Correcting Structural Bias in Dynamical Models of Infectious Disease Using a Bayesian State-Space Framework.

Abstract

Deterministic dynamical models are widely used in infectious disease modelling, but they often become systematically biased when key drivers such as seasonality and random environmental variation are simplified or omitted. This paper proposes a practical way to account for structural bias while preserving the underlying mechanistic model. We model the observed time series as the sum of (i) a deterministic transmission component given by a reduced Ross malaria model and (ii) a latent stochastic seasonal component that captures unresolved seasonal forcing and other unmodelled variability. The seasonal component is defined as a mean-reverting stochastic differential equation with periodic forcing, which can be interpreted as a seasonally forced Ornstein-Uhlenbeck (OU) process and, at the same time, as a dynamically constrained model-discrepancy term. The combined model forms an additive Bayesian state-space system. A key challenge in additive decompositions is identifiability: many combinations of the deterministic and stochastic components can explain the same observations. We therefore use informative priors to stabilise this decomposition, together with a non-centred parameterisation (a reparameterisation that improves MCMC efficiency by sampling standardised noise terms instead of states directly) of the latent stochastic differential equation (SDE) states that enables efficient joint inference with Hamiltonian Monte Carlo (NUTS) in Stan. We validate the approach in three steps: (1) an OU example that contrasts parameter-only inference with latent state-space inference, (2) synthetic experiments that have a good agreement with the observed signal while highlighting the expected negative posterior dependence between components, and (3) an application to five years of monthly malaria case reports from Delta State, Nigeria. In the real-data analysis, the proposed additive ODE-SDE model produces a close fit with coherent uncertainty quantification and a flexible seasonal reconstruction, while keeping the mechanistic transmission model interpretable. Overall, the framework provides a flexible and transferable method for accounting for structural model discrepancy in misspecified dynamical models using a structured stochastic discrepancy.