Gaussian process emulators for spatial individual‐level models of infectious disease

Abstract

AbstractStatistical inference for spatial models of infectious disease spread is often very computationally expensive. These models are generally fitted in a Bayesian Markov chain Monte Carlo (MCMC) framework, which requires multiple iterations of the computationally cumbersome likelihood function. We here propose a method of inference based on so‐called emulation techniques. Once again the method is set in a Bayesian MCMC context, but avoids calculation of the computationally expensive likelihood function by replacing it with a Gaussian process approximation of the likelihood function built from simulated data. We show that such a method can be used to infer the model parameters and underlying characteristics of the spatial disease system, and this can be done in a computationally efficient manner. The Canadian Journal of Statistics 44: 480–501; 2016 © 2016 Statistical Society of Canada