In this article, we develop a Bayesian framework for parameter estimation of a computationally expensive dynamic epidemic model using time series epidemic data. Specifically, we work with a model for A/H1N1 influenza, which is implemented as a deterministic computer simulator, taking as input the underlying epidemic parameters and calculating the corresponding time series of reported infections. To obtain Bayesian inference for the epidemic parameters, the simulator is embedded in the likelihood for the reported epidemic data. However, the simulator is computationally slow, making it impractical to use in Bayesian estimation where a large number of simulator runs is required. We propose an efficient approximation to the simulator using an emulator, a statistical model that combines a Gaussian process (GP) prior for the output function of the simulator with a dynamic linear model (DLM) for its evolution through time. This modeling framework is both flexible and tractable, resulting in efficient posterior inference through Markov chain Monte Carlo (MCMC). The proposed dynamic emulator is then used in a calibration procedure to obtain posterior inference for the parameters of the influenza epidemic.
Bibliographical noteFunding Information:
Marian Farah is Career Development Fellow, MRC Biostatistics Unit, Institute of Public Health, Cambridge CB20SR, UK (E-mail: firstname.lastname@example.org). Paul Birrell is Investigator Statistician, MRC Biostatistics Unit, Institute of Public Health, Cambridge CB20SR, UK. (E-mail: email@example.com). Stefano Conti is Statistician, Statistics Unit, Public Health England, HPA Colindale, 61 Colindale Avenue, London NW9 5EQ, UK (E-mail: Stefano.Conti@phe.gov.uk). Daniela De Angelis is Program Leader, MRC Biostatistics Unit, Institute of Public Health, Cambridge, CB20SR, and a senior statistician, Public Health England, Statistics Unit, HPA Colindale, 61 Colindale Avenue, London NW9 5EQ, UK (E-mail: firstname.lastname@example.org). The authors thank Professor Abel Rodríguez and Professor Raquel Prado (University of California, Santa Cruz) for their advice and helpful discussions, Dr. Fei Liu (IBM Thomas J. Watson Research Center) for helpful communication and Matlab code, and Mark Riehl for the BEA simulator flow chart (Figure 1). This research was supported by the UK Medical Research Council (Grant G0600675).
© 2014, © 2014 American Statistical Association.
- Dynamic linear models
- Gaussian process