Stratified epidemic model using a latent marked Hawkes process.

We extend the unstructured homogeneously mixing epidemic model introduced by Lamprinakou et al. (2023) to a finite population stratified by age bands. We model the actual unobserved infections using a latent marked Hawkes process and the reported aggregated infections as random quantities driven by the underlying Hawkes process. We apply a Kernel Density Particle Filter (KDPF) to infer the marked counting process, the instantaneous reproduction number for each age group and forecast the epidemic's trajectory in the near future. Taking into account the individual inhomogeneity in age does not increase significantly the computational cost of the proposed inference algorithm compared to the cost of the proposed algorithm for the homogeneously unstructured epidemic model. We demonstrate that considering the individual heterogeneity in age, we can derive the instantaneous reproduction numbers per age group that provide a real-time measurement of interventions and behavioural changes of the associated groups. We illustrate the performance of the proposed inference algorithm on synthetic data sets and COVID-19-reported cases in various local authorities in the UK, and benchmark our model to the unstructured homogeneously mixing epidemic model. Our paper is a "demonstration" of a methodology that might be applied to factors other than age for stratification.

Using a latent Hawkes process for epidemiological modelling.

Understanding the spread of COVID-19 has been the subject of numerous studies, highlighting the significance of reliable epidemic models. Here, we introduce a novel epidemic model using a latent Hawkes process with temporal covariates for modelling the infections. Unlike other models, we model the reported cases via a probability distribution driven by the underlying Hawkes process. Modelling the infections via a Hawkes process allows us to estimate by whom an infected individual was infected. We propose a Kernel Density Particle Filter (KDPF) for inference of both latent cases and reproduction number and for predicting the new cases in the near future. The computational effort is proportional to the number of infections making it possible to use particle filter type algorithms, such as the KDPF. We demonstrate the performance of the proposed algorithm on synthetic data sets and COVID-19 reported cases in various local authorities in the UK, and benchmark our model to alternative approaches.