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Introduction Jump Markov Processes Some contributions to epidemiology 3 rd Workshop and Conference on Modeling Infectious Diseases Introduction to Stochastic Modelling The Institute of Mathematical Sciences, Chennai, India

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Page 1: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

3rd Workshop and Conference on ModelingInfectious Diseases

Introduction to Stochastic Modelling

The Institute of Mathematical Sciences, Chennai, India

Page 2: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Objectives

• Recall basic concepts of infectious disease modelling.• Define the structure and formalism of stochastic models.• Understand the relationship between deterministic and

stochastic models.• Show several examples of applications of stochastic

modelling.

Page 3: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Contents

Introduction

Density-Dependent Jump Markov Processes

Some contributions of stochastic modelling to epidemiologyInitial extinction riskCritical community sizeMeasles and pertussis in London before/after vaccinationTwo-wave flu outbreak in Tristan da Cunha

Page 4: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Diseases considered

• The models are focussed toward the study of directlytransmitted, micro-parasitic infectious diseases.

• Infectious diseases (such as influenza) can be passedbetween individuals whereas non-infectious diseases(such as arthritis) develop over an individual’s lifespan.

• The infecting pathogen can be either a micro-parasite or amacro-parasite. Micro-parasitic infections develop rapidlyso that the intra-host dynamics can be ignored.

• Infectious diseases (both macro- and micro-parasitic) canalso be sub-divided into two further categories dependingon whether transmission of infection is direct (contact) orindirect (environment).

Keeling & Rohani (2008)

Page 5: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Diseases considered

• The models are focussed toward the study of directlytransmitted, micro-parasitic infectious diseases.

• Infectious diseases (such as influenza) can be passedbetween individuals whereas non-infectious diseases(such as arthritis) develop over an individual’s lifespan.

• The infecting pathogen can be either a micro-parasite or amacro-parasite. Micro-parasitic infections develop rapidlyso that the intra-host dynamics can be ignored.

• Infectious diseases (both macro- and micro-parasitic) canalso be sub-divided into two further categories dependingon whether transmission of infection is direct (contact) orindirect (environment).

Keeling & Rohani (2008)

Page 6: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Diseases considered

• The models are focussed toward the study of directlytransmitted, micro-parasitic infectious diseases.

• Infectious diseases (such as influenza) can be passedbetween individuals whereas non-infectious diseases(such as arthritis) develop over an individual’s lifespan.

• The infecting pathogen can be either a micro-parasite or amacro-parasite. Micro-parasitic infections develop rapidlyso that the intra-host dynamics can be ignored.

• Infectious diseases (both macro- and micro-parasitic) canalso be sub-divided into two further categories dependingon whether transmission of infection is direct (contact) orindirect (environment).

Keeling & Rohani (2008)

Page 7: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Diseases considered

• The models are focussed toward the study of directlytransmitted, micro-parasitic infectious diseases.

• Infectious diseases (such as influenza) can be passedbetween individuals whereas non-infectious diseases(such as arthritis) develop over an individual’s lifespan.

• The infecting pathogen can be either a micro-parasite or amacro-parasite. Micro-parasitic infections develop rapidlyso that the intra-host dynamics can be ignored.

• Infectious diseases (both macro- and micro-parasitic) canalso be sub-divided into two further categories dependingon whether transmission of infection is direct (contact) orindirect (environment).

Keeling & Rohani (2008)

Page 8: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Infection dynamics

Keeling & Rohani (2008)

Page 9: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Infection dynamics

S E I RλI ε ν

Keeling & Rohani (2008)

Page 10: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

The SEIR model

S E I RλI ε ν

• λ: rate at which two individuals come into contact.• λI: per capita force of infection.• ε: inverse of the latent period.• ν: inverse of the infectious period.

Page 11: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

The deterministic SIR model

S I RλI ν

dS(t)dt

=− λS(t)I(t)

dI(t)dt

=λS(t)I(t)− νI(t)

dR(t)dt

=νI(t)

(1)

With(S(0), I(0),R(0)

)= (S0, I0,0)

and constant population size S(t) + I(t) + R(t) = Ω.

Kermack & McKendrick (1927)

Page 12: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

The deterministic SIR model

Kermack & McKendrick (1927)

Page 13: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Two important results

• An epidemic can occur only if S0 > ν/λ, when thepopulation initially susceptible is above a critical size.

• At the end of the epidemic, it remains S∞ susceptibleindividuals, with S∞ solution of the equation:

S∞ = Ω +ν

λln(

S∞S0

). (2)

• Not all susceptibles will get infected during the epidemic.

Kermack & McKendrick (1927)

Page 14: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Why using stochastic models?

1. It is the natural way to describe how an epidemic diseasespreads.

2. Some phenomena are stochastic by nature and cannot bedescribed in a deterministic setting.

3. Take into account the variability of the epidemic processwhen estimating and forecasting.

Page 15: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Why using stochastic models?

1. It is the natural way to describe how an epidemic diseasespreads.

2. Some phenomena are stochastic by nature and cannot bedescribed in a deterministic setting.

3. Take into account the variability of the epidemic processwhen estimating and forecasting.

Page 16: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Why using stochastic models?

1. It is the natural way to describe how an epidemic diseasespreads.

2. Some phenomena are stochastic by nature and cannot bedescribed in a deterministic setting.

3. Take into account the variability of the epidemic processwhen estimating and forecasting.

Page 17: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Three sources of stochasticity

1. Demographic (internal).Depends on the epidemiogical process.

2. Environmental (external).Acts on the epidemiogical process.

3. Observation.Does not change the epidemiological dynamics.

Page 18: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Observation stochasticity

• Diagnostic errors: false positive and false negative.• Incomplete reporting of cases: 60% for measles.• Fluctuations of the reporting rate: change in the number of

GPs in the surveillance system.• The reporting rate at time t is ρt ∼ Gamma(1/φ, ρφ).• Conditioning on ρt and the incidence in the model (Xt ), the

observed incidence Yt |ρt ,Xt ∼ Poisson(ρtXt ).• Conditioning on Xt , Yt follows a negative-binomial

distribution with:

E[Yt |Xt ] = ρXt and Var[Yt |Xt ] = ρXt + φρ2X 2t .

• This corresponds to an overdispersed observation process.

Fine & Clarkson (1982), Breto et al. (2009)

Page 19: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Observation stochasticity

• Diagnostic errors: false positive and false negative.• Incomplete reporting of cases: 60% for measles.• Fluctuations of the reporting rate: change in the number of

GPs in the surveillance system.• The reporting rate at time t is ρt ∼ Gamma(1/φ, ρφ).• Conditioning on ρt and the incidence in the model (Xt ), the

observed incidence Yt |ρt ,Xt ∼ Poisson(ρtXt ).• Conditioning on Xt , Yt follows a negative-binomial

distribution with:

E[Yt |Xt ] = ρXt and Var[Yt |Xt ] = ρXt + φρ2X 2t .

• This corresponds to an overdispersed observation process.

Fine & Clarkson (1982), Breto et al. (2009)

Page 20: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Observation stochasticity

• Diagnostic errors: false positive and false negative.• Incomplete reporting of cases: 60% for measles.• Fluctuations of the reporting rate: change in the number of

GPs in the surveillance system.• The reporting rate at time t is ρt ∼ Gamma(1/φ, ρφ).• Conditioning on ρt and the incidence in the model (Xt ), the

observed incidence Yt |ρt ,Xt ∼ Poisson(ρtXt ).• Conditioning on Xt , Yt follows a negative-binomial

distribution with:

E[Yt |Xt ] = ρXt and Var[Yt |Xt ] = ρXt + φρ2X 2t .

• This corresponds to an overdispersed observation process.

Fine & Clarkson (1982), Breto et al. (2009)

Page 21: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Environmental stochasticity

• Stochastic fluctuations of environmental factors (e.g.temperature, humidity) lead to stochastic fluctuations oftransmission parameters.

dS(t)dt

=− λ(1 + Fξ)S(t)I(t)

dI(t)dt

=λ(1 + Fξ)S(t)I(t)− νI(t)

dR(t)dt

=νI(t)

(3)

where ξ is a random variable and F is a forcing constant.

Breto et al. (2009)

Page 22: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Demographic stochasticity

• Results from the discrete nature of individuals in thepopulation:

(S(t), I(t),R(t)

)∈ N3.

• Mechanistic modelling of random events at the individuallevel:

• Infectious period with mean ν−1 and variance σ2.• Number of contacts ∼ Poisson process with intensity β/Ω.

• One can compute the distribution of the final size of theepidemic (S0 − S∞).

• To go further, let’s assume an exponentially distributedinfectious period: ν−2 = σ2.

• Memory-less property of the exponential distribution:(S(t), I(t),R(t)

): t ≥ 0 becomes a discrete state,

continuous time Markov process.

Andersson & Britton (2000)

Page 23: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Demographic stochasticity

• Results from the discrete nature of individuals in thepopulation:

(S(t), I(t),R(t)

)∈ N3.

• Mechanistic modelling of random events at the individuallevel:

• Infectious period with mean ν−1 and variance σ2.• Number of contacts ∼ Poisson process with intensity β/Ω.

• One can compute the distribution of the final size of theepidemic (S0 − S∞).

• To go further, let’s assume an exponentially distributedinfectious period: ν−2 = σ2.

• Memory-less property of the exponential distribution:(S(t), I(t),R(t)

): t ≥ 0 becomes a discrete state,

continuous time Markov process.

Andersson & Britton (2000)

Page 24: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

SIR with demographic stochasticity

S I RβI/Ω ν

Event Transition Transition probabilitywithin [t , t + dt ]

Infection (s, i , r)→ (s − 1, i + 1, r) βΩsi dt + o(dt)

Recovery (s, i , r)→ (s, i − 1, r + 1) νi dt + o(dt)

Bartlett (1949)

Page 25: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Contents

Introduction

Density-Dependent Jump Markov Processes

Some contributions of stochastic modelling to epidemiologyInitial extinction riskCritical community sizeMeasles and pertussis in London before/after vaccinationTwo-wave flu outbreak in Tristan da Cunha

Page 26: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Definition• Let’s take a model with d compartments and M transitions.• We note X(t) = (X1(t) . . . Xd (t))T ∈ Nd the vector of the

state of the population at time t .• We define each transition Tm,m ∈ 1, . . . ,M, by a vector

of state change: km = (k1m . . . kdm)T ∈ Zd and a jumpintensity am(x), such that:

P(X(t + dt) = x + km|X(t) = x) = am(x)dt + o(dt)

P(X(t + dt) = x|X(t) = x) = 1−M∑

m=1

am(x)dt + o(dt)

(4)

• X(t) : t ≥ 0 is a jump Markov process.• It is density-dependent if am(x) = Ωam(Ω−1x), where Ω is

the population size, assumed constant.Bartlett (1978), Ethier & Kurtz (1986)

Page 27: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Definition• Let’s take a model with d compartments and M transitions.• We note X(t) = (X1(t) . . . Xd (t))T ∈ Nd the vector of the

state of the population at time t .• We define each transition Tm,m ∈ 1, . . . ,M, by a vector

of state change: km = (k1m . . . kdm)T ∈ Zd and a jumpintensity am(x), such that:

P(X(t + dt) = x + km|X(t) = x) = am(x)dt + o(dt)

P(X(t + dt) = x|X(t) = x) = 1−M∑

m=1

am(x)dt + o(dt)

(4)

• X(t) : t ≥ 0 is a jump Markov process.• It is density-dependent if am(x) = Ωam(Ω−1x), where Ω is

the population size, assumed constant.Bartlett (1978), Ethier & Kurtz (1986)

Page 28: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Definition• Let’s take a model with d compartments and M transitions.• We note X(t) = (X1(t) . . . Xd (t))T ∈ Nd the vector of the

state of the population at time t .• We define each transition Tm,m ∈ 1, . . . ,M, by a vector

of state change: km = (k1m . . . kdm)T ∈ Zd and a jumpintensity am(x), such that:

P(X(t + dt) = x + km|X(t) = x) = am(x)dt + o(dt)

P(X(t + dt) = x|X(t) = x) = 1−M∑

m=1

am(x)dt + o(dt)

(4)

• X(t) : t ≥ 0 is a jump Markov process.• It is density-dependent if am(x) = Ωam(Ω−1x), where Ω is

the population size, assumed constant.Bartlett (1978), Ethier & Kurtz (1986)

Page 29: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Definition• Let’s take a model with d compartments and M transitions.• We note X(t) = (X1(t) . . . Xd (t))T ∈ Nd the vector of the

state of the population at time t .• We define each transition Tm,m ∈ 1, . . . ,M, by a vector

of state change: km = (k1m . . . kdm)T ∈ Zd and a jumpintensity am(x), such that:

P(X(t + dt) = x + km|X(t) = x) = am(x)dt + o(dt)

P(X(t + dt) = x|X(t) = x) = 1−M∑

m=1

am(x)dt + o(dt)

(4)

• X(t) : t ≥ 0 is a jump Markov process.• It is density-dependent if am(x) = Ωam(Ω−1x), where Ω is

the population size, assumed constant.Bartlett (1978), Ethier & Kurtz (1986)

Page 30: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Remarks

• Almost all Markov models used in epidemiology areDDJMPs (e.g. Bartlett’s SIR).

• Natural formalism to model demographic stochasticity.• Limited analytical results. Mainly on the final size of an

outbreak (total number of infected individuals).• The law of X(t) at every time t is intractable due to the

non-linearity of the contact process.• In order to study the dynamics of the model, mainly two

solutions:• Monte-Carlo approach: simulate many realisations of the

process to evaluate X(t) empirically.• Analytical approximations: first few moments of X(t), when

population is large.

Andersson & Britton (2000)

Page 31: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Remarks

• Almost all Markov models used in epidemiology areDDJMPs (e.g. Bartlett’s SIR).

• Natural formalism to model demographic stochasticity.• Limited analytical results. Mainly on the final size of an

outbreak (total number of infected individuals).• The law of X(t) at every time t is intractable due to the

non-linearity of the contact process.• In order to study the dynamics of the model, mainly two

solutions:• Monte-Carlo approach: simulate many realisations of the

process to evaluate X(t) empirically.• Analytical approximations: first few moments of X(t), when

population is large.

Andersson & Britton (2000)

Page 32: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Doob-Gillespie algorithm

• Proposed by Joseph L. Doob in 1940s and popularized byDaniel T. Gillespie in 1970s.

• Given a state x and a time t , simulate the following event:No transition occurs during the time interval [t , t + τ [ andthe transition Tµ occurs at the time t + τ .

• One can show that τ and µ are two random variables withprobability density:

p(τ) = a0(x) exp(−a0(x)τ), τ > 0, (5)

p(µ) =aµ(x)

a0(x), µ = 1, . . . ,M, (6)

where a0(x) =∑M

m=1 am(x).• Slow for large populations because E[τ ] = 1/a0(x) ∝ 1/Ω.

Doob (1942), Gillespie (1977)

Page 33: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Doob-Gillespie algorithm

• Proposed by Joseph L. Doob in 1940s and popularized byDaniel T. Gillespie in 1970s.

• Given a state x and a time t , simulate the following event:No transition occurs during the time interval [t , t + τ [ andthe transition Tµ occurs at the time t + τ .

• One can show that τ and µ are two random variables withprobability density:

p(τ) = a0(x) exp(−a0(x)τ), τ > 0, (5)

p(µ) =aµ(x)

a0(x), µ = 1, . . . ,M, (6)

where a0(x) =∑M

m=1 am(x).• Slow for large populations because E[τ ] = 1/a0(x) ∝ 1/Ω.

Doob (1942), Gillespie (1977)

Page 34: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Analytical approximations• Results obtained by Thomas G. Kurtz in the 1970s for the

large population limit Ω→∞ of XΩ = XΩ(t) : t ≥ 0.• Two theorems characterise the convergence of the

sequences of Ω−1XΩ.• Law of large numbers: for large population size and large

initial conditions, Ω−1XΩ can be approximated, over abounded time interval, by the deterministic solution φ:

dφ(t)dt

= F(φ(t)),

φ(0) = φ0,(7)

where F(x) =∑M

m=1 kmam(x),x ∈ Rd .• Kermack and McKendrick’s SIR model can be retrieved as

the large population limit of Bartlett’s SIR model.Ethier & Kurtz (1986)

Page 35: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Analytical approximations• Results obtained by Thomas G. Kurtz in the 1970s for the

large population limit Ω→∞ of XΩ = XΩ(t) : t ≥ 0.• Two theorems characterise the convergence of the

sequences of Ω−1XΩ.• Law of large numbers: for large population size and large

initial conditions, Ω−1XΩ can be approximated, over abounded time interval, by the deterministic solution φ:

dφ(t)dt

= F(φ(t)),

φ(0) = φ0,(7)

where F(x) =∑M

m=1 kmam(x),x ∈ Rd .• Kermack and McKendrick’s SIR model can be retrieved as

the large population limit of Bartlett’s SIR model.Ethier & Kurtz (1986)

Page 36: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

• The next step is to study the deviations of Ω−1XΩ from φ.• Kurtz’s central limit theorem establishes that these

deviations are Gaussian and of the order of 1/√

Ω.• It follows from these 2 theorems that XΩ can be

approximated in distribution by:

XΩ = Ωφ +√

ΩY, (8)

with E[Y(t)] = Φ(t ,0)Y0 and Ξ(t) = Cov[Y(t),Y(t)]solution of:

dΞdt

= ∂F(φ)Ξ + Ξ(∂F(φ))T + G(φ), (9)

where G(x) =∑M

m=1 kmkTmam(x).

• If Y0 = 0, XΩ is a Gaussian process with meanE[XΩ(t)] = Ωφ(t) and covariance Σ(t) = ΩΞ(t).

Ethier & Kurtz (1986)

Page 37: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

• The next step is to study the deviations of Ω−1XΩ from φ.• Kurtz’s central limit theorem establishes that these

deviations are Gaussian and of the order of 1/√

Ω.• It follows from these 2 theorems that XΩ can be

approximated in distribution by:

XΩ = Ωφ +√

ΩY, (8)

with E[Y(t)] = Φ(t ,0)Y0 and Ξ(t) = Cov[Y(t),Y(t)]solution of:

dΞdt

= ∂F(φ)Ξ + Ξ(∂F(φ))T + G(φ), (9)

where G(x) =∑M

m=1 kmkTmam(x).

• If Y0 = 0, XΩ is a Gaussian process with meanE[XΩ(t)] = Ωφ(t) and covariance Σ(t) = ΩΞ(t).

Ethier & Kurtz (1986)

Page 38: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

• The next step is to study the deviations of Ω−1XΩ from φ.• Kurtz’s central limit theorem establishes that these

deviations are Gaussian and of the order of 1/√

Ω.• It follows from these 2 theorems that XΩ can be

approximated in distribution by:

XΩ = Ωφ +√

ΩY, (8)

with E[Y(t)] = Φ(t ,0)Y0 and Ξ(t) = Cov[Y(t),Y(t)]solution of:

dΞdt

= ∂F(φ)Ξ + Ξ(∂F(φ))T + G(φ), (9)

where G(x) =∑M

m=1 kmkTmam(x).

• If Y0 = 0, XΩ is a Gaussian process with meanE[XΩ(t)] = Ωφ(t) and covariance Σ(t) = ΩΞ(t).

Ethier & Kurtz (1986)

Page 39: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Monte-Carlo vs Gaussian approximation

Macroscopic value

0 5 10 15 20 25Time (days)

0

50

100

150

200

250

300

350

Infe

ctiv

es (I

)

1e-05

0.0001

0.001

0.01

0.1

195% Confidence interval

0 5 10 15 20 25Time (days)

0

50

100

150

200

250

300

350

Infe

ctiv

es (I

)

Large initial condition I0

Page 40: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Monte-Carlo vs Gaussian approximation

Macroscopic value

0 5 10 15 20 25Time (days)

-100

0

100

200

300

400

Infe

ctiv

es (I

)

1e-05

0.0001

0.001

0.01

0.1

195% Confidence interval

0 5 10 15 20 25Time (days)

-100

0

100

200

300

400

Infe

ctiv

es (I

)

Small initial condition I0.

Page 41: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Contents

Introduction

Density-Dependent Jump Markov Processes

Some contributions of stochastic modelling to epidemiologyInitial extinction riskCritical community sizeMeasles and pertussis in London before/after vaccinationTwo-wave flu outbreak in Tristan da Cunha

Page 42: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk• In the stochastic SIR model, a major epidemic can still be

avoided even if R0 > 1.• The initial phase of the epidemic can be described by a

birth-death process: individuals live for a random duration(infectious period) during which they give birth (infect)according to a Poisson process with intensity β.

• The probability Pext that the birth-death process stops aftera finite number of generations is qI0 , where q is the uniqueroot in [0,1[ of s = f (s), with

f (s) =

∫ ∞0

e−βt(1−s)gI(t)dt , |s| ≤ 1, (10)

where gI is the pdf of the infectious period.• For DDJMPs, we can set gI(t ; k , ν) = Γ(k , kν), k ∈ N∗:

Becker (1977), Andersson & Britton (2000)

Page 43: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk• In the stochastic SIR model, a major epidemic can still be

avoided even if R0 > 1.• The initial phase of the epidemic can be described by a

birth-death process: individuals live for a random duration(infectious period) during which they give birth (infect)according to a Poisson process with intensity β.

• The probability Pext that the birth-death process stops aftera finite number of generations is qI0 , where q is the uniqueroot in [0,1[ of s = f (s), with

f (s) =

∫ ∞0

e−βt(1−s)gI(t)dt , |s| ≤ 1, (10)

where gI is the pdf of the infectious period.• For DDJMPs, we can set gI(t ; k , ν) = Γ(k , kν), k ∈ N∗:

Becker (1977), Andersson & Britton (2000)

Page 44: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk• In the stochastic SIR model, a major epidemic can still be

avoided even if R0 > 1.• The initial phase of the epidemic can be described by a

birth-death process: individuals live for a random duration(infectious period) during which they give birth (infect)according to a Poisson process with intensity β.

• The probability Pext that the birth-death process stops aftera finite number of generations is qI0 , where q is the uniqueroot in [0,1[ of s = f (s), with

f (s) =

∫ ∞0

e−βt(1−s)gI(t)dt , |s| ≤ 1, (10)

where gI is the pdf of the infectious period.• For DDJMPs, we can set gI(t ; k , ν) = Γ(k , kν), k ∈ N∗:

Becker (1977), Andersson & Britton (2000)

Page 45: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk• In the stochastic SIR model, a major epidemic can still be

avoided even if R0 > 1.• The initial phase of the epidemic can be described by a

birth-death process: individuals live for a random duration(infectious period) during which they give birth (infect)according to a Poisson process with intensity β.

• The probability Pext that the birth-death process stops aftera finite number of generations is qI0 , where q is the uniqueroot in [0,1[ of s = f (s), with

f (s) =

∫ ∞0

e−βt(1−s)gI(t)dt , |s| ≤ 1, (10)

where gI is the pdf of the infectious period.• For DDJMPs, we can set gI(t ; k , ν) = Γ(k , kν), k ∈ N∗:

Becker (1977), Andersson & Britton (2000)

Page 46: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Erlang distribution

S I1... Ik R

! I! k" k" k"

time

0.0

0.1

0.2

0.3

0.4

0.5

0 2 4 6 8

k = 1 k = 5

gI(t ; k , ν) =(kν)k tk−1e−kνt

(k − 1)!

VarI(t ; k , ν) =1

kν2

Page 47: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk

• Pext = qI0k

• For k = 1 (exponential distribution), q1 = 1/R0.• For k = 2:

q2 =12

(1 +

4R0−

√1 +

8R0

), (11)

and q2 < q1, ∀R0 > 1.• For k ≥ 3, f (s) = s is a ≥ 4th degree polynomial equation

and we rely on numerical solutions.

Becker (1977), Andersson & Britton (2000)

Page 48: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk

• Pext = qI0k

• For k = 1 (exponential distribution), q1 = 1/R0.• For k = 2:

q2 =12

(1 +

4R0−

√1 +

8R0

), (11)

and q2 < q1, ∀R0 > 1.• For k ≥ 3, f (s) = s is a ≥ 4th degree polynomial equation

and we rely on numerical solutions.

Becker (1977), Andersson & Britton (2000)

Page 49: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk

• Pext = qI0k

• For k = 1 (exponential distribution), q1 = 1/R0.• For k = 2:

q2 =12

(1 +

4R0−

√1 +

8R0

), (11)

and q2 < q1, ∀R0 > 1.• For k ≥ 3, f (s) = s is a ≥ 4th degree polynomial equation

and we rely on numerical solutions.

Becker (1977), Andersson & Britton (2000)

Page 50: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Initial extinction risk

R0

sh

ap

e k

1

2

3

4

5

6

7

8

9

10

1 1.5 2 2.5 3 4 5 6 7 8 9 10

q

0.001

0.01

0.05

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

Pathogens with more variable infectious periods have a higherrisk of initial extinction.

Page 51: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 52: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 53: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 54: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size• Minimum size of a closed human population within which a

pathogen can persist indefinitely.• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.

• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.Bartlett (1957), Choisy et al. (2007)

Page 55: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 56: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 57: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Minimum size of a closed human population within which apathogen can persist indefinitely.

• The value of the CCS depends on the pathogen.• The CCS of measles is between 100,000 and 200,000 ind.• There is a lack of such data for other diseases.• How can we estimate the CCS for these diseases?• One solution is to use stochastic modelling since the CCS

is linked to the concept of risk of extinction.

Bartlett (1957), Choisy et al. (2007)

Page 58: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measure of persistence• SIR with birth and death (average life expectancy = 1/µ)

S I R! "

µ

µ

• We consider the expected time to extinction E[TΩ] as ameasure of persistence: TΩ = inft ≥ 0 : IΩ(t) = 0.

• We start from the quasi-stationary distribution, which is thelimit of the distribution conditioned on non-extinction:

π(Ω)x = lim

t→∞p(XΩ(t) = x|XΩ(t) /∈ A). (12)

• It follows that TΩ is exponentially distributed with mean:

E[TΩ] =1

(ν + µ)π(Ω).,1

, (13)

where π(Ω).,1 =

∑Ωs=0 π

(Ω)s,1 is the marginal probability of

having a single infectious individual at quasi-stationarity.Darroch & Seneta (1967), Andersson & Britton (2000)

Page 59: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measure of persistence• SIR with birth and death (average life expectancy = 1/µ)

time

pre

va

len

ce

0

100

200

300

0 50 100 150 200 250 300

epidemic fadeout endemic fadeout deterministic

• We consider the expected time to extinction E[TΩ] as ameasure of persistence: TΩ = inft ≥ 0 : IΩ(t) = 0.

• We start from the quasi-stationary distribution, which is thelimit of the distribution conditioned on non-extinction:

π(Ω)x = lim

t→∞p(XΩ(t) = x|XΩ(t) /∈ A). (12)

• It follows that TΩ is exponentially distributed with mean:

E[TΩ] =1

(ν + µ)π(Ω).,1

, (13)

where π(Ω).,1 =

∑Ωs=0 π

(Ω)s,1 is the marginal probability of

having a single infectious individual at quasi-stationarity.Darroch & Seneta (1967), Andersson & Britton (2000)

Page 60: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measure of persistence• SIR with birth and death (average life expectancy = 1/µ)• We consider the expected time to extinction E[TΩ] as a

measure of persistence: TΩ = inft ≥ 0 : IΩ(t) = 0.• We start from the quasi-stationary distribution, which is the

limit of the distribution conditioned on non-extinction:

π(Ω)x = lim

t→∞p(XΩ(t) = x|XΩ(t) /∈ A). (12)

• It follows that TΩ is exponentially distributed with mean:

E[TΩ] =1

(ν + µ)π(Ω).,1

, (13)

where π(Ω).,1 =

∑Ωs=0 π

(Ω)s,1 is the marginal probability of

having a single infectious individual at quasi-stationarity.Darroch & Seneta (1967), Andersson & Britton (2000)

Page 61: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measure of persistence• SIR with birth and death (average life expectancy = 1/µ)• We consider the expected time to extinction E[TΩ] as a

measure of persistence: TΩ = inft ≥ 0 : IΩ(t) = 0.• We start from the quasi-stationary distribution, which is the

limit of the distribution conditioned on non-extinction:

π(Ω)x = lim

t→∞p(XΩ(t) = x|XΩ(t) /∈ A). (12)

• It follows that TΩ is exponentially distributed with mean:

E[TΩ] =1

(ν + µ)π(Ω).,1

, (13)

where π(Ω).,1 =

∑Ωs=0 π

(Ω)s,1 is the marginal probability of

having a single infectious individual at quasi-stationarity.Darroch & Seneta (1967), Andersson & Britton (2000)

Page 62: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measure of persistence• SIR with birth and death (average life expectancy = 1/µ)• We consider the expected time to extinction E[TΩ] as a

measure of persistence: TΩ = inft ≥ 0 : IΩ(t) = 0.• We start from the quasi-stationary distribution, which is the

limit of the distribution conditioned on non-extinction:

π(Ω)x = lim

t→∞p(XΩ(t) = x|XΩ(t) /∈ A). (12)

• It follows that TΩ is exponentially distributed with mean:

E[TΩ] =1

(ν + µ)π(Ω).,1

, (13)

where π(Ω).,1 =

∑Ωs=0 π

(Ω)s,1 is the marginal probability of

having a single infectious individual at quasi-stationarity.Darroch & Seneta (1967), Andersson & Britton (2000)

Page 63: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Quasi-stationary distribution• In practice, it is not possible to compute π(Ω)

s,i analytically.• Heuristic: use the endemic equilibrium of the Gaussian

approximation.

Macroscopic value

0 5 10 15 20 25 30 35

Time (days)

0

20

40

60

80

100

Infe

ctiv

es n

um

ber

0.0001

0.001

0.01

0.1

1

95% Confidence interval

0 5 10 15 20 25 30 35

Time (days)

0

20

40

60

80

100

Infe

ctiv

es n

um

ber

Nasell (1999, 2003, 2005)

Page 64: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Bartlett (1960): the size of the community for whichmeasles is as likely as not to fade out after a majorepidemic.

• I. Nasell (2005): The critical community size is that value ofΩ for which the median time to extinction equals onequasi-period T0:

T0 = E[TΩ] log 2 (14)

• For measles (R0 = 14, ν−1 = 1 week, µ−1 = 70 years) thequasi-period is T0 = 2.06 years.

• Finally, using the Gaussian approximation to estimateE[TΩ] in (13), one obtains ΩCCS ≈ 115,000 ind.

Bartlett (1960), Nasell (2005)

Page 65: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Bartlett (1960): the size of the community for whichmeasles is as likely as not to fade out after a majorepidemic.

• I. Nasell (2005): The critical community size is that value ofΩ for which the median time to extinction equals onequasi-period T0:

T0 = E[TΩ] log 2 (14)

• For measles (R0 = 14, ν−1 = 1 week, µ−1 = 70 years) thequasi-period is T0 = 2.06 years.

• Finally, using the Gaussian approximation to estimateE[TΩ] in (13), one obtains ΩCCS ≈ 115,000 ind.

Bartlett (1960), Nasell (2005)

Page 66: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Bartlett (1960): the size of the community for whichmeasles is as likely as not to fade out after a majorepidemic.

• I. Nasell (2005): The critical community size is that value ofΩ for which the median time to extinction equals onequasi-period T0:

T0 = E[TΩ] log 2 (14)

• For measles (R0 = 14, ν−1 = 1 week, µ−1 = 70 years) thequasi-period is T0 = 2.06 years.

• Finally, using the Gaussian approximation to estimateE[TΩ] in (13), one obtains ΩCCS ≈ 115,000 ind.

Bartlett (1960), Nasell (2005)

Page 67: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Critical community size

• Bartlett (1960): the size of the community for whichmeasles is as likely as not to fade out after a majorepidemic.

• I. Nasell (2005): The critical community size is that value ofΩ for which the median time to extinction equals onequasi-period T0:

T0 = E[TΩ] log 2 (14)

• For measles (R0 = 14, ν−1 = 1 week, µ−1 = 70 years) thequasi-period is T0 = 2.06 years.

• Finally, using the Gaussian approximation to estimateE[TΩ] in (13), one obtains ΩCCS ≈ 115,000 ind.

Bartlett (1960), Nasell (2005)

Page 68: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Page 69: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measles and pertussis in London before/aftervaccination

• The biannual cycle of measles becomes irregular aftervaccination.

• The multi-annual cycle of pertussis becomes more regular.• Although both incidences decrease, the amplitude of

pertussis epidemics is similar to that in the pre-vaccine era.• How pathogens with similar R0 (≈ 17) and infectious

periods (around 2 weeks) can have such differentdynamics and transitions following vaccination?

Keeling (2001), Rohani et al. (1999, 2002)

Page 70: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measles and pertussis in London before/aftervaccination

• The biannual cycle of measles becomes irregular aftervaccination.

• The multi-annual cycle of pertussis becomes more regular.• Although both incidences decrease, the amplitude of

pertussis epidemics is similar to that in the pre-vaccine era.• How pathogens with similar R0 (≈ 17) and infectious

periods (around 2 weeks) can have such differentdynamics and transitions following vaccination?

Keeling (2001), Rohani et al. (1999, 2002)

Page 71: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Measles and pertussis in London before/aftervaccination

• The biannual cycle of measles becomes irregular aftervaccination.

• The multi-annual cycle of pertussis becomes more regular.• Although both incidences decrease, the amplitude of

pertussis epidemics is similar to that in the pre-vaccine era.• How pathogens with similar R0 (≈ 17) and infectious

periods (around 2 weeks) can have such differentdynamics and transitions following vaccination?

Keeling (2001), Rohani et al. (1999, 2002)

Page 72: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Deterministic vs Stochastic paradigms

• Deterministic paradigm: complex interactions betweennon-linearity and seasonal forcing lead to amplifiedoscillations (resonance) and very rich dynamics.

• In this paradigm, stochasticity only plays a passive role:switch between attractors.

• Stochastic paradigm: resonance depends on the capacityof demographic stochasticity to amplify oscillations (activerole).

• Gaussian approximation allows us to derive two quantities:• Amplification: system’s capacity to sustain and amplify the

stochastic fluctuations.• Coherence: measures the concentration of spectral power

around the dominant endogenous frequency.

Earn (2000), Dushoff (2004), Alonso et al. (2007)

Page 73: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Deterministic vs Stochastic paradigms

• Deterministic paradigm: complex interactions betweennon-linearity and seasonal forcing lead to amplifiedoscillations (resonance) and very rich dynamics.

• In this paradigm, stochasticity only plays a passive role:switch between attractors.

• Stochastic paradigm: resonance depends on the capacityof demographic stochasticity to amplify oscillations (activerole).

• Gaussian approximation allows us to derive two quantities:• Amplification: system’s capacity to sustain and amplify the

stochastic fluctuations.• Coherence: measures the concentration of spectral power

around the dominant endogenous frequency.

Earn (2000), Dushoff (2004), Alonso et al. (2007)

Page 74: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Amplification of oscillations

Following vaccination, amplification increases for pertussis(diamonds) but not for measles (triangles).

Alonso et al. (2007)

Page 75: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Amplification of oscillations

Following vaccination, amplification increases for pertussis(diamonds) but not for measles (triangles).

Alonso et al. (2007)

Page 76: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Coherence of oscillations

Following vaccination, coherence increases for pertussis(diamonds) and decreases for measles (triangles).

Alonso et al. (2007)

Page 77: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Coherence of oscillations

Following vaccination, coherence increases for pertussis(diamonds) and decreases for measles (triangles).

Alonso et al. (2007)

Page 78: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Two-wave flu outbreak in Tristan da Cunha

The most isolated inhabited place in the world!

Page 79: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Two-wave flu outbreak in Tristan da Cunha

• Small population ≈300individuals

• Fully isolated• Free social mixing

Population almost naive toinfluenza (Tristan escapedthe 1918 Spanish flu!)

Page 80: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Two-wave flu outbreak in Tristan da Cunha

• 1971: a boat returning from Cape-Town landed 2individuals with flu symptoms

• A welcome home (homogeneous mixing?) dance wasgiven

Page 81: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

1971 influenza epidemic on Tristan da Cunha

time

nu

mb

er

of

ca

se

s

0

10

20

30

40

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

• 273 (96%) of 284 islanders were infected• 92 (32%) were rapidly reinfected during the 2nd wave• Unexplained: lack of empirical data• 312 (85%) of 365 cases are known with daily accuracyMantle and Tyrrell (1973)

Page 82: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

1971 influenza epidemic on Tristan da Cunha

time

nu

mb

er

of

ca

se

s

0

10

20

30

40

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

• 273 (96%) of 284 islanders were infected• 92 (32%) were rapidly reinfected during the 2nd wave• Unexplained: lack of empirical data• 312 (85%) of 365 cases are known with daily accuracyMantle and Tyrrell (1973)

Page 83: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

1971 influenza epidemic on Tristan da Cunha

time

nu

mb

er

of

ca

se

s

0

10

20

30

40

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

• 273 (96%) of 284 islanders were infected• 92 (32%) were rapidly reinfected during the 2nd wave• Unexplained: lack of empirical data• 312 (85%) of 365 cases are known with daily accuracyMantle and Tyrrell (1973)

Page 84: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

1971 influenza epidemic on Tristan da Cunha

time

nu

mb

er

of ca

se

s

0

10

20

30

40

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

Objectives

• Disentangling between 5 biological hypotheses that couldexplain these cases of rapid reinfection

• Accounting for both demographic stochasticity in theepidemic dynamics and under-reporting in theobservations

Mantle and Tyrrell (1973)

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Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 86: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C Hλ ε ν γ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 87: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C H

I ECH

λ ε ν γ

σλενγ

Tmut

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 88: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C H

I ECH

λ1 ε ν γ

λ2ενγ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 89: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C Hλ ε ν αγ

(1− α)γ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 90: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C Hλ ε ν γ

σλ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 91: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 92: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C Hλ ε ν αγ

(1− α)γ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 93: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

Page 94: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Mechanistic modeling of reinfection hypotheses

S E I C W Hλ ε ν αγ

(1− α)γ

ω

λ

Primary immune response to influenzaMut the virus Mutated during the first wave2Vi 2 Viruses since the beginning of the epidemicInH Intra-Host reinfectionPPI Partially Protective Immunity

WoN Window of reinfection or No humoral response

Camacho et al. (2011) Proc. Roy. Soc. B

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Introduction Jump Markov Processes Some contributions to epidemiology

Confrontation with data• The unobserved Markov process X(t) : t ≥ 0 depends

on an unknown parameter vector θ• Data consist in a collection of T = 59 discrete

observations y1:T = (y1,y2, ...,yT ).• Poisson observation process h(yt |xt , θ) with underreportingρ < 1.

• The likelihood is given by the identity:

L(y1:T |θ) =T∏

t=1

∑xt∈C

h(yt |xt ,θ)∑

xt−1∈C

p(xt |xt−1,θ)P(xt−1|y1:t−1,θ),

but is intractable• Sequential Monte-Carlo: only requires to be able to sample

from p(xt |xt−1,θ) (Doob-Gillespie algo)• Iterated Filtering (Ionides et al., 2006): find θ which

maximizes the likelihood

Page 96: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Confrontation with data• The unobserved Markov process X(t) : t ≥ 0 depends

on an unknown parameter vector θ• Data consist in a collection of T = 59 discrete

observations y1:T = (y1,y2, ...,yT ).• Poisson observation process h(yt |xt , θ) with underreportingρ < 1.

• The likelihood is given by the identity:

L(y1:T |θ) =T∏

t=1

∑xt∈C

h(yt |xt ,θ)∑

xt−1∈C

p(xt |xt−1,θ)P(xt−1|y1:t−1,θ),

but is intractable• Sequential Monte-Carlo: only requires to be able to sample

from p(xt |xt−1,θ) (Doob-Gillespie algo)• Iterated Filtering (Ionides et al., 2006): find θ which

maximizes the likelihood

Page 97: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Parameter inference and model selection

Model

5

10

15

20

25

30

0.5

0.6

0.7

0.8

0.9

1.0

R0 = β ν

Prob. of long−term immunity: α

WoN 2Vi Mut InH PPI

0.5

1.0

1.5

2.0

2.5

3.0

0.65

0.70

0.75

0.80

0.85

0.90

Latent period (days): 1 ε

Partial protection: 1 − σ

WoN 2Vi Mut InH PPI

1

2

3

4

5

6

7

0.55

0.60

0.65

0.70

0.75

0.80

Infective period (days): 1 ν

Reporting rate: ρ

WoN 2Vi Mut InH PPI

5

10

15

20

−118

−117

−116

−115

−114

−113

Removed period (days): 1 γ

Maximized log−likelihood

WoN 2Vi Mut InH PPI

0

1

2

3

4

5

6

0

2

4

6

8

Reinfection window (days): 1 τ

∆AICc

WoN 2Vi Mut InH PPI

• High estimates for R0 ≈ 10• We used the corrected Akaike Information Criterion (AICc)

to select the best model• The best model corresponds to the Window of reinfection

or No humoral response hypothesis

Camacho et al. (2011) Proc. Roy. Soc. B

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Introduction Jump Markov Processes Some contributions to epidemiology

Parameter inference and model selection

days post-infection

pro

po

rtio

n o

f in

div

idu

als

0.0

0.2

0.4

0.6

0.8

1.0

0 10 20 30 40 50 60

infected protected by CTLs protected by antibodies unprotected

Immuno-dynamicsThe probability to remain unprotected peaks after 3 weeks dueto the window of reinfection and then decreases to ≈ 20% dueto the lack of protective antibodies

Camacho et al. (2011) Proc. Roy. Soc. B

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Introduction Jump Markov Processes Some contributions to epidemiology

The role of demographic stochasticity

time

0

10

20

30

40

50

60

0.10.20.30.40.50.60.7

Window or Nothing

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

Mutation

14/08 21/08 28/08 04/09 11/09 18/09 25/09 02/10 09/10

Incid

en

ce

Extin

ction

The inter-wave extinction probability varies from onemodel to another

Camacho et al. (2011) Proc. Roy. Soc. B

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Introduction Jump Markov Processes Some contributions to epidemiology

The role of demographic stochasticity

!"#$

%&'()("*"!+

,-.

,-/

,-0

1/2,3 .12,3 .32,3 ,/2,4 112,4 132,4 .52,4 ,.21, ,421,

Best model

• The most likely mechanism is robust to inter-waveextinctions

• and prevents a third wave to occur

Camacho et al. (2011) Proc. Roy. Soc. B

Page 101: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

The role of demographic stochasticity

!"#$

%&'()("*"!+

,-.

,-/

,-0

1/2,3 .12,3 .32,3 ,/2,4 112,4 132,4 .52,4 ,.21, ,421,

Best model

• The most likely mechanism is robust to inter-waveextinctions

• and prevents a third wave to occur

Camacho et al. (2011) Proc. Roy. Soc. B

Page 102: 3rd Workshop and Conference on Modeling Infectious Diseases · IntroductionJump Markov Processes Some contributions to epidemiology Objectives Recall basic concepts of infectious

Introduction Jump Markov Processes Some contributions to epidemiology

Conclusion

• Propagation of pathogens in a population is inherentlystochastic.

• Stochastic models require Monte-Carlo simulations→intensive as Ω→∞.

• Deterministic models arise as the large population limit(Ω→∞) of the stochastic model.

• One can approximate the stochastic process by aGaussian process.

• No closed form for the likelihood for stochastic model→numerical methods, Monte-Carlo approach

• With increasing computer resources, more and morestochastic modelling & fitting to data.