SEIR Filter: A Stochastic Model of Epidemics

There are many epidemiological models at hand to cope with the present pandemic; it is, however, difficult to calibrate these models when data are noisy, partial or observed only indirectly. It is also difficult to distinguish relevant data from noise, and to distinguish the impact of individual determinants of the epidemic.

In mathematical statistics, the tools to handle all of these phenomena exist; however, they are seldom used for epidemiological models. The goal of this paper is to start filling this gap by proposing a general stochastic epidemiological model, which we call SEIR Filter.

Technically our model is a heterogeneous partially observable vector autoregression model, in which we are able to express closed form formulas for the distribution of compartments and observations, so both maximum likelihood and least square estimators are analytically tractable. We give conditions for vanishing, explosion and stationary behaviour of the epidemic and we are able to express a closed form formula for reproduction number.

Finally, we present several examples of the model’s application. We construct an estimate age-cohort model of the COVID-19 pandemic in the Czech Republic. To demonstrate the strengths of the model, we employ it to analyse and compare three vaccination scenarios.