TY - JOUR

T1 - Efficient likelihood-free Bayesian Computation for household epidemics

AU - Neal, Peter

PY - 2012/11

Y1 - 2012/11

N2 - Considerable progress has been made in applying Markov chain Monte Carlo (MCMC) methods to the analysis of epidemic data. However, this likelihood based method can be inefficient due to the limited data available concerning an epidemic outbreak. This paper considers an alternative approach to studying epidemic data using Approximate Bayesian Computation (ABC) methodology. ABC is a simulation-based technique for obtaining an approximate sample from the posterior distribution of the parameters of the model and in an epidemic context is very easy to implement. A new approach to ABC is introduced which generates a set of values from the (approximate) posterior distribution of the parameters during each simulation rather than a single value. This is based upon coupling simulations with different sets of parameters and we call the resulting algorithm coupled ABC. The new methodology is used to analyse final size data for epidemics amongst communities partitioned into households. It is shown that for the epidemic data sets coupled ABC is more efficient than ABC and MCMC-ABC.

AB - Considerable progress has been made in applying Markov chain Monte Carlo (MCMC) methods to the analysis of epidemic data. However, this likelihood based method can be inefficient due to the limited data available concerning an epidemic outbreak. This paper considers an alternative approach to studying epidemic data using Approximate Bayesian Computation (ABC) methodology. ABC is a simulation-based technique for obtaining an approximate sample from the posterior distribution of the parameters of the model and in an epidemic context is very easy to implement. A new approach to ABC is introduced which generates a set of values from the (approximate) posterior distribution of the parameters during each simulation rather than a single value. This is based upon coupling simulations with different sets of parameters and we call the resulting algorithm coupled ABC. The new methodology is used to analyse final size data for epidemics amongst communities partitioned into households. It is shown that for the epidemic data sets coupled ABC is more efficient than ABC and MCMC-ABC.

KW - Approximate Bayesian Computation

KW - Household epidemic data

KW - Stochastic epidemic models

U2 - 10.1007/s11222-010-9216-x

DO - 10.1007/s11222-010-9216-x

M3 - Journal article

VL - 22

SP - 1239

EP - 1256

JO - Statistics and Computing

JF - Statistics and Computing

SN - 0960-3174

IS - 6

ER -