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Annealed sequential Monte Carlo with adaptive multiple-try metropolis kernel and applications to disease transmission models

Resource type
Thesis type
(Project) M.Sc.
Date created
2024-08-12
Authors/Contributors
Abstract
Analyzing infectious diseases such as COVID-19 and their potential to cause pandemics is of utmost importance in epidemiology. Mathematical and statistical epidemiology utilizes various transmission dynamic models to study the spread of infectious diseases, and these models are often represented as a system of Ordinary Differential Equations (ODEs). Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) can be used for conducting Bayesian inference for the unknown parameters in ODEs. However, the standard MCMC and SMC methods become inefficient for complex models with high-dimensional data. To address the computational challenges in transmission models, such as the Susceptible-Infectious-Recovered (SIR) model and the Susceptible-Exposed-Infectious-Recovered (SEIR) model, we propose to integrate an adaptive Multiple-Try Metropolis (MTM) kernel as a proposal between intermediate distributions in the Annealed Sequential Monte Carlo (ASMC) algorithm. A simulation study was performed, implementing the SIR and SEIR models using adaptive MCMC, ASMC, and the proposed algorithm. The results demonstrated the efficiency of our methodology, which achieved comparable results with significantly fewer resources. Moreover, real-data analysis was conducted using the new algorithm on COVID-19 data from Sri Lanka and British Columbia (BC), Canada, during the first half of 2020.
Document
Extent
57 pages.
Identifier
etd23284
Copyright statement
Copyright is held by the author(s).
Permissions
This thesis may be printed or downloaded for non-commercial research and scholarly purposes.
Supervisor or Senior Supervisor
Thesis advisor: Wang, Liangliang
Language
English
Download file Size
etd23284.pdf 28.84 MB

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