based approach. (English) Zbl 1407.62397

Summary: Likelihood-based statistical inference has been considered in most scientific fields involving stochastic modeling. This includes infectious disease dynamics, where scientific understanding can help capture biological processes in so-called mechanistic models and their likelihood functions. However, when the likelihood of such mechanistic models lacks a closed-form expression, computational burdens are substantial. In this context, algorithmic advances have facilitated likelihood maximization, promoting the study of novel data-motivated mechanistic models over the last decade. Reviewing these models is the focus of this paper. In particular, we highlight statistical aspects of these models like overdispersion, which is key in the interface between nonlinear infectious disease modeling and data analysis. We also point out potential directions for further model exploration.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
92C60 Medical epidemiology

Software:

pomp

References:

[1] Andrieu, C., Doucet, A. and Holenstein, R. (2010). Particle Markov chain Monte Carlo methods. J. R. Stat. Soc. Ser. B. Stat. Methodol.72 269-342. · Zbl 1184.65001
[2] Bakker, K. M., Martinez-Bakker, M. E., Helm, B. and Stevenson, T. J. (2016). Digital epidemiology reveals global childhood disease seasonality and the effects of immunization. Proc. Natl. Acad. Sci. USA 6689-6694.
[3] Barndorff-Nielsen, O. E. and Shiryaev, A. (2010). Change of Time and Change of Measure. Advanced Series on Statistical Science & Applied Probability13. World Scientific Co. Pte. Ltd., Hackensack, NJ. · Zbl 1234.60003
[4] Bartlett, M. S. (1960). Stochastic Population Models in Ecology and Epidemiology. Wiley, New York. · Zbl 0096.13702
[5] Becker, N. (1995). Statistical challenges of epidemic models. In Epidemic Models: Their Structure and Relation to Data (D. Mollison, ed.) 339-349. Cambridge Univ. Press, Cambridge. · Zbl 0841.62097
[6] Bhadra, A. (2010). Discussion of ‘Particle Markov chain Monte Carlo methods’ by C. Andrieu, A. Doucet and R. Holenstein. J. Roy. Statist. Soc. Ser. B72 314-315. · Zbl 1411.65020 · doi:10.1111/j.1467-9868.2009.00736.x
[7] Bhadra, A., Ionides, E. L., Laneri, K., Pascual, M., Bouma, M. and Dhiman, R. C. (2011). Malaria in Northwest India: Data analysis via partially observed stochastic differential equation models driven by Lévy noise. J. Amer. Statist. Assoc.106 440-451. · Zbl 1232.62143 · doi:10.1198/jasa.2011.ap10323
[8] Blackwood, J. C., Cummings, D. A. T., Broutin, H., Iamsirithaworn, S. and Rohani, P. (2013a). Deciphering the impacts of vaccination and immunity on pertussis epidemiology in Thailand. Proc. Natl. Acad. Sci. USA110 9595-9600.
[9] Blackwood, J. C., Streicker, D. G., Altizer, S. and Rohani, P. (2013b). Resolving the roles of immunity, pathogenesis, and immigration for rabies persistence in vampire bats. Proc. Natl. Acad. Sci. USA110 20837-20842.
[10] Blake, I. M., Martin, R., Goel, A., Khetsuriani, N., Everts, J., Wolff, C., Wassilak, S., Aylward, R. B. and Grassly, N. C. (2014). The role of older children and adults in wild poliovirus transmission. Proc. Natl. Acad. Sci. USA111 10604-10609.
[11] Bochner, S. (1949). Diffusion equation and stochastic processes. Proc. Natl. Acad. Sci. USA35 368-370. · Zbl 0033.06803 · doi:10.1073/pnas.35.7.368
[12] Braumann, C. A. (2010). Environmental versus demographic stochasticity in population growth. In Workshop on Branching Processes and Their Applications (M. González Velasco, M. I. Puerto, R. Martínez, M. Molina, M. Mota and A. Ramos, eds.) 37-52. Springer, Berlin.
[13] Breiman, L. (2001). Statistical modeling: The two cultures. Statist. Sci.16 199-231. · Zbl 1059.62505 · doi:10.1214/ss/1009213726
[14] Brémaud, P. (1999). Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues. Springer, New York. · Zbl 0949.60009
[15] Bretó, C. (2012a). On the infinitesimal dispersion of multivariate Markov counting systems. Statist. Probab. Lett.82 720-725. · Zbl 1244.60075
[16] Bretó, C. (2012b). Time changes that result in multiple points in continuous-time Markov counting processes. Statist. Probab. Lett.82 2229-2234. · Zbl 1471.60116
[17] Bretó, C. (2014a). On idiosyncratic stochasticity of financial leverage effects. Statist. Probab. Lett.91 20-26. · Zbl 1400.62234 · doi:10.1016/j.spl.2014.04.003
[18] Bretó, C. (2014b). Trajectory composition of Poisson time changes and Markov counting systems. Statist. Probab. Lett.88 91-98. · Zbl 1296.60202
[19] Bretó, C. (2017). Supplement to “Modeling and Inference for Infectious Disease Dynamics: A Likelihood-Based Approach.” DOI:10.1214/17-STS636SUPPA, DOI:10.1214/17-STS636SUPPB. · Zbl 1407.62397
[20] Bretó, C. and Ionides, E. L. (2011). Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. Stochastic Process. Appl.121 2571-2591. · Zbl 1279.60095 · doi:10.1016/j.spa.2011.07.005
[21] Bretó, C., He, D., Ionides, E. L. and King, A. A. (2009). Time series analysis via mechanistic models. Ann. Appl. Stat.3 319-348. · Zbl 1160.62080 · doi:10.1214/08-AOAS201
[22] Camacho, A., Ballesteros, S., Graham, A. L., Carrat, F., Ratmann, O. and Cazelles, B. (2011). Explaining rapid reinfections in multiple-wave influenza outbreaks: Tristan da Cunha 1971 epidemic as a case study. Proc. R. Soc. Lond., B Biol. Sci.278 3635-3643.
[23] Daley, D. J. and Vere-Jones, D. (2003). An Introduction to the Theory of Point Processes. Volume I: Elementary Theory and Methods. Springer, Berlin. · Zbl 1026.60061
[24] Diekmann, O., Heesterbeek, H. and Britton, T. (2013). Mathematical Tools for Understanding Infectious Disease Dynamics. Princeton Univ. Press, Princeton, NJ. · Zbl 1304.92009
[25] Dobson, A. (2014). Mathematical models for emerging disease. Science346 1294-1295.
[26] Earn, D. J. D., He, D., Loeb, M. B., Fonseca, K., Lee, B. E. and Dushoff, J. (2012). Effects of school closure on incidence of pandemic influenza in Alberta, Canada. Ann. Intern. Med.156 173-181.
[27] Ellner, S. P., Bailey, B. A., Bobashev, G. V., Gallant, A. R., Grenfell, B. T. and Nychka, D. W. (1998). Noise and nonlinearity in measles epidemics: Combining mechanistic and statistical approaches to population modeling. Amer. Nat.151 425-440.
[28] Engen, S., Bakke, O. and Islam, A. (1998). Demographic and environmental stochasticity: Concepts and definitions. Biometrics54 840-846. · Zbl 1058.91572 · doi:10.2307/2533838
[29] Fasiolo, M., Pya, N. and Wood, S. N. (2016). A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology. Statist. Sci.31 96-118. · Zbl 1442.62349
[30] Fujiwara, M. (2009). Environmental Stochasticity. In Encyclopedia of Life Sciences (ELS). Wiley, Chichester.
[31] Gibbons, C. L., Mangen, M.-J. J., Plass, D., Havelaar, A. H., Brooke, R. J., Kramarz, P., Peterson, K. L., Stuurman, A. L., Cassini, A., Fèvre, E. M. and Kretzschmar, M. E. (2014). Measuring underreporting and under-ascertainment in infectious disease datasets: A comparison of methods. BMC Public Health14 1-17.
[32] Gillespie, D. T. (1977). Exact stochastic simulation of coupled chemical reactions. J. Phys. Chem.81 2340-2361.
[33] Gillespie, D. T. (2001). Approximate accelerated stochastic simulation of chemically reacting systems. J. Chem. Phys.115 1716-1733.
[34] Grenfell, B. T., Bjørnstad, O. N. and Finkenstadt, B. F. (2002). Dynamics of measles epidemics: Scaling noise, determinism, and predictability with the TSIR model. Ecol. Monogr.72 185-202.
[35] Haber, M., Longini, I. M. and Cotsonis, G. A. (1988). Models for the statistical analysis of infectious disease data. Biometrics44 163-173. · Zbl 0707.62247 · doi:10.2307/2531904
[36] He, D., Ionides, E. L. and King, A. A. (2010). Plug-and-play inference for disease dynamics: Measles in large and small towns as a case study. J. R. Soc. Interface7 271-283.
[37] He, D., Dushoff, J., Day, T., Ma, J. and Earn, D. (2011). Mechanistic modelling of the three waves of the 1918 influenza pandemic. Theor. Ecol.4 1-6.
[38] He, D., Dushoff, J., Eftimie, R. and Earn, D. J. D. (2013). Patterns of spread of influenza A in Canada. Proc. R. Soc. Lond., B Biol. Sci.280 20131174.
[39] Hougaard, P., Lee, M.-L. T. and Whitmore, G. A. (1997). Analysis of overdispersed count data by mixtures of Poisson variables and Poisson processes. Biometrics53 1225-1238. · Zbl 0911.62101 · doi:10.2307/2533492
[40] Huang, D.-C. (2016). Towards identifying and reducing the bias of disease information extracted from search engine data. PLoS Comput. Biol.12 1-16.
[41] Ionides, E. L., Bretó, C. and King, A. A. (2006). Inference for nonlinear dynamical systems. Proc. Natl. Acad. Sci. USA103 18438-18443.
[42] Ionides, E. L., Bhadra, A., Atchadé, Y. and King, A. A. (2011). Iterated filtering. Ann. Statist.39 1776-1802. · Zbl 1220.62103 · doi:10.1214/11-AOS886
[43] Ionides, E. L., Nguyen, D., Atchadé, Y., Stoev, S. and King, A. A. (2015). Inference for dynamic and latent variable models via iterated, perturbed Bayes maps. Proc. Natl. Acad. Sci. USA112 719-724. · Zbl 1359.62345 · doi:10.1073/pnas.1410597112
[44] Ionides, E. L., Bretó, C., Park, J., Smith, R. A. and King, A. A. (2017). Monte Carlo profile confidence intervals for dynamic systems. J. R. Soc. Interface14.
[45] Jacquez, J. A. (1996). Compartmental Analysis in Biology and Medicine, 3rd ed. BioMedware, Ann Arbor, MI. · Zbl 0703.92001
[46] Kantas, N., Doucet, A., Singh, S. S., Maciejowski, J. and Chopin, N. (2015). On particle methods for parameter estimation in state-space models. Statist. Sci.30 328-351. · Zbl 1332.62096 · doi:10.1214/14-STS511
[47] Keeling, M. J. and Rohani, P. (2008). Modeling Infectious Diseases in Humans and Animals. Princeton Univ. Press, Princeton, NJ. · Zbl 1279.92038
[48] Kendall, B. E., Briggs, C. J., Murdoch, W. W., Turchin, P., Ellner, S. P., McCauley, E., Nisbet, R. M. and Wood, S. N. (1999). Why do populations cycle? A synthesis of statistical and mechanistic modeling approaches. Ecology80 1789-1805.
[49] Kermack, W. O. and McKendrick, A. G. (1927). A contribution to the mathematical theory of epidemics. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.115 700-721. · JFM 53.0517.01 · doi:10.1098/rspa.1927.0118
[50] King, A., Nguyen, D. and Ionides, E. (2016). Statistical inference for partially observed Markov processes via the R package pomp. J. Stat. Softw.69 1-43.
[51] King, A. A., Ionides, E. L., Pascual, M. and Bouma, M. J. (2008). Inapparent infections and cholera dynamics. Nature454 877-880.
[52] King, A. A., Domenech de Cellès, M., Magpantay, F. M. G. and Rohani, P. (2015). Avoidable errors in the modelling of outbreaks of emerging pathogens, with special reference to Ebola. Proc. R. Soc. Lond., B Biol. Sci.282 20150347.
[53] Kozubowski, T. J. and Podgórski, K. (2009). Distributional properties of the negative binomial Lévy process. Probab. Math. Statist.29 43-71. · Zbl 1170.60021
[54] Lande, R., Engen, S. and Saether, B.-E. (2003). Stochastic Population Dynamics in Ecology and Conservation. Oxford Univ. Press, London. · Zbl 1087.92064
[55] Laneri, K., Bhadra, A., Ionides, E. L., Bouma, M., Dhiman, R. C., Yadav, R. S. and Pascual, M. (2010). Forcing versus feedback: Epidemic malaria and monsoon rains in northwest India. PLoS Comput. Biol.6 e1000898.
[56] Laneri, K., Paul, R. E., Tall, A., Faye, J., Diene-Sarr, F., Sokhna, C., Trape, J.-F. and Rodó, X. (2015). Dynamical malaria models reveal how immunity buffers effect of climate variability. Proc. Natl. Acad. Sci. USA112 8786-8791.
[57] Lavine, J. S., King, A. A., Andreasen, V. and Bjørnstad, O. N. (2013). Immune boosting explains regime-shifts in prevaccine-era pertussis dynamics. PLoS ONE8 e72086.
[58] Lee, M.-L. T. and Whitmore, G. A. (1993). Stochastic processes directed by randomized time. J. Appl. Probab.30 302-314. · Zbl 0777.60030 · doi:10.2307/3214840
[59] Lloyd, A. L. (2001). Realistic distributions of infectious periods in epidemic models: Changing patterns of persistence and dynamics. Theor. Popul. Biol.60 59-71.
[60] Magpantay, F. M. G., Domenech de Cellès, M., Rohani, P. and King, A. A. (2016). Pertussis immunity and epidemiology: Mode and duration of vaccine-induced immunity. Parasitology143 835-849.
[61] Marion, G., Renshaw, E. and Gibson, G. (2000). Stochastic modelling of environmental variation for biological populations. Theor. Popul. Biol.57 197-217. · Zbl 0984.92039 · doi:10.1006/tpbi.2000.1450
[62] Marjoram, P., Molitor, J., Plagnol, V. and Tavaré, S. (2003). Markov chain Monte Carlo without likelihoods. Proc. Natl. Acad. Sci. USA100 15324-15328.
[63] Martinez, P. P., King, A. A., Yunus, M., Faruque, A. S. G. and Pascual, M. (2016). Differential and enhanced response to climate forcing in diarrheal disease due to rotavirus across a megacity of the developing world. Proc. Natl. Acad. Sci. USA113 4092-4097.
[64] Martinez-Bakker, M., King, A. A. and Rohani, P. (2015). Unraveling the transmission ecology of polio. PLoS Biology13 e1002172.
[65] McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models, 2nd ed. Chapman & Hall, London. · Zbl 0744.62098
[66] McKenzie, E. (1985). Some simple models for discrete variate time series. J. Am. Water Resour. Assoc.21 645-650.
[67] Müller, U. K. and Petalas, P.-E. (2010). Efficient estimation of the parameter path in unstable time series models. Rev. Econ. Stud.77 1508-1539. · Zbl 1203.62159 · doi:10.1111/j.1467-937X.2010.00603.x
[68] Nadeem, K., Moore, J. E., Zhang, Y. and Chipman, H. (2016). Integrating population dynamics models and distance sampling data: A spatial hierarchical state-space approach. Ecology97 1735-1745.
[69] Nisbet, R. M. and Gurney, W. S. C. (1982). Modelling Fluctuating Populations. Wiley, New York. · Zbl 0593.92013
[70] Renshaw, E. (1991). Modelling Biological Populations in Space and Time. Cambridge Univ. Press, Cambridge. · Zbl 0754.92018
[71] Roy, M., Bouma, M., Ionides, E., Dhiman, R. and Pascual, M. (2013). The potential elimination of Plasmodium vivax malaria by relapse treatment: Insights from a transmission model and surveillance data from NW India. PLoS Negl. Trop. Dis.7 e1979.
[72] Roy, M., Bouma, M., Dhiman, R. C. and Pascual, M. (2015). Predictability of epidemic malaria under non-stationary conditions with process-based models combining epidemiological updates and climate variability. Malar. J.14 1-14.
[73] Scotto, M. G., Weiß, C. H. and Gouveia, S. (2015). Thinning-based models in the analysis of integer-valued time series: A review. Stat. Model.15 590-618. · Zbl 07259004
[74] Shrestha, S., King, A. A. and Rohani, P. (2011). Statistical inference for multi-pathogen systems. PLoS Comput. Biol.7 e1002135.
[75] Shrestha, S., Foxman, B., Weinberger, D. M., Steiner, C., Viboud, C. and Rohani, P. (2013). Identifying the interaction between influenza and pneumococcal pneumonia using incidence data. Sci. Transl. Med.5 191ra84.
[76] Shrestha, S., Foxman, B., Berus, J., van Panhuis, W. G., Steiner, C., Viboud, C. and Rohani, P. (2015). The role of influenza in the epidemiology of pneumonia. Sci. Rep.5 15314.
[77] Siettos, C. I. and Russo, L. (2013). Mathematical modeling of infectious disease dynamics. Virulence4 295-306.
[78] Snyder, D. L. and Miller, M. I. (1991). Random Point Processes in Time and Space. Springer, Berlin. · Zbl 0744.60050
[79] Thakur, A. K. (1991). Model: Mechanistic vs Empirical. In New Trends in Pharmacokinetics (A. Rescigno and A. K. Thakur, eds.) 41-51. Springer, Boston, MA.
[80] Unkel, S., Farrington, C. P., Garthwaite, P. H., Robertson, C. and Andrews, N. (2012). Statistical methods for the prospective detection of infectious disease outbreaks: A review. J. Roy. Statist. Soc. Ser. A175 49-82.
[81] Varughese, M. M. and Fatti, L. P. (2008). Incorporating environmental stochasticity within a biological population model. Theor. Popul. Biol.74 115-129. · Zbl 1210.92060 · doi:10.1016/j.tpb.2008.05.004
[82] Wearing, H. J., Rohani, P. and Keeling, M. J. (2005). Appropriate models for the management of infectious diseases. PLoS Med.2 e174.
[83] Wood, S. N. (2010). Statistical inference for noisy nonlinear ecological dynamic systems. Nature466 1102-1104.
[84] Yang, Y. · Zbl 1259.62107 · doi:10.1111/j.1541-0420.2012.01757.x
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.