Inference of a Susceptible–Infectious stochastic model

Giuseppina Albano; Virginia Giorno; Francisco Torres-Ruiz; Giuseppina Albano; Virginia Giorno; Francisco Torres-Ruiz

doi:10.3934/mbe.2024310

Mathematical Biosciences and Engineering

2024, Volume 21, Issue 9: 7067-7083. doi: 10.3934/mbe.2024310

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Inference of a Susceptible–Infectious stochastic model

1.
Dipartimento di Studi Politici e Sociali, Università degli Studi di Salerno, Via Giovanni Paolo Ⅱ, 84084 Fisciano (SA), Italy
2.
Dipartimento di Informatica, Università degli Studi di Salerno, Via Giovanni Paolo Ⅱ, 84084 Fisciano (SA), Italy
3.
Departamento de Estadística e I.O., Universidad de Granada, Avenida de Fuente Nueva s/n, 18071, Granada, Spain
4.
Instituto de Matemáticas de la Universidad de Granada (IMAG), Calle Ventanilla 11, 18001, Granada, Spain

Received: 03 July 2024 Revised: 17 August 2024 Accepted: 26 August 2024 Published: 10 September 2024

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.
- Time inhomogeneous Wiener process,
- Estimating procedure,
- Generalized Method of Moments
Citation: Giuseppina Albano, Virginia Giorno, Francisco Torres-Ruiz. Inference of a Susceptible–Infectious stochastic model[J]. Mathematical Biosciences and Engineering, 2024, 21(9): 7067-7083. doi: 10.3934/mbe.2024310

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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.

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