On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic ModelsReport as inadecuate




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* Corresponding author 1 LTCI - Laboratoire Traitement et Communication de l-Information 2 ATIP-Avenir Inserm - Modélisation, Aide à la Décision, et Coût-Efficacité en Maladies Infectieuses 3 SMILE - CIRB CIRB - Centre interdisciplinaire de recherche en biologie, LTCI - Laboratoire Traitement et Communication de l-Information 4 LPP - Laboratoire Paul Painlevé

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 are also considered and discussed thoroughly.

Keywords : Stochastic epidemic model rare event analysis Monte-Carlo simulation importance sampling interacting branching particle system genetic models multilevel splitting





Author: Stéphan Clémençon - Anthony Cousien - Miraine Dávila Felipe - Viet Chi Tran -

Source: https://hal.archives-ouvertes.fr/



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