Parameter Estimation in a New Markov Jump Process Compartmental Model with Missing Data

Divine Wanduku, Ivy Collins

Research output: Contribution to book or proceedingConference articlepeer-review

Abstract

In this paper, a novel compartmental model for a disease epidemic dynamics with both symptomatic and asymptomatic disease transmissions; exposure, vaccinated and hospitalized states; and recovery and death states is derived and studied. The dynamic model is a discrete-time approximation of a Markov jump processes with inter-jump times between states that are exponentially distributed. This study addresses the statistical inference challenges in compartmental models for disease dynamics exhibiting numerous states with missing data, such as, asymptomatic infectiousness, exposure to disease, and recovery from an asymptomatic infectious state. The rigorous method of EM-algorithm is employed to find Maximum-Likelihood estimators for the disease parameters in the model. This research is motivated by infectious diseases such as COVID-19, with non-observable compartments requiring data imputation statistical methods for parameter estimation. Numerical simulation results are presented.

Original languageEnglish
Title of host publicationApplied Mathematical Analysis and Computations II - 1st SGMC
EditorsDivine Wanduku, Shijun Zheng, Zhan Chen, Andrew Sills, Haomin Zhou, Ephraim Agyingi
PublisherSpringer
Pages141-179
Number of pages39
ISBN (Print)9783031697098
DOIs
StatePublished - 2024
Event1st Southern Georgia Mathematics Conference, SGMC 2021 - Virtual, Online
Duration: Apr 2 2021Apr 3 2021

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume472
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

Conference1st Southern Georgia Mathematics Conference, SGMC 2021
CityVirtual, Online
Period04/2/2104/3/21

Scopus Subject Areas

  • General Mathematics

Keywords

  • 62F10
  • 92B15
  • Conditional expectation
  • EM-algorithm
  • Markov jump process
  • Maximum-likelihood estimator
  • Multinomial distribution
  • SVIS model
  • Serial exponential distribution

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