Efficient MCMC for temporal epidemics via parameter reduction 
          
         
        
          
  
    
    Xiang, Fei and Neal, Peter
  
(2014)
Efficient MCMC for temporal epidemics via parameter reduction.
    Computational Statistics and Data Analysis, 80.
     pp. 240-250.
     ISSN 0167-9473
  
  
  
  
  
    
  
    
      
      
        
          
            ![[thumbnail of efmcmc_rev]](https://eprints.lancs.ac.uk/72717/1.hassmallThumbnailVersion/efmcmc_rev.pdf)

Preview
 
            
           
        
       
    
  
  
  
    Abstract
    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.
  
  
    
      Item Type:
      
        Journal Article
        
        
        
      
     
    
    
      
        
          Journal or Publication Title:
          Computational Statistics and Data Analysis
         
      
    
      
    
      
        
          Additional Information:
          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
         
      
    
      
        
          Uncontrolled Keywords:
          /dk/atira/pure/subjectarea/asjc/1700/1703
         
      
    
      
        
          Subjects:
          ?? sir epidemic modelsdata augmentationadaptive mcmcsmallpoxfoot-and-mouth diseasecomputational theory and mathematicscomputational mathematicsapplied mathematicsstatistics and probability ??
         
      
    
      
        
      
    
      
        
      
    
      
    
      
        
      
    
      
        
          Deposited On:
          30 Jan 2015 11:31
         
      
    
      
        
      
    
      
        
      
    
      
        
          Last Modified:
          19 Sep 2025 07:59