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On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models

机译:流行病模型中稀有事件分析的计算机密集模拟和估计方法

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摘要

This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is available and crude Monte-Carlo procedures fail. We show how recent intensive computer simulation techniques, such as interacting branching particle methods, can be used for estimation purposes, as well as for generating model paths that correspond to realizations of such events. Applications of these simulation-based methods to several epidemic models are also considered and discussed thoroughly.
机译:本文在流行病模型的背景下,从公共卫生的角度着眼于可能与危机情况相对应的罕见事件。通常,没有关于它们的发生概率的紧密分析形式,并且粗糙的蒙特卡洛程序失败了。我们展示了如何使用最新的密集计算机仿真技术(例如相互作用的分支粒子方法)进行估算,以及如何生成与此类事件的实现相对应的模型路径。这些基于模拟的方法在几种流行病模型中的应用也得到了考虑和讨论。

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