A decision-theoretic framework for uncertainty quantification in epidemiological modelling

Fuente: arXiv
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Autores principales: Steyn, Nicholas, Smith, Freddie Bickford, Mills, Cathal, Shirvaikar, Vik, Donnelly, Christl A, Parag, Kris V
Formato: Preprint
Publicado: 2025
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author Steyn, Nicholas
Smith, Freddie Bickford
Mills, Cathal
Shirvaikar, Vik
Donnelly, Christl A
Parag, Kris V
author_facet Steyn, Nicholas
Smith, Freddie Bickford
Mills, Cathal
Shirvaikar, Vik
Donnelly, Christl A
Parag, Kris V
contents Estimating, understanding, and communicating uncertainty is fundamental to statistical epidemiology, where model-based estimates regularly inform real-world decisions. However, sources of uncertainty are rarely formalised, and existing classifications are often defined inconsistently. This lack of structure hampers interpretation, model comparison, and targeted data collection. Connecting ideas from machine learning, information theory, experimental design, and health economics, we present a first-principles decision-theoretic framework that defines uncertainty as the expected loss incurred by making an estimate based on incomplete information, arguing that this is a highly useful and practically relevant definition for epidemiology. We show how reasoning about future data leads to a notion of expected uncertainty reduction, which induces formal definitions of reducible and irreducible uncertainty. We demonstrate our approach using a case study of SARS-CoV-2 wastewater surveillance in Aotearoa New Zealand, estimating the uncertainty reduction if wastewater surveillance were expanded to the full population. We then connect our framework to relevant literature from adjacent fields, showing how it unifies and extends many of these ideas and how it allows these ideas to be applied to a wider range of models. Altogether, our framework provides a foundation for more reliable, consistent, and policy-relevant uncertainty quantification in infectious disease epidemiology.
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id arxiv_https___arxiv_org_abs_2509_20013
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A decision-theoretic framework for uncertainty quantification in epidemiological modelling
Steyn, Nicholas
Smith, Freddie Bickford
Mills, Cathal
Shirvaikar, Vik
Donnelly, Christl A
Parag, Kris V
Methodology
Quantitative Methods
Estimating, understanding, and communicating uncertainty is fundamental to statistical epidemiology, where model-based estimates regularly inform real-world decisions. However, sources of uncertainty are rarely formalised, and existing classifications are often defined inconsistently. This lack of structure hampers interpretation, model comparison, and targeted data collection. Connecting ideas from machine learning, information theory, experimental design, and health economics, we present a first-principles decision-theoretic framework that defines uncertainty as the expected loss incurred by making an estimate based on incomplete information, arguing that this is a highly useful and practically relevant definition for epidemiology. We show how reasoning about future data leads to a notion of expected uncertainty reduction, which induces formal definitions of reducible and irreducible uncertainty. We demonstrate our approach using a case study of SARS-CoV-2 wastewater surveillance in Aotearoa New Zealand, estimating the uncertainty reduction if wastewater surveillance were expanded to the full population. We then connect our framework to relevant literature from adjacent fields, showing how it unifies and extends many of these ideas and how it allows these ideas to be applied to a wider range of models. Altogether, our framework provides a foundation for more reliable, consistent, and policy-relevant uncertainty quantification in infectious disease epidemiology.
title A decision-theoretic framework for uncertainty quantification in epidemiological modelling
topic Methodology
Quantitative Methods
url https://arxiv.org/abs/2509.20013