Approximation of epidemic models by diffusion processes and their statistical inference
Résumé
Multidimensional continuous-time Markov jump processes [Formula: see text] on [Formula: see text] form a usual set-up for modeling [Formula: see text]-like epidemics. However, when facing incomplete epidemic data, inference based on [Formula: see text] is not easy to be achieved. Here, we start building a new framework for the estimation of key parameters of epidemic models based on statistics of diffusion processes approximating [Formula: see text]. First, previous results on the approximation of density-dependent [Formula: see text]-like models by diffusion processes with small diffusion coefficient [Formula: see text], where [Formula: see text] is the population size, are generalized to non-autonomous systems. Second, our previous inference results on discretely observed diffusion processes with small diffusion coefficient are extended to time-dependent diffusions. Consistent and asymptotically Gaussian estimates are obtained for a fixed number [Formula: see text] of observations, which corresponds to the epidemic context, and for [Formula: see text]. A correction term, which yields better estimates non asymptotically, is also included. Finally, performances and robustness of our estimators with respect to various parameters such as [Formula: see text] (the basic reproduction number), [Formula: see text], [Formula: see text] are investigated on simulations. Two models, [Formula: see text] and [Formula: see text], corresponding to single and recurrent outbreaks, respectively, are used to simulate data. The findings indicate that our estimators have good asymptotic properties and behave noticeably well for realistic numbers of observations and population sizes. This study lays the foundations of a generic inference method currently under extension to incompletely observed epidemic data. Indeed, contrary to the majority of current inference techniques for partially observed processes, which necessitates computer intensive simulations, our method being mostly an analytical approach requires only the classical optimization steps.