Seminari: Alexandra M. Schmidt, Tony O’Hagan - 23 aprile 2024

Martedì, 23 Aprile, 2024

 
Seminars in Statistics
 

23 Aprile 2024 - ore 15:00 - Sala Lauree
(Sapienza Università di Roma, Via del Castro Laurenziano 9, Roma - Facoltà di Economia)
 

Relatore: Prof. Alexandra M. Schmidt (McGill University)

TitoloZero-inflated and Hurdle Markov Switching Models for Spatio-temporal Infectious Disease Counts

Abstract:
Spatio-temporal counts of infectious disease cases often contain an excess of zeros. With existing zero-inflated count models applied to such data it is difficult to quantify space-time heterogeneity in the effects of disease spread between areas. Also, existing methods do not allow for separate dynamics to affect the reemergence and persistence of the disease. As an alternative, we develop a new zero-state coupled Markov switching negative binomial model, under which the disease switches between periods of presence and absence in each area through a series of partially hidden non-homogeneous Markov chains coupled between neighbouring locations. When the disease is present, an autoregressive negative binomial model generates the cases with a possible zero representing the disease being undetected. We fit different versions of the proposed model to the weekly number of cases of dengue fever across the districts of Rio de Janeiro. Then we propose a hurdle version of the zero-state coupled Markov switching negative binomial model and compare the models when analyzing the first epidemic of Chikungunya experienced in Rio de Janeiro between 2015 and 2016. This talk comprises joint work with Dirk Douwes-Schultz (Biostatistics PhD Candidate, McGill University) and Mingchi Xu (Biostatistics PhD Candidate, McGill University).
 

Relatore: Prof. Tony O’Hagan (The University of Sheffield)

Titolo: Gaussian Processes I have known

Abstract:
After a brief introduction to Gaussian processes, the talk will take the audience on a journey beginning almost fifty years ago to illustrate the many ways that Gaussian processes can be used.

 

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