Giuseppina Albano, Virginia Giorno, Francisco Torres-Ruiz
{"title":"Inference of a Susceptible-Infectious stochastic model.","authors":"Giuseppina Albano, Virginia Giorno, Francisco Torres-Ruiz","doi":"10.3934/mbe.2024310","DOIUrl":null,"url":null,"abstract":"<p><p>We considered a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious (SI) epidemic model in which the transmission intensity function was time-dependent. Such a model was well suited to describe some classes of micro-parasitic infections in which individuals never acquired lasting immunity and over the course of the epidemic everyone eventually became infected. The stochastic process related to the deterministic model was transformable into a nonhomogeneous Wiener process so the probability distribution could be obtained. Here we focused on the inference for such a process, by providing an estimation procedure for the involved parameters. We pointed out that the time dependence in the infinitesimal moments of the diffusion process made classical inference methods inapplicable. The proposed procedure were based on the generalized method of moments in order to find a suitable estimate for the infinitesimal drift and variance of the transformed process. Several simulation studies are conduced to test the procedure, these include the time homogeneous case, for which a comparison with the results obtained by applying the maximum likelihood estimation was made, and cases in which the intensity function were time dependent with particular attention to periodic cases. Finally, we applied the estimation procedure to a real dataset.</p>","PeriodicalId":49870,"journal":{"name":"Mathematical Biosciences and Engineering","volume":"21 9","pages":"7067-7083"},"PeriodicalIF":2.6000,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Biosciences and Engineering","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.3934/mbe.2024310","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
Abstract
We considered a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious (SI) epidemic model in which the transmission intensity function was time-dependent. Such a model was well suited to describe some classes of micro-parasitic infections in which individuals never acquired lasting immunity and over the course of the epidemic everyone eventually became infected. The stochastic process related to the deterministic model was transformable into a nonhomogeneous Wiener process so the probability distribution could be obtained. Here we focused on the inference for such a process, by providing an estimation procedure for the involved parameters. We pointed out that the time dependence in the infinitesimal moments of the diffusion process made classical inference methods inapplicable. The proposed procedure were based on the generalized method of moments in order to find a suitable estimate for the infinitesimal drift and variance of the transformed process. Several simulation studies are conduced to test the procedure, these include the time homogeneous case, for which a comparison with the results obtained by applying the maximum likelihood estimation was made, and cases in which the intensity function were time dependent with particular attention to periodic cases. Finally, we applied the estimation procedure to a real dataset.
期刊介绍:
Mathematical Biosciences and Engineering (MBE) is an interdisciplinary Open Access journal promoting cutting-edge research, technology transfer and knowledge translation about complex data and information processing.
MBE publishes Research articles (long and original research); Communications (short and novel research); Expository papers; Technology Transfer and Knowledge Translation reports (description of new technologies and products); Announcements and Industrial Progress and News (announcements and even advertisement, including major conferences).