2023 journal article
Stochastic compartmental models of the COVID-19 pandemic must have temporally correlated uncertainties
author keywords: COVID-19; compartmental models; epidemiology; uncertainty quantification; correlated noise; noise-induced transitions
TL;DR:
It is proved that the correlated Ornstein–Uhlenbeck (OU) process is the appropriate tool for modelling uncertainties in the infectivity rate of the COVID-19 pandemic and an exact closed-form solution for the final distribution of infected individuals is derived.
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arxiv.org (repository)
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science; OpenAlex)
Source: Web Of Science
Added: April 17, 2023
Compartmental models are an important quantitative tool in epidemiology, enabling us to forecast the course of a communicable disease. However, the model parameters, such as the infectivity rate of the disease, are riddled with uncertainties, which has motivated the development and use of stochastic compartmental models. Here, we first show that a common stochastic model, which treats the uncertainties as white noise, is fundamentally flawed since it erroneously implies that greater parameter uncertainties will lead to the eradication of the disease. Then, we present a principled modelling of the uncertainties based on reasonable assumptions on the contacts of each individual. Using the central limit theorem and Doob’s theorem on Gaussian Markov processes, we prove that the correlated Ornstein–Uhlenbeck (OU) process is the appropriate tool for modelling uncertainties in the infectivity rate. We demonstrate our results using a compartmental model of the COVID-19 pandemic and the available US data from the Johns Hopkins University COVID-19 database. In particular, we show that the white noise stochastic model systematically underestimates the severity of the Omicron variant of COVID-19, whereas the OU model correctly forecasts the course of this variant. Moreover, using an SIS model of sexually transmitted disease, we derive an exact closed-form solution for the final distribution of infected individuals. This analytical result shows that the white noise model underestimates the severity of the pandemic because of unrealistic noise-induced transitions. Our results strongly support the need for temporal correlations in modelling of uncertainties in compartmental models of infectious disease.