Estimation of parameters for the SDE SIS epidemic model

Jiafeng Pan; Alison Gray; David Greenhalgh; Xuerong Mao

Estimation of parameters for the SDE SIS epidemic model

Mathematics And Statistics

Research output: Contribution to conference › Presentation/Speech

Abstract

In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and $100(1-\alpha)\%$ confidence intervals as well as $100(1-\alpha)\%$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic $100(1-\alpha)\%$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.

Original language	English
Publication status	Unpublished - 2012
Event	Workshop on Stochastic Modelling in Ecosystems - Glasgow, United Kingdom Duration: 11 Jun 2012 → 12 Jun 2012

Conference

Conference	Workshop on Stochastic Modelling in Ecosystems
Country/Territory	United Kingdom
City	Glasgow
Period	11/06/12 → 12/06/12

Keywords

Stochastic SIS epidemic model
pseudo-maximum likelihood estimation
least squares estimation
confidence interval
confidence region
asymptotic estimator

Cite this

@conference{264d47db644a4fcaa2909a8664064238,

title = "Estimation of parameters for the SDE SIS epidemic model",

abstract = "In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and \$100(1-\textbackslash{}alpha)\textbackslash{}\%\$ confidence intervals as well as \$100(1-\textbackslash{}alpha)\textbackslash{}\%\$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic \$100(1-\textbackslash{}alpha)\textbackslash{}\%\$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.",

keywords = " Stochastic SIS epidemic model, pseudo-maximum likelihood estimation, least squares estimation, confidence interval, confidence region, asymptotic estimator",

author = "Jiafeng Pan and Alison Gray and David Greenhalgh and Xuerong Mao",

year = "2012",

language = "English",

note = "Workshop on Stochastic Modelling in Ecosystems ; Conference date: 11-06-2012 Through 12-06-2012",

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TY - CONF

T1 - Estimation of parameters for the SDE SIS epidemic model

AU - Pan, Jiafeng

AU - Gray, Alison

AU - Greenhalgh, David

AU - Mao, Xuerong

PY - 2012

Y1 - 2012

N2 - In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and $100(1-\alpha)\%$ confidence intervals as well as $100(1-\alpha)\%$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic $100(1-\alpha)\%$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.

AB - In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and $100(1-\alpha)\%$ confidence intervals as well as $100(1-\alpha)\%$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic $100(1-\alpha)\%$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.

KW - Stochastic SIS epidemic model

KW - pseudo-maximum likelihood estimation

KW - least squares estimation

KW - confidence interval

KW - confidence region

KW - asymptotic estimator

M3 - Presentation/Speech

T2 - Workshop on Stochastic Modelling in Ecosystems

Y2 - 11 June 2012 through 12 June 2012

ER -

Estimation of parameters for the SDE SIS epidemic model

Abstract

Conference

Keywords

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Cite this