Real time analysis of epidemic data

Abstract: Infectious diseases have severe health and economic consequences for society. It is important in controlling the spread of an emerging infectious disease to be able to both estimate the parameters of the underlying model and identify those individuals most at risk of infection in a timely manner. This requires having a mechanism to update inference on the model parameters and the progression of the disease as new data becomes available. However, Markov chain Monte Carlo (MCMC), the gold standard for statistical inference for infectious disease models, is not equipped to deal with this important problem. Motivated by the need to develop effective statistical tools for emerging diseases and using the 2001 UK Foot-and-Mouth disease outbreak as an exemplar, we introduce a Sequential Monte Carlo (SMC) algorithm to enable real-time analysis of epidemic outbreaks. Naive application of SMC methods leads to significant particle degeneracy which are successfully overcome by particle perturbation and incorporating MCMC-within-SMC updates.