amei: An R Package for the Adaptive Management of Epidemiological Interventions

The amei package for R is a tool that provides a flexible statistical framework for generating optimal epidemiological interventions that are designed to minimize the total expected cost of an emerging epidemic. Uncertainty regarding the underlying disease parameters is propagated through to the decision process via Bayesian posterior inference. The strategies produced through this framework are adaptive: vaccination schedules are iteratively adjusted to reflect the anticipated trajectory of the epidemic given the current population state and updated parameter estimates. This document briefly covers the background and methodology underpinning the implementation provided by the package and contains extensive examples showing the functions and methods in action.

amei: An R Package for the Adaptive Management of Epidemiological Interventions

The <b>amei</b> package for <b>R</b> is a tool that provides a flexible statistical framework for generating optimal epidemiological interventions that are designed to minimize the total expected cost of an emerging epidemic. Uncertainty regarding the underlying disease parameters is propagated through to the decision process via Bayesian posterior inference. The strategies produced through this framework are adaptive: vaccination schedules are iteratively adjusted to reflect the anticipated trajectory of the epidemic given the current population state and updated parameter estimates. This document briefly covers the background and methodology underpinning the implementation provided by the package and contains extensive examples showing the functions and methods in action

Efficient Bayesian inference for natural time series using ARFIMA processes

Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. In this paper we present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators. For CET we also extend our method to seasonal long memory

A Statistical Framework for the Adaptive Management of Epidemiological Interventions

Background: Epidemiological interventions aim to control the spread of infectious disease through various mechanisms, each carrying a different associated cost. Methodology: We describe a flexible statistical framework for generating optimal epidemiological interventions that are designed to minimize the total expected cost of an emerging epidemic while simultaneously propagating uncertainty regarding the underlying disease model parameters through to the decision process. The strategies produced through this framework are adaptive: vaccination schedules are iteratively adjusted to reflect the anticipated trajectory of the epidemic given the current population state and updated parameter estimates. Conclusions: Using simulation studies based on a classic influenza outbreak, we demonstrate the advantages of adaptiv

Constraint Handling in Efficient Global Optimization

This is the author accepted manuscript. The final version is available from ACM via the DOI in this record.Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes. In this work, we introduce a new EGO-based algorithm which tries to overcome these common issues with Kriging optimization algorithms. We apply the proposed algorithm on problems with dimension d ≤ 4 from the G-function suite [16] and on an airfoil shape example.This research was partly funded by Tekes, the Finnish Funding Agency for Innovation (the DeCoMo project), and by the Engineering and Physical Sciences Research Council [grant numbers EP/N017195/1, EP/N017846/1]

A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative importance sampling approach. An important drawback of this methodology is the degeneracy of the importance weights when the dimension of either the observations or the variables of interest is high. To alleviate this difficulty, we propose a novel method that performs a nonlinear transformation on the importance weights. This operation reduces the weight variation, hence it avoids their degeneracy and increases the efficiency of the importance sampling scheme, specially when drawing from a proposal functions which are poorly adapted to the true posterior. For the sake of illustration, we have applied the proposed algorithm to the estimation of the parameters of a Gaussian mixture model. This is a very simple problem that enables us to clearly show and discuss the main features of the proposed technique. As a practical application, we have also considered the popular (and challenging) problem of estimating the rate parameters of stochastic kinetic models (SKM). SKMs are highly multivariate systems that model molecular interactions in biological and chemical problems. We introduce a particularization of the proposed algorithm to SKMs and present numerical results.Comment: 35 pages, 8 figure

Analyzing stochastic computer models: A review with opportunities

This is the author accepted manuscript. The final version is available from the Institute of Mathematical Statistics via the DOI in this record In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models -- providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.European Union FP7DOE LABNational Science Foundatio

Design of Experiments for Screening

The aim of this paper is to review methods of designing screening experiments, ranging from designs originally developed for physical experiments to those especially tailored to experiments on numerical models. The strengths and weaknesses of the various designs for screening variables in numerical models are discussed. First, classes of factorial designs for experiments to estimate main effects and interactions through a linear statistical model are described, specifically regular and nonregular fractional factorial designs, supersaturated designs and systematic fractional replicate designs. Generic issues of aliasing, bias and cancellation of factorial effects are discussed. Second, group screening experiments are considered including factorial group screening and sequential bifurcation. Third, random sampling plans are discussed including Latin hypercube sampling and sampling plans to estimate elementary effects. Fourth, a variety of modelling methods commonly employed with screening designs are briefly described. Finally, a novel study demonstrates six screening methods on two frequently-used exemplars, and their performances are compared