Markov chain Monte Carlo (MCMC) methods have found widespread use in many fields of study to estimate the average properties of complex systems, and for posterior inference in a Bayesian framework. Existing theory and experiments prove convergence of well-constructed MCMC schemes to the appropriate limiting distribution under a variety of different conditions. In practice, however this convergence is often observed to be disturbingly slow. This is frequently caused by an inappropriate selection of the proposal distribution used to generate trial moves in the Markov Chain. Here we show that significant improvements to the efficiency of MCMC simulation can be made by using a self-adaptive Differential Evolution learning strategy within a population-based evolutionary framework. This scheme, entitled Differential Evolution Adaptive Metropolis or DREAM, runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution in randomized subspaces during the search. Ergodicity of the algorithm is proved, and various examples involving nonlinearity, highdimensionality, and multimodality show that DREAM is generally superior to other adaptive MCMC sampling approaches. The DREAM scheme significantly enhances the applicability of MCMC simulation to complex, multi-modal search problems.

No abstract

No abstract

We perform sensitivity analyses on a mathematical model of malaria transmission to determine the relative importance of model parameters to disease transmission and prevalence. We compile two sets of baseline parameter values: one for areas of high transmission and one for low transmission. We compute sensitivity indices of the reproductive number (which measures initial disease transmission) and the endemic equilibrium point (which measures disease prevalence) to the parameters at the baseline values. We find that in areas of low transmission, the reproductive number and the equilibrium proportion of infectious humans are most sensitive to the mosquito biting rate. In areas of high transmission, the reproductive number is again most sensitive to the mosquito biting rate, but the equilibrium proportion of infectious humans is most sensitive to the human recovery rate. This suggests strategies that target the mosquito biting rate (such as the use of insecticide-treated bed nets and indoor residual spraying) and those that target the human recovery rate (such as the prompt diagnosis and treatment of infectious individuals) can be successful in controlling malaria.

[1] There is increasing consensus in the hydrologic literature that an appropriate framework for streamflow forecasting and simulation should include explicit recognition of forcing and parameter and model structural error. This paper presents a novel Markov chain Monte Carlo (MCMC) sampler, entitled differential evolution adaptive Metropolis (DREAM), that is especially designed to efficiently estimate the posterior probability density function of hydrologic model parameters in complex, high-dimensional sampling problems. This MCMC scheme adaptively updates the scale and orientation of the proposal distribution during sampling and maintains detailed balance and ergodicity. It is then demonstrated how DREAM can be used to analyze forcing data error during watershed model calibration using a five-parameter rainfall-runoff model with streamflow data from two different catchments. Explicit treatment of precipitation error during hydrologic model calibration not only results in prediction uncertainty bounds that are more appropriate but also significantly alters the posterior distribution of the watershed model parameters. This has significant implications for regionalization studies. The approach also provides important new ways to estimate areal average watershed precipitation, information that is of utmost importance for testing hydrologic theory, diagnosing structural errors in models, and appropriately benchmarking rainfall measurement devices.

Despite improved control measures, Ebola remains a serious public health risk in African regions where recurrent outbreaks have been observed since the initial epidemic in 1976. Using epidemic modeling and data from two well-documented Ebola outbreaks (Congo 1995 and Uganda 2000), we estimate the number of secondary cases generated by an index case in the absence of control interventions R0. Our estimate of R0 is 1.83 (SD 0.06) for Congo (1995) and 1.34 (SD 0.03) for Uganda (2000). We model the course of the outbreaks via an SEIR (susceptible-exposed-infectious-removed) epidemic model that includes a smooth transition in the transmission rate after control interventions are put in place. We perform an uncertainty analysis of the basic reproductive number R0 to quantify its sensitivity to other disease-related parameters. We also analyse the sensitivity of the final epidemic size to the time interventions begin and provide a distribution for the final epidemic size. The control measures implemented during these two outbreaks (including education and contact tracing followed by quarantine) reduce the final epidemic size by a factor of 2 relative the final size with a 2-week delay in their implementation.

a b s t r a c tThe initial cluster of severe pneumonia cases that triggered the COVID-19 epidemic was identified in Wuhan, China in December 2019. While early cases of the disease were linked to a wet market, human-to-human transmission has driven the rapid spread of the virus throughout China. The Chinese government has implemented containment strategies of city-wide lockdowns, screening at airports and train stations, and isolation of suspected patients; however, the cumulative case count keeps growing every day. The ongoing outbreak presents a challenge for modelers, as limited data are available on the early growth trajectory, and the epidemiological characteristics of the novel coronavirus are yet to be fully elucidated. We use phenomenological models that have been validated during previous outbreaks to generate and assess short-term forecasts of the cumulative number of confirmed reported cases in Hubei province, the epicenter of the epidemic, and for the overall trajectory in China, excluding the province of Hubei. We collect daily reported cumulative confirmed cases for the 2019-nCoV outbreak for each Chinese province from the National Health Commission of China. Here, we provide 5, 10, and 15 day forecasts for five consecutive days, February 5th through February 9th, with quantified uncertainty based on a generalized logistic growth model, the Richards growth model, and a sub-epidemic wave model. Our most recent forecasts reported here, based on data up until February 9, 2020, largely agree across the three models presented and suggest an average range of 7409e7496 additional confirmed cases in Hubei and 1128e1929 additional cases in other provinces within the next five days. Models also predict an average total cumulative case count between 37,415 and 38,028 in Hubei and 11,588e13,499 in other provinces by February 24, 2020. Mean estimates and uncertainty bounds for both Hubei and other provinces have remained relatively stable in the last three reporting dates (February 7th e 9th). We also observe that each of the models predicts that the epidemic has reached saturation in both Hubei and other provinces. Our findings suggest that the containment strategies implemented in China are successfully reducing transmission and that the epidemic growth has slowed in recent days.

We present an ordinary differential equation mathematical model for the spread of malaria in human and mosquito populations. Susceptible humans can be infected when they are bitten by an infectious mosquito. They then progress through the exposed, infectious, and recovered classes, before reentering the susceptible class. Susceptible mosquitoes can become infected when they bite infectious or recovered humans, and once infected they move through the exposed and infectious classes. Both species follow a logistic population model, with humans having immigration and disease-induced death. We define a reproductive number, R 0 , for the number of secondary cases that one infected individual will cause through the duration of the infectious period. We find that the disease-free equilibrium is locally asymptotically stable when R 0 < 1 and unstable when R 0 > 1. We prove the existence of at least one endemic equilibrium point for all R 0 > 1. In the absence of disease-induced death, we prove that the transcritical bifurcation at R 0 = 1 is supercritical (forward). Numerical simulations show that for larger values of the disease-induced death rate, a subcritical (backward) bifurcation is possible at R 0 = 1.