A primer on inference and prediction with epidemic renewal models and sequential Monte Carlo
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866911172677074944 |
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| author | Steyn, Nicholas Parag, Kris V. Thompson, Robin N. Donnelly, Christl A. |
| author_facet | Steyn, Nicholas Parag, Kris V. Thompson, Robin N. Donnelly, Christl A. |
| contents | Renewal models are widely used in statistical epidemiology as semi-mechanistic models of disease transmission. While primarily used for estimating the instantaneous reproduction number, they can also be used for generating projections, estimating elimination probabilities, modelling the effect of interventions, and more. We demonstrate how simple sequential Monte Carlo methods (also known as particle filters) can be used to perform inference on these models. Our goal is to acquaint a reader who has a working knowledge of statistical inference with these methods and models and to provide a practical guide to their implementation. We focus on these methods' flexibility and their ability to handle multiple statistical and other biases simultaneously. We leverage this flexibility to unify existing methods for estimating the instantaneous reproduction number and generating projections. A companion website SMC and epidemic renewal models provides additional worked examples, self-contained code to reproduce the examples presented here, and additional materials. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_18875 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A primer on inference and prediction with epidemic renewal models and sequential Monte Carlo Steyn, Nicholas Parag, Kris V. Thompson, Robin N. Donnelly, Christl A. Methodology Quantitative Methods Applications Renewal models are widely used in statistical epidemiology as semi-mechanistic models of disease transmission. While primarily used for estimating the instantaneous reproduction number, they can also be used for generating projections, estimating elimination probabilities, modelling the effect of interventions, and more. We demonstrate how simple sequential Monte Carlo methods (also known as particle filters) can be used to perform inference on these models. Our goal is to acquaint a reader who has a working knowledge of statistical inference with these methods and models and to provide a practical guide to their implementation. We focus on these methods' flexibility and their ability to handle multiple statistical and other biases simultaneously. We leverage this flexibility to unify existing methods for estimating the instantaneous reproduction number and generating projections. A companion website SMC and epidemic renewal models provides additional worked examples, self-contained code to reproduce the examples presented here, and additional materials. |
| title | A primer on inference and prediction with epidemic renewal models and sequential Monte Carlo |
| topic | Methodology Quantitative Methods Applications |
| url | https://arxiv.org/abs/2503.18875 |