Neal, Peter John and Xiang, Fei (2017) Collapsing of non-centered parameterised MCMC algorithms with applications to epidemic models. Scandinavian Journal of Statistics, 44 (1). pp. 81-96. ISSN 0303-6898
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Abstract
Data augmentation is required for the implementation of many MCMC algorithms. The inclusion of augmented data can often lead to conditional distributions from well-known probability distributions for some of the parameters in the model. In such cases, collapsing (integrating out parameters) has been shown to improve the performance of MCMC algorithms. We show how integrating out the infection rate parameter in epidemic models leads to efficient MCMC algorithms for two very different epidemic scenarios, final outcome data from a multitype SIR epidemic and longitudinal data from a spatial SI epidemic. The resulting MCMC algorithms give fresh insight into real life epidemic data sets.