π\piVAE: Encoding stochastic process priors with variational autoencoders

Stochastic processes provide a mathematically elegant way model complex data. In theory, they provide flexible priors over function classes that can encode a wide range of interesting assumptions. In practice, however, 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 ($\pi$VAE). The $\pi$VAE is finitely exchangeable and Kolmogorov consistent, and thus is a continuous stochastic process. We use $\pi$VAE to learn low dimensional embeddings of function classes. We show that our framework can accurately learn expressive function classes such as Gaussian processes, but also properties of functions to enable statistical inference (such as the integral of a log Gaussian process). For popular tasks, such as spatial interpolation, $\pi$VAE achieves state-of-the-art performance both in terms of accuracy and computational efficiency. Perhaps most usefully, we demonstrate that the low dimensional independently distributed latent space representation learnt provides an elegant and scalable means of performing Bayesian inference for stochastic processes within probabilistic programming languages such as Stan

Seq2Seq Surrogates of Epidemic Models to Facilitate Bayesian Inference

Epidemic models are powerful tools in understanding infectious disease. However, as they increase in size and complexity, they can quickly become computationally intractable. Recent progress in modelling methodology has shown that surrogate models can be used to emulate complex epidemic models with a high-dimensional parameter space. We show that deep sequence-to-sequence (seq2seq) models can serve as accurate surrogates for complex epidemic models with sequence based model parameters, effectively replicating seasonal and long-term transmission dynamics. Once trained, our surrogate can predict scenarios a several thousand times faster than the original model, making them ideal for policy exploration. We demonstrate that replacing a traditional epidemic model with a learned simulator facilitates robust Bayesian inference

PriorVAE: Encoding spatial priors with VAEs for small-area estimation

Gaussian processes (GPs), implemented through multivariate Gaussian distributions for a finite collection of data, are the most popular approach in small-area spatial statistical modelling. In this context they are used to encode correlation structures over space and can generalise well in interpolation tasks. Despite their flexibility, off-the-shelf GPs present serious computational challenges which limit their scalability and practical usefulness in applied settings. Here, we propose a novel, deep generative modelling approach to tackle this challenge, termed PriorVAE: for a particular spatial setting, we approximate a class of GP priors through prior sampling and subsequent fitting of a variational autoencoder (VAE). Given a trained VAE, the resultant decoder allows spatial inference to become incredibly efficient due to the low dimensional, independently distributed latent Gaussian space representation of the VAE. Once trained, inference using the VAE decoder replaces the GP within a Bayesian sampling framework. This approach provides tractable and easy-to-implement means of approximately encoding spatial priors and facilitates efficient statistical inference. We demonstrate the utility of our VAE two stage approach on Bayesian, small-area estimation tasks

Spatial Analysis Made Easy with Linear Regression and Kernels

Kernel methods are a popular technique for extending linear models to handle non-linear spatial problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature mapping, they are still subject to cubic cost on the number of points. Given only a few thousand locations, this computational cost rapidly outstrips the currently available computational power. This paper aims to provide an overview of kernel methods from first-principals (with a focus on ridge regression) and progress to a review of random Fourier features (RFF), a method that enables the scaling of kernel methods to big datasets. We show how the RFF method is capable of approximating the full kernel matrix, providing a significant computational speed-up for a negligible cost to accuracy and can be incorporated into many existing spatial methods using only a few lines of code. We give an example of the implementation of RFFs on a simulated spatial data set to illustrate these properties. Lastly, we summarise the main issues with RFFs and highlight some of the advanced techniques aimed at alleviating them. At each stage, the associated R code is provided

Leaping through tree space: continuous phylogenetic inference for rooted and unrooted trees

Phylogenetics is now fundamental in life sciences, providing insights into the earliest branches of life and the origins and spread of epidemics. However, finding suitable phylogenies from the vast space of possible trees remains challenging. To address this problem, for the first time, we perform both tree exploration and inference in a continuous space where the computation of gradients is possible. This continuous relaxation allows for major leaps across tree space in both rooted and unrooted trees, and is less susceptible to convergence to local minima. Our approach outperforms the current best methods for inference on unrooted trees and, in simulation, accurately infers the tree and root in ultrametric cases. The approach is effective in cases of empirical data with negligible amounts of data, which we demonstrate on the phylogeny of jawed vertebrates. Indeed, only a few genes with an ultrametric signal were generally sufficient for resolving the major lineages of vertebrate. With cubic-time complexity and efficient optimisation via automatic differentiation, our method presents an effective way forwards for exploring the most difficult, data-deficient phylogenetic questions.Comment: 13 pages, 4 figures, 14 supplementary pages, 2 supplementary figure

The interaction of transmission intensity, mortality, and the economy: a retrospective analysis of the COVID-19 pandemic

The COVID-19 pandemic has caused over 6.4 million registered deaths to date, and has had a profound impact on economic activity. Here, we study the interaction of transmission, mortality, and the economy during the SARS-CoV-2 pandemic from January 2020 to December 2022 across 25 European countries. We adopt a Bayesian vector autoregressive model with both fixed and random effects. We find that increases in disease transmission intensity decreases Gross domestic product (GDP) and increases daily excess deaths, with a longer lasting impact on excess deaths in comparison to GDP, which recovers more rapidly. Broadly, our results reinforce the intuitive phenomenon that significant economic activity arises from diverse person-to-person interactions. We report on the effectiveness of non-pharmaceutical interventions (NPIs) on transmission intensity, excess deaths and changes in GDP, and resulting implications for policy makers. Our results highlight a complex cost-benefit trade off from individual NPIs. For example, banning international travel increases GDP however reduces excess deaths. We consider country random effects and their associations with excess changes in GDP and excess deaths. For example, more developed countries in Europe typically had more cautious approaches to the COVID-19 pandemic, prioritising healthcare and excess deaths over economic performance. Long term economic impairments are not fully captured by our model, as well as long term disease effects (Long Covid). Our results highlight that the impact of disease on a country is complex and multifaceted, and simple heuristic conclusions to extract the best outcome from the economy and disease burden are challenging

Refining the Global Spatial Limits of Dengue Virus Transmission by Evidence-Based Consensus

Background: Dengue is a growing problem both in its geographical spread and in its intensity, and yet current global distribution remains highly uncertain. Challenges in diagnosis and diagnostic methods as well as highly variable national health systems mean no single data source can reliably estimate the distribution of this disease. As such, there is a lack of agreement on national dengue status among international health organisations. Here we bring together all available information on dengue occurrence using a novel approach to produce an evidence consensus map of the disease range that highlights nations with an uncertain dengue status. Methods/Principle Findings: A baseline methodology was used to assess a range of evidence for each country. In regions where dengue status was uncertain, additional evidence types were included to either clarify dengue status or confirm that it is unknown at this time. An algorithm was developed that assesses evidence quality and consistency, giving each country an evidence consensus score. Using this approach, we were able to generate a contemporary global map of national-level dengue status that assigns a relative measure of certainty and identifies gaps in the available evidence