Consistent and fast inference in compartmental models of epidemics using Poisson Approximate Likelihoods. (arXiv:2205.13602v2 [stat.ME] UPDATED)

Addressing the challenge of scaling-up epidemiological inference to complex
and heterogeneous models, we introduce Poisson Approximate Likelihood (PAL)
methods. 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 across a broad class of partially observed stochastic
compartmental models concerning the large population limit. Compared to
simulation-based methods such as Approximate Bayesian …

arxiv consistent epidemics inference