On the derivation of the renewal equation from an age-dependent branching process: an epidemic modelling perspective

Renewal processes are a popular approach used in modelling infectious disease outbreaks. In a renewal process, previous infections give rise to future infections. However, while this formulation seems sensible, its application to infectious disease can be difficult to justify from first principles. It has been shown from the seminal work of Bellman and Harris that the renewal equation arises as the expectation of an age-dependent branching process. In this paper we provide a detailed derivation of the original Bellman Harris process. We introduce generalisations, that allow for time-varying reproduction numbers and the accounting of exogenous events, such as importations. We show how inference on the renewal equation is easy to accomplish within a Bayesian hierarchical framework. Using off the shelf MCMC packages, we fit to South Korea COVID-19 case data to estimate reproduction numbers and importations. Our derivation provides the mathematical fundamentals and assumptions underpinning the use of the renewal equation for modelling outbreaks

Estimating the number of infections and the impact of non-pharmaceutical interventions on COVID-19 in European countries: technical description update

Following the emergence of a novel coronavirus (SARS-CoV-2) and its spread outside of China, Europe has experienced large epidemics. In response, many European countries have implemented unprecedented non-pharmaceutical interventions including case isolation, the closure of schools and universities, banning of mass gatherings and/or public events, and most recently, wide-scale social distancing including local and national lockdowns. In this technical update, we extend a semi-mechanistic Bayesian hierarchical model that infers the impact of these interventions and estimates the number of infections over time. Our methods assume that changes in the reproductive number - a measure of transmission - are an immediate response to these interventions being implemented rather than broader gradual changes in behaviour. Our model estimates these changes by calculating backwards from temporal data on observed to estimate the number of infections and rate of transmission that occurred several weeks prior, allowing for a probabilistic time lag between infection and death. In this update we extend our original model [Flaxman, Mishra, Gandy et al 2020, Report #13, Imperial College London] to include (a) population saturation effects, (b) prior uncertainty on the infection fatality ratio, (c) a more balanced prior on intervention effects and (d) partial pooling of the lockdown intervention covariate. We also (e) included another 3 countries (Greece, the Netherlands and Portugal). The model code is available at https://github.com/ImperialCollegeLondon/covid19model/ We are now reporting the results of our updated model online at https://mrc-ide.github.io/covid19estimates/ We estimated parameters jointly for all M=14 countries in a single hierarchical model. Inference is performed in the probabilistic programming language Stan using an adaptive Hamiltonian Monte Carlo (HMC) sampler

Report 13: Estimating the number of infections and the impact of non-pharmaceutical interventions on COVID-19 in 11 European countries

Following the emergence of a novel coronavirus (SARS-CoV-2) and its spread outside of China, Europe is now experiencing large epidemics. In response, many European countries have implemented unprecedented non-pharmaceutical interventions including case isolation, the closure of schools and universities, banning of mass gatherings and/or public events, and most recently, widescale social distancing including local and national lockdowns. In this report, we use a semi-mechanistic Bayesian hierarchical model to attempt to infer the impact of these interventions across 11 European countries. Our methods assume that changes in the reproductive number – a measure of transmission - are an immediate response to these interventions being implemented rather than broader gradual changes in behaviour. Our model estimates these changes by calculating backwards from the deaths observed over time to estimate transmission that occurred several weeks prior, allowing for the time lag between infection and death. One of the key assumptions of the model is that each intervention has the same effect on the reproduction number across countries and over time. This allows us to leverage a greater amount of data across Europe to estimate these effects. It also means that our results are driven strongly by the data from countries with more advanced epidemics, and earlier interventions, such as Italy and Spain. We find that the slowing growth in daily reported deaths in Italy is consistent with a significant impact of interventions implemented several weeks earlier. In Italy, we estimate that the effective reproduction number, Rt, dropped to close to 1 around the time of lockdown (11th March), although with a high level of uncertainty. Overall, we estimate that countries have managed to reduce their reproduction number. Our estimates have wide credible intervals and contain 1 for countries that have implemented all interventions considered in our analysis. This means that the reproduction number may be above or below this value. With current interventions remaining in place to at least the end of March, we estimate that interventions across all 11 countries will have averted 59,000 deaths up to 31 March [95% credible interval 21,000-120,000]. Many more deaths will be averted through ensuring that interventions remain in place until transmission drops to low levels. We estimate that, across all 11 countries between 7 and 43 million individuals have been infected with SARS-CoV-2 up to 28th March, representing between 1.88% and 11.43% of the population. The proportion of the population infected to date – the attack rate - is estimated to be highest in Spain followed by Italy and lowest in Germany and Norway, reflecting the relative stages of the epidemics. Given the lag of 2-3 weeks between when transmission changes occur and when their impact can be observed in trends in mortality, for most of the countries considered here it remains too early to be certain that recent interventions have been effective. If interventions in countries at earlier stages of their epidemic, such as Germany or the UK, are more or less effective than they were in the countries with advanced epidemics, on which our estimates are largely based, or if interventions have improved or worsened over time, then our estimates of the reproduction number and deaths averted would change accordingly. It is therefore critical that the current interventions remain in place and trends in cases and deaths are closely monitored in the coming days and weeks to provide reassurance that transmission of SARS-Cov-2 is slowing

πVAE: a stochastic process prior for Bayesian deep learning with MCMC

Stochastic processes provide a mathematically elegant way to model complex data. In theory, they provide flexible priors over function classes that can encode a wide range of interesting assumptions. However, in practice efficient inference by optimisation or marginalisation is difficult, a problem further exacerbated with big data and high dimensional input spaces. We propose a novel variational autoencoder (VAE) called the prior encoding variational autoencoder (πVAE). πVAE is a new continuous stochastic process. We use πVAE to learn low dimensional embeddings of function classes by combining a trainable feature mapping with generative model using a VAE. We show that our framework can accurately learn expressive function classes such as Gaussian processes, but also properties of functions such as their integrals. For popular tasks, such as spatial interpolation, πVAE achieves state-of-the-art performance both in terms of accuracy and computational efficiency. Perhaps most usefully, we demonstrate an elegant and scalable means of performing fully Bayesian inference for stochastic processes within probabilistic programming languages such as Stan

Unifying incidence and prevalence under a time-varying general branching process

Renewal equations are a popular approach used in modelling the number of new infections, i.e., incidence, in an outbreak. We develop a stochastic model of an outbreak based on a time-varying variant of the Crump–Mode–Jagers branching process. This model accommodates a time-varying reproduction number and a time-varying distribution for the generation interval. We then derive renewal-like integral equations for incidence, cumulative incidence and prevalence under this model. We show that the equations for incidence and prevalence are consistent with the so-called back-calculation relationship. We analyse two particular cases of these integral equations, one that arises from a Bellman–Harris process and one that arises from an inhomogeneous Poisson process model of transmission. We also show that the incidence integral equations that arise from both of these specific models agree with the renewal equation used ubiquitously in infectious disease modelling. We present a numerical discretisation scheme to solve these equations, and use this scheme to estimate rates of transmission from serological prevalence of SARS-CoV-2 in the UK and historical incidence data on Influenza, Measles, SARS and Smallpox

Estimating the effects of non-pharmaceutical interventions on COVID-19 in Europe

Following the emergence of a novel coronavirus1 (SARS-CoV-2) and its spread outside of China, Europe has experienced large epidemics. In response, many European countries have implemented unprecedented non-pharmaceutical interventions such as closure of schools and national lockdowns. We study the impact of major interventions across 11 European countries for the period from the start of COVID-19 until the 4th of May 2020 when lockdowns started to be lifted. Our model calculates backwards from observed deaths to estimate transmission that occurred several weeks prior, allowing for the time lag between infection and death. We use partial pooling of information between countries with both individual and shared effects on the reproduction number. Pooling allows more information to be used, helps overcome data idiosyncrasies, and enables more timely estimates. Our model relies on fixed estimates of some epidemiological parameters such as the infection fatality rate, does not include importation or subnational variation and assumes that changes in the reproduction number are an immediate response to interventions rather than gradual changes in behavior. Amidst the ongoing pandemic, we rely on death data that is incomplete, with systematic biases in reporting, and subject to future consolidation. We estimate that, for all the countries we consider, current interventions have been sufficient to drive the reproduction number Rt below 1 (probability Rt< 1.0 is 99.9%) and achieve epidemic control. We estimate that, across all 11 countries, between 12 and 15 million individuals have been infected with SARS-CoV-2 up to 4th May, representing between 3.2% and 4.0% of the population. Our results show that major non-pharmaceutical interventions and lockdown in particular have had a large effect on reducing transmission. Continued intervention should be considered to keep transmission of SARS-CoV-2 under control