Titre :

On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models

Auteur(s) :

Clémençon, Stéphan [Auteur correspondant]
Département Images, Données, Signal [IDS]
Laboratoire Traitement et Communication de l'Information [LTCI]
Cousien, Anthony [Auteur correspondant]
Infection, Anti-microbiens, Modélisation, Evolution [IAME (UMR_S_1137 / U1137)]
Dávila Felipe, Miraine [Auteur correspondant]
Laboratoire de Probabilités et Modèles Aléatoires [LPMA]
Tran, Chi [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Titre de la revue :

Statistics in Medicine

Pagination :

3696-3713

Éditeur :

Wiley-Blackwell

Date de publication :

2015

ISSN :

0277-6715

Mot(s)-clé(s) en anglais :

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

Discipline(s) HAL :

Statistiques [stat]/Applications [stat.AP]
Mathématiques [math]/Statistiques [math.ST]
Statistiques [stat]/Théorie [stat.TH]
Sciences du Vivant [q-bio]/Santé publique et épidémiologie
Mathématiques [math]/Probabilités [math.PR]
Statistiques [stat]/Machine Learning [stat.ML]

Résumé en anglais : [en]

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 ...
Lire la suite >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.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Internationale

Vulgarisation :

Non

Projet ANR :

Centre Européen pour les Mathématiques, la Physique et leurs Interactions

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL