Inference in epidemiological agent-based models using ensemble-based data assimilation

To represent the complex individual interactions in the dynamics of disease spread informed by data, the coupling of an epidemiological agent-based model with the ensemble Kalman filter is proposed. The statistical inference of the propagation of a disease by means of ensemble-based data assimilation systems has been studied in previous work. The models used are mostly compartmental models representing the mean field evolution through ordinary differential equations. These techniques allow to monitor the propagation of the infections from data and to estimate several parameters of epidemiological interest. However, there are many important features which are based on the individual interactions that cannot be represented in the mean field equations, such as social network and bubbles, contact tracing, isolating individuals in risk, and social network-based distancing strategies. Agent-based models can describe contact networks at an individual level, including demographic attributes such as age, neighbourhood, household, workplaces, schools, entertainment places, among others. Nevertheless, these models have several unknown parameters which are thus difficult to estimate. In this work, we propose the use of ensemble-based data assimilation techniques to calibrate an agent-based model using daily epidemiological data. This raises the challenge of having to adapt the agent populations to incorporate the information provided by the coarse-grained data. To do this, two stochastic strategies to correct the model predictions are developed. The ensemble Kalman filter with perturbed observations is used for the joint estimation of the state and some key epidemiological parameters. We conduct experiments with an agent based-model designed for COVID-19 and assess the proposed methodology on synthetic data and on COVID-19 daily reports from Ciudad Autónoma de Buenos Aires, Argentina.

[1]  Michael Schwob,et al.  Statistical Implementations of Agent‐Based Demographic Models , 2020, International statistical review = Revue internationale de statistique.

[2]  Alicia Karspeck,et al.  Real-Time Influenza Forecasts during the 2012–2013 Season , 2013, Nature Communications.

[3]  Zhilan Feng,et al.  Staggered release policies for COVID-19 control: Costs and benefits of relaxing restrictions by age and risk , 2020, Mathematical Biosciences.

[4]  K. Yuen,et al.  Clinical Characteristics of Coronavirus Disease 2019 in China , 2020, The New England journal of medicine.

[5]  Ibrahim Hoteit,et al.  An Extended SEIR Model with Vaccination for Forecasting the COVID-19 Pandemic in Saudi Arabia Using an Ensemble Kalman Filter , 2021 .

[6]  T. House,et al.  Hospital length of stay for COVID-19 patients: Data-driven methods for forward planning , 2020, BMC Infectious Diseases.

[7]  G. Evensen,et al.  Data assimilation in the geosciences: An overview of methods, issues, and perspectives , 2017, WIREs Climate Change.

[8]  Simon J. More,et al.  Inferred duration of infectious period of SARS-CoV-2: rapid scoping review and analysis of available evidence for asymptomatic and symptomatic COVID-19 cases , 2020, BMJ Open.

[9]  C. Eastin,et al.  Clinical Characteristics of Coronavirus Disease 2019 in China , 2020, The Journal of Emergency Medicine.

[10]  P. Houtekamer,et al.  Data Assimilation Using an Ensemble Kalman Filter Technique , 1998 .

[11]  Takemasa Miyoshi,et al.  Estimating Model Parameters with Ensemble-Based Data Assimilation: A Review , 2013 .

[12]  V. Wolf,et al.  Heterogeneity matters: Contact structure and individual variation shape epidemic dynamics , 2021, PloS one.

[13]  Uta Berger,et al.  Pattern-Oriented Modeling of Agent-Based Complex Systems: Lessons from Ecology , 2005, Science.

[14]  J. Gómez-Gardeñes,et al.  Modeling the Spatiotemporal Epidemic Spreading of COVID-19 and the Impact of Mobility and Social Distancing Interventions , 2020, Physical Review X.

[15]  Shicheng Yu,et al.  Estimation of incubation period distribution of COVID-19 using disease onset forward time: a novel cross-sectional and forward follow-up study , 2020, Science Advances.

[16]  M. R. Ferrández,et al.  Mathematical modeling of the spread of the coronavirus disease 2019 (COVID-19) taking into account the undetected infections. The case of China , 2020, Communications in Nonlinear Science and Numerical Simulation.

[17]  Jeffrey L. Anderson,et al.  A Monte Carlo Implementation of the Nonlinear Filtering Problem to Produce Ensemble Assimilations and Forecasts , 1999 .

[18]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[19]  Dirk Helbing,et al.  Social self-organization : agent-based simulations and experiments to study emergent social behavior , 2012 .

[20]  Richard White,et al.  An Introduction to Infectious Disease Modelling , 2010 .

[21]  S. Bhatt,et al.  Estimating the effects of non-pharmaceutical interventions on COVID-19 in Europe , 2020, Nature.

[22]  J. Annan,et al.  Efficient parameter estimation for a highly chaotic system , 2004 .

[23]  Herbert Gintis,et al.  Handbook of Computational Economics: Agent-Based Computational Economics (Handbook of Computational Economics S.) by K. L. Judd, L. Tesfatsion, M. D. Intriligator and Kenneth J. Arrow (eds.) , 2007, J. Artif. Soc. Soc. Simul..

[24]  W. O. Kermack,et al.  A contribution to the mathematical theory of epidemics , 1927 .

[25]  Haikady N. Nagaraja,et al.  Inference in Hidden Markov Models , 2006, Technometrics.

[26]  E L Ionides,et al.  Inference for nonlinear dynamical systems , 2006, Proceedings of the National Academy of Sciences.

[27]  S. Hammer INTRODUCTION TO INFECTIOUS DISEASE , 2004 .

[28]  Socially structured model for COVID-19 pandemic: design and evaluation of control measures , 2021, Computational and Applied Mathematics.

[29]  Andrew J. Evans,et al.  Dynamic calibration of agent-based models using data assimilation , 2016, Royal Society Open Science.

[30]  C. Faes,et al.  Time between Symptom Onset, Hospitalisation and Recovery or Death: Statistical Analysis of Belgian COVID-19 Patients , 2020, International journal of environmental research and public health.

[31]  Pejman Rohani,et al.  An Agent-Based Model to study the epidemiological and evolutionary dynamics of Influenza viruses , 2011, BMC Bioinformatics.

[32]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

[33]  Eric Bonabeau,et al.  Agent-based modeling: Methods and techniques for simulating human systems , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[34]  T. Miyoshi The Gaussian Approach to Adaptive Covariance Inflation and Its Implementation with the Local Ensemble Transform Kalman Filter , 2011 .

[35]  A. Vespignani,et al.  Modeling the impact of social distancing, testing, contact tracing and household quarantine on second-wave scenarios of the COVID-19 epidemic , 2020, medRxiv.

[36]  Simon Munzert,et al.  Tracking and promoting the usage of a COVID-19 contact tracing app , 2021, Nature Human Behaviour.

[37]  N. Gordon,et al.  Novel approach to nonlinear/non-Gaussian Bayesian state estimation , 1993 .

[38]  A. Barrat,et al.  Anatomy of digital contact tracing: Role of age, transmission setting, adoption, and case detection , 2020, Science Advances.

[39]  J. Shaman,et al.  Forecasting seasonal outbreaks of influenza , 2012, Proceedings of the National Academy of Sciences.

[40]  L. M. Berliner,et al.  A Bayesian tutorial for data assimilation , 2007 .

[41]  Petrônio C. L. Silva,et al.  COVID-ABS: An agent-based model of COVID-19 epidemic to simulate health and economic effects of social distancing interventions , 2020, Chaos, Solitons & Fractals.

[42]  G. Evensen,et al.  Analysis Scheme in the Ensemble Kalman Filter , 1998 .

[43]  Ruiyun Li,et al.  Substantial undocumented infection facilitates the rapid dissemination of novel coronavirus (SARS-CoV-2) , 2020, Science.

[44]  Joshua M. Epstein,et al.  Growing Artificial Societies: Social Science from the Bottom Up , 1996 .

[45]  C. K. R. T. Jones,et al.  An international assessment of the COVID-19 pandemic using ensemble data assimilation , 2020, medRxiv.

[46]  Stewart T. Chang,et al.  Covasim: An agent-based model of COVID-19 dynamics and interventions , 2020, medRxiv.