Selected article for: "markov chain and posterior distribution"

Author: Yang, Hou-Cheng; Xue, Yishu; Pan, Yuqing; Liu, Qingyang; Hu, Guanyu
Title: Time Fused Coefficient SIR Model with Application to COVID-19 Epidemic in the United States
  • Cord-id: xybpc9lj
  • Document date: 2020_8_10
  • ID: xybpc9lj
    Snippet: In this paper, we propose a Susceptible-Infected-Removal (SIR) model with time fused coefficients. In particular, our proposed model discovers the underlying time homogeneity pattern for the SIR model's transmission rate and removal rate via Bayesian shrinkage priors. The properties of the proposed models are examined and a Markov chain Monte Carlo sampling algorithm is used to sample from the posterior distribution. Computation is facilitated by the nimble package in R, which provides a fast co
    Document: In this paper, we propose a Susceptible-Infected-Removal (SIR) model with time fused coefficients. In particular, our proposed model discovers the underlying time homogeneity pattern for the SIR model's transmission rate and removal rate via Bayesian shrinkage priors. The properties of the proposed models are examined and a Markov chain Monte Carlo sampling algorithm is used to sample from the posterior distribution. Computation is facilitated by the nimble package in R, which provides a fast computation of our proposed method. Extensive simulation studies are carried out to examine the empirical performance of the proposed methods. We further apply the proposed methodology to analyze different levels of COVID-19 data in the United States.

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