On computer‐intensive simulation and estimation methods for rare‐event analysis in epidemic models. (4th August 2015)

• Record Type: Journal Article
• Authors: Clémençon, Stéphan; Cousien, Anthony; Felipe, Miraine Dávila; Tran, Viet Chi
• Is Part Of: Statistics in medicine. Volume 34:Number 28(2015)
• Page Start: 3696
• Page End: 3713
• Publication Date: 2015-08-04
• Subjects: stochastic epidemic model -- rare‐event analysis -- Monte Carlo simulation -- importance sampling -- interacting branching particle system -- genetic models -- multilevel splitting; Medical statistics -- Periodicals; Statistique médicale -- Périodiques; Statistiques médicales -- Périodiques; 610.727
• DOI: 10.1002/sim.6596
• Languages: English
• ISSNs: 0277-6715

Abstract

Abstract : This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of public health. In general, no close analytic form for their occurrence probabilities is available, and crude Monte Carlo procedures fail. We show how recent intensive computer simulation techniques, such as interacting branching particle methods, can be used for estimation purposes, as well as for generating model paths that correspond to realizations of such events. Applications of these simulation‐based methods to several epidemic models fitted from real datasets are also considered and discussed thoroughly. Copyright © 2015 John Wiley & Sons, Ltd.