Rights statement: NOTICE: this is the author’s version of a work that was accepted for publication in Computational Statistics and Data Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Computational Statistics and Data Analysis [80, 2014] DOI: 10.1016/j.csda.2014.07.002
Accepted author manuscript, 323 KB, PDF document
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Efficient MCMC for temporal epidemics via parameter reduction
AU - Xiang, Fei
AU - Neal, Peter
N1 - NOTICE: this is the author’s version of a work that was accepted for publication in Computational Statistics and Data Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Computational Statistics and Data Analysis [80, 2014] DOI: 10.1016/j.csda.2014.07.002
PY - 2014/12
Y1 - 2014/12
N2 - An efficient, generic and simple to use Markov chain Monte Carlo (MCMC) algorithm for partially observed temporal epidemic models is introduced. The algorithm is designed to be adaptive so that it can easily be used by non-experts. There are two key features incorporated in the algorithm to develop an efficient algorithm, parameter reduction and efficient, multiple updates of the augmented infection times. The algorithm is successfully applied to two real life epidemic data sets, the Abakaliki smallpox data and the 2001 UK foot-and-mouth epidemic in Cumbria.
AB - An efficient, generic and simple to use Markov chain Monte Carlo (MCMC) algorithm for partially observed temporal epidemic models is introduced. The algorithm is designed to be adaptive so that it can easily be used by non-experts. There are two key features incorporated in the algorithm to develop an efficient algorithm, parameter reduction and efficient, multiple updates of the augmented infection times. The algorithm is successfully applied to two real life epidemic data sets, the Abakaliki smallpox data and the 2001 UK foot-and-mouth epidemic in Cumbria.
KW - SIR epidemic models
KW - Data augmentation
KW - Adaptive MCMC
KW - Smallpox
KW - Foot-and-mouth disease
U2 - 10.1016/j.csda.2014.07.002
DO - 10.1016/j.csda.2014.07.002
M3 - Journal article
VL - 80
SP - 240
EP - 250
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
SN - 0167-9473
ER -