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I am reading my textbook and I don't seem to understand some stuff. Here is what is written in the textbook:

Consider a population of $N$ people. There are $3$ different classifications of each person:

$1)$ Susceptibles. $S_n$ denotes the number of susceptibles in the population at time $n$

$2)$ Infected. $I_n$ denotes number of infected in population at time $n$

$3)$ Recovered/Removed. $B_n$ denotes number of people recovered/removed at time $n$

Let $X_n=(S_n,I_n)$.

We will only consider a population that is closed, i.e no migration.

Assumptions:

  • $N$ is fixed

  • In between time steps $n$ and $n+1$, the probability the $i$-th susceptible avoids contact with any given infective is $P$ (independent of all others)

  • Upon contact we assume that a susceptible becomes infected

  • $\Bbb P($ $i$ th susceptible avoids the $I_n$ infectives at time $n$ $)= P^{I_n}$

  • The infection period is distributed accordingly to some RV $T_I$

  • $T_I \sim $Geom $(\lambda)$ $\Rightarrow \Bbb P(T_I =1)=\lambda$ .($(T_I=1)$ Basically denotes the time to recover.)

We have 2 basic models: SIS and SIR model

SIS MODEL

In this model, the individual is either infective or susceptible.

$S_{n+1}$ is the number of susceptibles at time $n+1$ in population

$S_{n+1}=$ Bin$(S_n,P^{I_n})$ $+$ Bin$(I_n, \lambda)$

Where:

  • $A_{n+1}=$ Bin$(S_n,P^{I_n})$ is the number of susceptibles at time $n$ who avoid infection in the next time step
  • $R_{n+1}=$Bin$(I_n, \lambda)$ is the number of infectives from time $n$ who recover over the next time step

Now, since we're in a closed population and no removed category ($B_n$) $\Rightarrow I_{n+1}=N- S_{n+1}$

The transition probabilities which define the $P$-matrix are :

$$\Bbb P(S_{n+1} = v | S_n=w)= \Bbb(A_{n+1} + R_{n+1}=v | S_n = w)=$$ $$ \sum^w_{k=0} \Bbb P(A_{n+1} =k | S_n =w) \Bbb P(R_{n=1} =v-k | S_n = w)= $$ $$\sum^w_{k=1} {w \choose k} \Bigl(1-P^{N-w}\Bigr)^{w-k}\Bigl(P^{N-w}\Bigr)^k {n-w \choose v-w} \lambda^{v-k}(1- \lambda)^{N-w+k} \tag{1}$$

Could somebody please explain me how do they get $(1)$. I am completely lost. If every term could be explained, that would help a lot.

Now we continue to the second model

SIR MODEL

Now we have 3 states for an individual: Susceptible, Infected, removed/recovered

$X_n=(S_n, I_n)$ . Note : $B_n= N-S_n-I_n$

$S_n=$ Bin$(S_n, P^{I_n})$

$I_{n+1}=$ Bin$(I_n, 1- \lambda)+(S_n-S_{n-1})$

Where:

  • Bin$(I_n, 1- \lambda)$ is the number of infectives still infected from time $n$

  • $(S_n-S_{n-1})$ is the number of newly infected individuals from time $n$

The transition probabilities which define the $P$-matrix are :

$$\Bbb P(X_{n=1}= (v,x) | X_n = (w,y))=$$

$$\Bbb P(S_{n+1}= v , I_{n+1} =x | S_n = w , I_n=y)=$$

$$\Bbb P(S_{n=1} =v | X_n =(w,y)) \Bbb P( I_{n=1} =x | X_n=(w,y))=$$

$$ {w \choose v} \Bigl(P^y\Bigr)^v \Bigl(1-p^y\Bigr)^{w-v} x {y \choose x-(w-v)} \Bigl(1- \lambda \Bigr)^{x-(w-v)}\lambda^{y-x+(w-v)} \mathbb 1_{\{w \geq v \}} \Bbb 1_{\{y \geq x-(w-v)\}} \tag{2}$$

Could somebody please explain me how do they get $(2)$. I am completely lost. If every term could be explained, that would help a lot.

Now we look at a special case of the SIR model:

(SIR) REED FROST MODEL

Here, $\lambda=1$ . i.e recovery happens deterministically in $1$ timestep.

So, $$\Bbb P(I_{n+1}=x | X_n = (v,x)= {v \choose x} \Bigl(P^y\Bigr)^{v-x}\Bigl(1-P^y\Bigr)^x$$

Ok, I think I understand this:

  • {v \choose x} means how many ways we can choose $x$ amount of susceptibles, out of $v$, to be infected.
  • $\Bigl(P^y\Bigr)^{v-x}$ means until the $n$-th step, we got the individuals to survive $y$ infectives around them (avoiding $y$ infected). So that's $P^y$. We put $P^y$ to the power of $v-x$ because from the $n$ to $n+1$-th step, $v-x$ susceptibles avoid being infected. Hence, $\Bigl(P^y\Bigr)^{v-x}$

  • And then $\Bigl(1-P^y\Bigr)^x$ is because the people who survived until the $n$-th step - $P^y$ are infected $x$ amount of times.

I know this is a binomial distribution. If there are any errors in my explanation please correct me

So we give 2 deifinitions for the Reed-Frost model:

$1)$ The basic reproduction number, "$R_0$", is the average number of new infectives caused by a typical infective during the early stage of the epidemic.

$2)$ The Final Size of the epidemic is defined as the number of initially susceptible individuals who become infected during the epidemic- Denoted $Z$

So,

$$\Bbb P(Z=z | S_0 =n , I_0=m) = \sum_{\underline{y} : |y| =z} \Bbb P\bigcap^m_{j=1}(\{I_j=y_i\} | S_0=n, I_0=m)$$

So here, I'm not exactly sure why exactly $\underline{y} : |y| =z$. So this means $I_1=z, I_2=z,...,I_m=z$ ? I can't really make sense of this. How I interpret this is: the intersection of all events where the number of infected is equal to the $z$ as defined above. Not exactly sure how this makes sense..

So here's an example the textbook gives:

Suppose $S_0=2$ and $I_0=1$

Then

$\Bbb P(Z=0 | X_0=(2,1))= P^2$ - This I understand. The final size of infected orgininally-susceptibles is $0$, and this means that the $2$ susceptibles avoided the infection- hence $P^2$

$\Bbb P(Z=1 | X_0 = (2,1))= \Biggl({2 \choose 1}P(1-P)\Biggr)P$ - Now this i'm not exactly sure how to interpret. Out of 2 originally-susceptibles, 1 out of the 2 don't avoid the infection, hence the $(1-P)$. And $1$ avoids it, hence the $P$. But i'm not sure where does the other $P$ come from?

$\Bbb P(Z=2 | X_0 =(2,1)) =\Bbb P(I_1=2 , I_2=0 | X_0=(2,1) +\Bbb P(I_1=1, I_2=2 | X_0=(2,1)) = (1-P)^2+ \Biggl({2 \choose 1}(1-P)P \Biggr)(1-P)$ . Here I understand why they partition this into two cases where $I_1=2 , I_2=0 $ and $I_1=1, I_2=2$ - since we can have the first case with prob $(1-P)^2$ -which i understand how is derived, but the second case I have the same confusion as the above.

Any help is appreciated!

1 Answers1

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The distribution $P(S_{n+1}|S_n)$ relates to the sum of two binomial distributed variables ($S_{n+1}$ is the sum of the number of cases that remained susceptible out of the previously susceptible cases, and the number of cases that became susceptible out of the previously not susceptible cases).

The sum formula is a convolution. A more general case is the Poisson binomial distribution.

$$\begin{array}{} \Bbb P(S_{n+1} = v | S_n=w) &=& \Bbb P(\underbrace{A_{n+1} + R_{n+1}}_{=S_{n+1}}=v | S_n = w)\\ &=& \underbrace{ \sum^w_{k=0} \underbrace{\Bbb P(A_{n+1} =k | S_n =w) \Bbb P(R_{n=1} =v-k | S_n = w)}_{\text{probability for a particular $A$ and $R$}}}_{\text{sum for all possible pairs of $A$ and $R$}}\\ &=& \sum^w_{k=1} \underbrace{{w \choose k} \Bigl(1-P^{N-w}\Bigr)^{w-k}\Bigl(P^{N-w}\Bigr)^k}_{\text{binomial distribution for $A$}} \underbrace{{n-w \choose v-w} \lambda^{v-k}(1- \lambda)^{N-w+k} }_{\text{binomial distribution for $R$}} \end{array}$$

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