Bärbel F. Finkenstädt’s research while affiliated with University of Warwick and other places

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Publications (11)


Statistical Inference in a Stochastic Epidemic SEIR Model with Control Intervention: Ebola as a Case Study
  • Article

January 2007

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724 Reads

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459 Citations

Biometrics

Phenyo E Lekone

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Bärbel F Finkenstädt

A stochastic discrete-time susceptible-exposed-infectious-recovered (SEIR) model for infectious diseases is developed with the aim of estimating parameters from daily incidence and mortality time series for an outbreak of Ebola in the Democratic Republic of Congo in 1995. The incidence time series exhibit many low integers as well as zero counts requiring an intrinsically stochastic modeling approach. In order to capture the stochastic nature of the transitions between the compartmental populations in such a model we specify appropriate conditional binomial distributions. In addition, a relatively simple temporally varying transmission rate function is introduced that allows for the effect of control interventions. We develop Markov chain Monte Carlo methods for inference that are used to explore the posterior distribution of the parameters. The algorithm is further extended to integrate numerically over state variables of the model, which are unobserved. This provides a realistic stochastic model that can be used by epidemiologists to study the dynamics of the disease and the effect of control interventions.


Modelling antigenic drift in weekly flu incidence

November 2005

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33 Reads

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42 Citations

Statistics in Medicine

Since influenza in humans is a major public health threat, the understanding of its dynamics and evolution, and improved prediction of its epidemics are important aims. Underlying its multi-strain structure is the evolutionary process of antigenic drift whereby epitope mutations give mutant virions a selective advantage. While there is substantial understanding of the molecular mechanisms of antigenic drift, until now there has been no quantitative analysis of this process at the population level. The aim of this study is to develop a predictive model that is of a modest-enough structure to be fitted to time series data on weekly flu incidence. We observe that the rate of antigenic drift is highly non-uniform and identify several years where there have been antigenic surges where a new strain substantially increases infective pressure. The SIR-S approach adopted here can also be shown to improve forecasting in comparison to conventional methods.


Discrete Time Modelling of Disease Incidence Time Series by Using Markov Chain Monte Carlo Methods

February 2005

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177 Reads

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68 Citations

Journal of the Royal Statistical Society Series C Applied Statistics

A stochastic discrete time version of the susceptible-infected-recovered model for infectious diseases is developed. Disease is transmitted within and between communities when infected and susceptible individuals interact. Markov chain Monte Carlo methods are used to make inference about these unobserved populations and the unknown parameters of interest. The algorithm is designed specifically for modelling time series of reported measles cases although it can be adapted for other infectious diseases with permanent immunity. The application to observed measles incidence series motivates extensions to incorporate age structure as well as spatial epidemic coupling between communities. Copyright 2005 Royal Statistical Society.


Fig. 1. Time series plots of reported cases corrected for temporal under-reporting for (a) London (3.3 million inhabitants), (b) Plymouth (210 000 inhabitants), (c) Teignmouth (10 000 inhabitants) during the pre-vaccination time from 1944 to 1966. The population sizes stated in brackets are the approximate median yearly sizes for this time period.
Fig. 2. Monte Carlo estimates (100 repetitions) of parameters against community size (log scale) for (a) ordinary least squares estimation and (b) weighted least squares estimation. The estimation model assumes c 1 = c 2 = c 3 = 0 (zero 
Fig. 3. Monte Carlo results for WLS estimators (100 repetitions) against community size. The parameters and the range of the vertical bars are as described in the previous figure. The order of the approximation is 1 in column 1, 2 in column 2, and 3 in column 3. 
Fig. 4. Parameter estimates for 60 cities in England and Wales plotted against population size (log scale). The vertical bars show the parameter estimate plus/minus 2 times the estimated standard deviation obtained from the weighted least squares regression. (a) log r ∗ (average over 26 seasonals) (b) ζ (log scale) with regression line as given in t mod s 17, (c) α 1 with regression line given in (18), (d) seasonal forcing: Seasonal coefficients log r t ∗ mod s (average over 60 cities) against t mod s . The dotted lines show the 2 x (average) standard deviation band of the seasonal coefficients. 
Fig. 5. Plot of the estimated distance log K L (θ) against log θ (KL plots) for a selection of cities: (a) Birmingham (1.1 million inhabitants), (b) Bristol (430 000 inhabitants), (c) Cambridge (93 000 inhabitants), (d) Exeter (77 000 inhabitants). Each point in the plot is the estimated KL distance for one realization of the epidemic model with a migration of log θ where log θ is varied over a grid of 1000 values in the range [− 8 , 2 ] . 

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A stochastic model for extinction and recurrence of epidemics: Estimation and inference for measles outbreaks
  • Article
  • Full-text available

January 2003

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174 Reads

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94 Citations

Biostatistics

Epidemic dynamics pose a great challenge to stochastic modelling because chance events are major determinants of the size and the timing of the outbreak. Reintroduction of the disease through contact with infected individuals from other areas is an important latent stochastic variable. In this study we model these stochastic processes to explain extinction and recurrence of epidemics observed in measles. We develop estimating functions for such a model and apply the methodology to temporal case counts of measles in 60 cities in England and Wales. In order to estimate the unobserved spatial contact process we suggest a method based on stochastic simulation and marginal densities. The estimation results show that it is possible to consider a unified model for the UK cities where the parameters depend on the city size. Stochastic realizations from the dynamic model realistically capture the transitions from an endemic cyclic pattern in large populations to irregular epidemic outbreaks in small human host populations.

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A Conditional Density Approach to the Order Determination of Time Series

July 2001

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127 Reads

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5 Citations

Statistics and Computing

The study focuses on the selection of the order of a general time series process via the conditional density of the latter, a characteristic of which is that it remains constant for every order beyond the true one. Using simulated time series from various nonlinear models we illustrate how this feature can be traced from conditional density estimation. We study whether two statistics derived from the likelihood function can serve as univariate statistics to determine the order of the process. It is found that a weighted version of the log likelihood function has desirable robust properties in detecting the order of the process.


Time Series Modelling of Childhood Diseases: A Dynamical Systems Approach

January 2000

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725 Reads

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397 Citations

Journal of the Royal Statistical Society Series C Applied Statistics

A key issue in the dynamical modelling of epidemics is the synthesis of complex mathematical models and data by means of time series analysis. We report such an approach, focusing on the particularly well-documented case of measles. We propose the use of a discrete time epidemic model comprising the infected and susceptible class as state variables. The model uses a discrete time version of the susceptible–exposed–infected–recovered type epidemic models, which can be fitted to observed disease incidence time series. We describe a method for reconstructing the dynamics of the susceptible class, which is an unobserved state variable of the dynamical system. The model provides a remarkable fit to the data on case reports of measles in England and Wales from 1944 to 1964. Morever, its systematic part explains the well-documented predominant biennial cyclic pattern. We study the dynamic behaviour of the time series model and show that episodes of annual cyclicity, which have not previously been explained quantitatively, arise as a response to a quicker replenishment of the susceptible class during the baby boom, around 1947.


Figure 2. Bifurcation diagrams for the deterministic single-disease SEIR model with term-time forcing ( a ) and ( b ) and the deterministic two-disease model ( c ) as a function of seasonal amplitude b 1 . The term-time forcing is implemented such that the contact rate for disease i on school days is given by i   t b 0 Y i    1 b 1 , else i   t b 0 Y i    1 À b 1 (where b 0 Y i represents the basic 
Figure 3. Frequency histograms for the cross-correlation coe¤cients (CC) of 40-year simulated time-series data for diseases 1 and 2. In (a), we plot CCs calculated from 60 realizations of a Monte-Carlo version of the two-disease model. These results show that the temporal dynamics of the two infections are strongly negatively correlated (mean CC ˆ À0X285 and s.d. ˆ 0X134). Contrast these with (b) where we have shown the CCs of data generated using independent Monte-Carlo SEIR models with measles and whooping cough parameters. These show that such strongly negative correlations are very unlikely to arise purely by chance (mean ˆ 0X149 and s.d. ˆ 0X159). Model parameters are as stated in the caption to ¢gure 2, with b 1 ˆ 0X1 and annual immigration rates of 20 per million for disease 1 and 10 per million for disease 2.
Figure 4. Weekly case-reports for measles (red) and whooping cough (dark blue) in (a) London, (b) Liverpool and (c) She¤eld from 1946^1954 (log scale).
Population dynamic interference among childhood diseases

December 1998

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92 Reads

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99 Citations

Epidemiologists usually study the interaction between a host population and one parasitic infection. However, different parasite species effectively compete, in an ecological sense, for the same finite group of susceptible hosts, so there may be an indirect effect on the population dynamics of one disease due to epidemics of another. In human populations, recovery from any serious infection is normally preceded by a period of convalescence, during which infected individuals stay at home and are effectively shielded from exposure to other infectious diseases. We present a model for the dynamics of two infectious diseases, incorporating a temporary removal of susceptibles. We use this model to explore population-level consequences of a temporary insusceptibility in childhood diseases, the dynamics of which are partly driven by differences in contact rates in and out of school terms. Significant population dynamic interference is predicted and cannot be dismissed in the limited case-study data available for measles and whooping cough in England before the vaccination era.


Table 1 Fits of threshold autoregressive models to the Hirta Soay sheep time series
Noise and determinism in sychronized sheep dynamics

August 1998

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233 Reads

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542 Citations

Nature

B.T.G. Grenfell

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B. F. Finkenstädt

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[...]

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M. J. Crawley

A major debate in ecology concerns the relative importance of intrinsic factors and extrinsic environmental variations in determining population size fluctuations. Spatial correlation of fluctuations in different populations caused by synchronous environmental shocks,, is a powerful tool for quantifying the impact of environmental variations on population dynamics,. However, interpretation of synchrony is often complicated by migration between populations,. Here we address this issue by using time series from sheep populations on two islands in the St Kilda archipelago. Fluctuations in the sizes of the two populations are remarkably synchronized over a 40-year period. A nonlinear time-series model shows that a high and frequent degree of environmental correlation is required to achieve this level of synchrony. The model indicates that if there were less environmental correlation, population dynamics would be much less synchronous than is observed. This is because of a threshold effect that is dependent on population size; the threshold magnifies random differences between populations. A refined model showsthat part of the required environmental synchronicity can be accounted for by large-scale weather variations. These results underline the importance of understanding the interaction between intrinsic and extrinsic influences on population dynamics.



Patterns of density dependence in measles dynamic s

June 1998

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203 Reads

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46 Citations

An important question in metapopulation dynamics is the influence of external perturbations on the population's long-term dynamic behaviour. In this paper we address the question of how spatiotemporal variations in demographic parameters affect the dynamics of measles populations in England and Wales. Specifically, we use nonparametric statistical methods to analyse how birth rate and population size modulate the negative density dependence between successive epidemics as well as their periodicity. For the observed spatiotemporal data from 60 cities, and for simulated model data, the demographic variables act as bifurcation parameters on the joint density of the trade-off between successive epidemics. For increasing population size, a transition occurs from an irregular unpredictable pattern in small communities towards a regular, predictable endemic pattern in large places. Variations in the birth rate parameter lead to a bifurcation from annual towards biennial cyclicity in both observed data and model data.


Citations (11)


... Previous research has shown theoretical and empirical support that shared environmental conditions drive population synchrony, that is, the 'Moran effect' (Grenfell et al. 1998;Moran 1953). The effect declines with increasing distance between populations partly due to spatial autocorrelation in climatic conditions (Hanski and Woiwod 1993;Powney et al. 2011;Roland and Matter 2007). ...

Reference:

Disentangling How Climate and Dispersal Drive Temporal Trends in Synchronous Population Dynamics
Noise and determinism in sychronized sheep dynamics

Nature

... We then computed the force of infection ( FOI ) for each time step or epiweek ( w ), zone ( d ), and age group ( a ) using the following equation: where W a c w d , , , is the contact rate from our synthetic contact matrix between age groups a and c standardized to the population size in time w and zone d , K z d , is the proportion of persons from zone z traveling to zone d in a given time step, and I w c z −1, , is the proportion of persons in age group c from zone z who were infected in the previous time step. α is a parameter, assumed to be 0.99 for purposes of model identifiability, to account for mixing parameters of the contact process or the discretization of a continuous process [26,27]. ...

Time Series Modelling of Childhood Diseases: A Dynamical Systems Approach
  • Citing Article
  • January 2000

Journal of the Royal Statistical Society Series C Applied Statistics

... The opposite occurs when considering models including autumn season temperature (positive sign), possibly because the length of the breeding season is then extended and voles reproduce more during mild winters. 57,[75][76][77][78][79] Identifying the drivers that influence vole population dynamics helps our understanding of how outbreaks occur and which factors should be monitored for a predictive objective. Although we have not detected a common pattern applicable to the whole CyL region, our results aid to determine which periods are more critical for monitoring voles with a predictive aim. ...

Seasonality, Stochasticity and Population Cycles

Researches on Population Ecology

... A Python implementation of model selection using the nega- tive log-predictive likelihood is available through the sidpy package on GitHub [45]. We note that this criterion is closely related to a heuristic proposed in Ref. [1] for determining the dimension of a deterministic dynamical system, though that heuristic was never formally operationalized, and to the approach taken in Ref. [46]. Another related approach was proposed in Ref. [47], using a coarse-graining of the observed time series with a heuristic objective function. ...

A Conditional Density Approach to the Order Determination of Time Series

Statistics and Computing

... Predicting the emergence and elimination of infectious diseases is possible by fitting complex parametric mathematical models of disease transmission to incidence data [14][15][16][17][18][19]. While these models provide an in-depth picture of disease dynamics, their success relies on a detailed understanding of the underlying epidemiology, immunology and pathogenesis of the disease in addition to long-term data [20]. ...

Empirical determinants of measles metapopulation dynamics in England and Wales

... Anderson and May (1991) included the spatial distribution of the persistence and transmission of diseases in a heterogeneous landscape of varying population sizes when they developed the "cities and villages" model. This model was later confirmed to be a good predictive model for measles by empirical studies in the United Kingdom (Grenfell et al. 2001;Grenfell and Bolker 1998) and the United States (Cliff et al. 1992(Cliff et al. , 1993, at a broader scale and for pertussis in the United Kingdom (Broutin et al. 2004b;Rohani et al. 1998Rohani et al. , 1999Rohani et al. , 2000 and at a finer scale in Senegal (Broutin et al. 2004a). These studies highlighted the importance of migration between large (i.e., cities) and small (i.e., towns or rural areas) populations in the maintenance of infection, showing that infection is transmitted following a size hierarchy from large cities to small villages and finally to rural areas, having an endemic state in large populations and an epidemic state with more fade-outs in small ones. ...

Population dynamic interference among childhood diseases

... One of the explanations for this discrepancy is due to the stochastic extinction events being more prominent in small population sizes. In smaller populations, the inherent fluctuations stemming from the stochastic nature of the epidemic process become more pronounced, rendering the deterministic (and continuous-valued) approximation inadequate due to low infective numbers [40]. Even in other biological systems [36,41], the stochastic ABM is better suited for understanding the effects of demographic stochasticity on smaller populations and providing valuable insights into the random events and discreteness of populations. ...

A stochastic model for extinction and recurrence of epidemics: Estimation and inference for measles outbreaks

Biostatistics

... Research Finkenstädt et al. (2005) and Gamerman and Migon (1991) applied these models to several human disease outbreaks like COVID-19, Measles, ILI, dengue, DHF, Skin and Soft Tissue Infections (SSTIS). Predicted variables (daily cases, reproduction number, among others), prediction range and other methods applied for each mentioned research are summarized in Table 15. ...

Modelling antigenic drift in weekly flu incidence
  • Citing Article
  • November 2005

Statistics in Medicine

... Certain models have focused on modeling previous Ebola outbreaks with limited data compared to the extensive information available for the 2014 outbreak. Examples of such models include those presented by Lekone and Finkenstädt [11], Ndanguza et al. [12], and Astacio and Betancourt [10]. The 2014 outbreak in Guinea, Liberia, and Sierra Leone has been the subject of numerous modeling approaches. ...

Statistical Inference in a Stochastic Epidemic SEIR Model with Control Intervention: Ebola as a Case Study
  • Citing Article
  • January 2007

Biometrics