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Consistent and fast inference in compartmental models of epidemics using Poisson Approximate Likelihoods. (arXiv:2205.13602v1 [stat.ME])
May 30, 2022, 1:10 a.m. | Michael Whitehouse, Nick Whiteley, Lorenzo Rimella
cs.LG updates on arXiv.org arxiv.org
Addressing the challenge of scaling-up epidemiological inference to complex
and heterogeneous models, we introduce Poisson Approximate Likelihood (PAL)
methods. In contrast to the popular ODE approach to compartmental modelling, in
which a large population limit is used to motivate a deterministic model, PALs
are derived from approximate filtering equations for finite-population,
stochastic compartmental models, and the large population limit drives the
consistency of maximum PAL estimators. Our theoretical results appear to be the
first likelihood-based parameter estimation consistency results applicable …
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