Stabilizing the return to normal behavior in an epidemic.

Predicting the interplay between infectious disease and behavior has been an intractable problem because behavioral response is so varied. We introduce a general framework for feedback between incidence and behavior for an infectious disease. By identifying stable equilibria, we provide policy end-states that are self-managing and self-maintaining. We prove mathematically the existence of two new endemic equilibria depending on the vaccination rate: one in the presence of low vaccination but with reduced societal activity (the "new normal"), and one with return to normal activity but with vaccination rate below that required for disease elimination. This framework allows us to anticipate the long-term consequence of an emerging disease and design a vaccination response that optimizes public health and limits societal consequences.

IDENTIFIABILITY OF INFECTION MODEL PARAMETERS EARLY IN AN EPIDEMIC.

It is known that the parameters in the deterministic and stochastic SEIR epidemic models are structurally identifiable. For example, from knowledge of the infected population time series I(t) during the entire epidemic, the parameters can be successfully estimated. In this article we observe that estimation will fail in practice if only infected case data during the early part of the epidemic (prepeak) is available. This fact can be explained using a well-known phenomenon called dynamical compensation. We use this concept to derive an unidentifiability manifold in the parameter space of SEIR that consists of parameters indistinguishable from I(t) early in the epidemic. Thus, identifiability depends on the extent of the system trajectory that is available for observation. Although the existence of the unidentifiability manifold obstructs the ability to exactly determine the parameters, we suggest that it may be useful for uncertainty quantification purposes. A variant of SEIR recently proposed for COVID-19 modeling is also analyzed, and an analogous unidentifiability surface is derived.

A Generalized Unscented Transformation for Probability Distributions.

The unscented transform uses a weighted set of samples called sigma points to propagate the means and covariances of nonlinear transformations of random variables. However, unscented transforms developed using either the Gaussian assumption or a minimum set of sigma points typically fall short when the random variable is not Gaussian distributed and the nonlinearities are substantial. In this paper, we develop the generalized unscented transform (GenUT), which uses 2n+1 sigma points to accurately capture up to the diagonal components of the skewness and kurtosis tensors of most probability distributions. Constraints can be analytically enforced on the sigma points while guaranteeing at least second-order accuracy. The GenUT uses the same number of sigma points as the original unscented transform while also being applicable to non-Gaussian distributions, including the assimilation of observations in the modeling of infectious diseases such as coronavirus (SARS-CoV-2) causing COVID-19.

Correcting observation model error in data assimilation.

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation space is crucial in filtering schemes when adjusting the estimate of the system state during the filter's analysis step. However, in many applications, the true observation function may be unknown and the available observation model may have significant errors, resulting in a suboptimal state estimate. We propose a method for observation model error correction within the filtering framework. The procedure involves an alternating minimization algorithm used to iteratively update a given observation function to increase consistency with the model and prior observations using ideas from attractor reconstruction. The method is demonstrated on the Lorenz 1963 and Lorenz 1996 models and on a single-column radiative transfer model with multicloud parameterization.

Tracking intracellular dynamics through extracellular measurements.

Extracellular recordings of neuronal cells are frequently a part of in vitro and in vivo experimental studies as a means of monitoring network-level dynamics. Their connections to intracellular dynamics are not well understood. Single-unit recordings are a more direct way to measure intracellular dynamics, but are typically difficult and expensive. On the other hand, simple differential equations models exist for single neurons. In this article, we apply a recent advance in data assimilation theory, designed to correct bias in general observation functions, toward the reconstruction of model-based intracellular dynamics from extracellular recordings.

Limits on reconstruction of dynamics in networks.

An observability condition number is defined for physical systems modeled by network dynamics. Assuming that the dynamical equations of the network are known and a noisy trajectory is observed at a subset of the nodes, we calculate the expected distance to the nearest correct trajectory as a function of the observation noise level and discuss how it varies over the unobserved nodes of the network. When the condition number is sufficiently large, reconstructing the trajectory from observations from the subset will be infeasible. This knowledge can be used to choose an optimal subset from which to observe a network.

Reply to "Comment on 'Nonparametric forecasting of low-dimensional dynamical systems' ".

In this Reply we provide additional results which allow a better comparison of the diffusion forecast and the "past-noise" forecasting (PNF) approach for the El Niño index. We remark on some qualitative differences between the diffusion forecast and PNF, and we suggest an alternative use of the diffusion forecast for the purposes of forecasting the probabilities of extreme events.

Predicting chaotic time series with a partial model.

Methods for forecasting time series are a critical aspect of the understanding and control of complex networks. When the model of the network is unknown, nonparametric methods for prediction have been developed, based on concepts of attractor reconstruction pioneered by Takens and others. In this Rapid Communication we consider how to make use of a subset of the system equations, if they are known, to improve the predictive capability of forecasting methods. A counterintuitive implication of the results is that knowledge of the evolution equation of even one variable, if known, can improve forecasting of all variables. The method is illustrated on data from the Lorenz attractor and from a small network with chaotic dynamics.

Nonparametric forecasting of low-dimensional dynamical systems.

This paper presents a nonparametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift maps on a smooth basis which can be obtained by the diffusion maps algorithm. In the limit of large data, this approach converges to a Galerkin projection of the semigroup solution to the underlying dynamics on a basis adapted to the invariant measure. This approach allows one to quantify uncertainties (in fact, evolve the probability distribution) for nontrivial dynamical systems with equation-free modeling. We verify our approach on various examples, ranging from an inhomogeneous anisotropic stochastic differential equation on a torus, the chaotic Lorenz three-dimensional model, and the Niño-3.4 data set which is used as a proxy of the El Niño Southern Oscillation.

Linear theory for filtering nonlinear multiscale systems with model error.

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline.

Real-time tracking of neuronal network structure using data assimilation.

A nonlinear data assimilation technique is applied to determine and track effective connections between ensembles of cultured spinal cord neurons measured with multielectrode arrays. The method is statistical, depending only on confidence intervals, and requiring no form of arbitrary thresholding. In addition, the method updates connection strengths sequentially, enabling real-time tracking of nonstationary networks. The ensemble Kalman filter is used with a generic spiking neuron model to estimate connection strengths as well as other system parameters to deal with model mismatch. The method is validated on noisy synthetic data from Hodgkin-Huxley model neurons before being used to find network connections in the neural culture recordings.

Detecting connectivity changes in neuronal networks.

We develop a method from semiparametric statistics (Cox, 1972) for the purpose of tracking links and connection strengths over time in a neuronal network from spike train data. We consider application of the method as implemented in Masud and Borisyuk (2011), and evaluate its use on data generated independently of the Cox model hypothesis, in particular from a spiking model of Izhikevich in four different dynamical regimes. Then, we show how the Cox method can be used to determine statistically significant changes in network connectivity over time. Our methodology is demonstrated using spike trains from multi-electrode array measurements of networks of cultured mammalian spinal cord cells.