Estimation, Forecasting, and Anomaly Detection for Nonstationary Streams Using Adaptive Estimation.

Streaming data provides substantial challenges for data analysis. From a computational standpoint, these challenges arise from constraints related to computer memory and processing speed. Statistically, the challenges relate to constructing procedures that can handle the so-called concept drift-the tendency of future data to have different underlying properties to current and historic data. The issue of handling structure, such as trend and periodicity, remains a difficult problem for streaming estimation. We propose the real-time adaptive component (RAC), a penalized-regression modeling framework that satisfies the computational constraints of streaming data, and provides the capability for dealing with concept drift. At the core of the estimation process are techniques from adaptive filtering. The RAC procedure adopts a specified basis to handle local structure, along with a least absolute shrinkage operator-like penalty procedure to handle over fitting. We enhance the RAC estimation procedure with a streaming anomaly detection capability. The experiments with simulated data suggest the procedure can be considered as a competitive tool for a variety of scenarios, and an illustration with real cyber-security data further demonstrates the promise of the method.

Estimating the COVID-19 infection fatality ratio accounting for seroreversion using statistical modelling.

Background: The infection fatality ratio (IFR) is a key statistic for estimating the burden of coronavirus disease 2019 (COVID-19) and has been continuously debated throughout the COVID-19 pandemic. The age-specific IFR can be quantified using antibody surveys to estimate total infections, but requires consideration of delay-distributions from time from infection to seroconversion, time to death, and time to seroreversion (i.e. antibody waning) alongside serologic test sensitivity and specificity. Previous IFR estimates have not fully propagated uncertainty or accounted for these potential biases, particularly seroreversion. Methods: We built a Bayesian statistical model that incorporates these factors and applied this model to simulated data and 10 serologic studies from different countries. Results: We demonstrate that seroreversion becomes a crucial factor as time accrues but is less important during first-wave, short-term dynamics. We additionally show that disaggregating surveys by regions with higher versus lower disease burden can inform serologic test specificity estimates. The overall IFR in each setting was estimated at 0.49-2.53%. Conclusion: We developed a robust statistical framework to account for full uncertainties in the parameters determining IFR. We provide code for others to apply these methods to further datasets and future epidemics.

Genomics and epidemiology of the P.1 SARS-CoV-2 lineage in Manaus, Brazil.

Cases of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection in Manaus, Brazil, resurged in late 2020 despite previously high levels of infection. Genome sequencing of viruses sampled in Manaus between November 2020 and January 2021 revealed the emergence and circulation of a novel SARS-CoV-2 variant of concern. Lineage P.1 acquired 17 mutations, including a trio in the spike protein (K417T, E484K, and N501Y) associated with increased binding to the human ACE2 (angiotensin-converting enzyme 2) receptor. Molecular clock analysis shows that P.1 emergence occurred around mid-November 2020 and was preceded by a period of faster molecular evolution. Using a two-category dynamical model that integrates genomic and mortality data, we estimate that P.1 may be 1.7- to 2.4-fold more transmissible and that previous (non-P.1) infection provides 54 to 79% of the protection against infection with P.1 that it provides against non-P.1 lineages. Enhanced global genomic surveillance of variants of concern, which may exhibit increased transmissibility and/or immune evasion, is critical to accelerate pandemic responsiveness.

Genomics and epidemiology of a novel SARS-CoV-2 lineage in Manaus, Brazil.

Cases of SARS-CoV-2 infection in Manaus, Brazil, resurged in late 2020, despite high levels of previous infection there. Through genome sequencing of viruses sampled in Manaus between November 2020 and January 2021, we identified the emergence and circulation of a novel SARS-CoV-2 variant of concern, lineage P.1, that acquired 17 mutations, including a trio in the spike protein (K417T, E484K and N501Y) associated with increased binding to the human ACE2 receptor. Molecular clock analysis shows that P.1 emergence occurred around early November 2020 and was preceded by a period of faster molecular evolution. Using a two-category dynamical model that integrates genomic and mortality data, we estimate that P.1 may be 1.4-2.2 times more transmissible and 25-61% more likely to evade protective immunity elicited by previous infection with non-P.1 lineages. Enhanced global genomic surveillance of variants of concern, which may exhibit increased transmissibility and/or immune evasion, is critical to accelerate pandemic responsiveness.

Inference of COVID-19 epidemiological distributions from Brazilian hospital data.

Knowing COVID-19 epidemiological distributions, such as the time from patient admission to death, is directly relevant to effective primary and secondary care planning, and moreover, the mathematical modelling of the pandemic generally. We determine epidemiological distributions for patients hospitalized with COVID-19 using a large dataset (N = 21 000 - 157 000) from the Brazilian Sistema de Informação de Vigilância Epidemiológica da Gripe database. A joint Bayesian subnational model with partial pooling is used to simultaneously describe the 26 states and one federal district of Brazil, and shows significant variation in the mean of the symptom-onset-to-death time, with ranges between 11.2 and 17.8 days across the different states, and a mean of 15.2 days for Brazil. We find strong evidence in favour of specific probability density function choices: for example, the gamma distribution gives the best fit for onset-to-death and the generalized lognormal for onset-to-hospital-admission. Our results show that epidemiological distributions have considerable geographical variation, and provide the first estimates of these distributions in a low and middle-income setting. At the subnational level, variation in COVID-19 outcome timings are found to be correlated with poverty, deprivation and segregation levels, and weaker correlation is observed for mean age, wealth and urbanicity.

Evolution and epidemic spread of SARS-CoV-2 in Brazil.

Brazil currently has one of the fastest-growing severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) epidemics in the world. Because of limited available data, assessments of the impact of nonpharmaceutical interventions (NPIs) on this virus spread remain challenging. Using a mobility-driven transmission model, we show that NPIs reduced the reproduction number from >3 to 1 to 1.6 in São Paulo and Rio de Janeiro. Sequencing of 427 new genomes and analysis of a geographically representative genomic dataset identified >100 international virus introductions in Brazil. We estimate that most (76%) of the Brazilian strains fell in three clades that were introduced from Europe between 22 February and 11 March 2020. During the early epidemic phase, we found that SARS-CoV-2 spread mostly locally and within state borders. After this period, despite sharp decreases in air travel, we estimated multiple exportations from large urban centers that coincided with a 25% increase in average traveled distances in national flights. This study sheds new light on the epidemic transmission and evolutionary trajectories of SARS-CoV-2 lineages in Brazil and provides evidence that current interventions remain insufficient to keep virus transmission under control in this country.

Genomics and epidemiology of the P 1 SARS-CoV-2 lineage in Manaus, Brazil

Cases of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection in Manaus, Brazil, resurged in late 2020 despite previously high levels of infection. Genome sequencing of viruses sampled in Manaus between November 2020 and January 2021 revealed the emergence and circulation of a novel SARS-CoV-2 variant of concern. Lineage P.1 acquired 17 mutations, including a trio in the spike protein (K417T, E484K, and N501Y) associated with increased binding to the human ACE2 (angiotensin-converting enzyme 2) receptor. Molecular clock analysis shows that P.1 emergence occurred around mid-November 2020 and was preceded by a period of faster molecular evolution. Using a two-category dynamical model that integrates genomic and mortality data, we estimate that P.1 may be 1.7- to 2.4-fold more transmissible and that previous (non-P.1) infection provides 54 to 79% of the protection against infection with P.1 that it provides against non-P.1 lineages. Enhanced global genomic surveillance of variants of concern, which may exhibit increased transmissibility and/or immune evasion, is critical to accelerate pandemic responsiveness.