An exact, event-driven implementation of the epidemic Sellke construction is developed that maintains infection and recovery events in priority queues and achieves computational performance comparable to the classical Gillespie algorithm while naturally accommodating non-Markovian infectious periods and complex infectiousness profiles.
Abstract
Stochastic epidemic models are a cornerstone of infectious disease epidemiology and are often used to study intervention scenarios. However, large run-to-run variability can make intervention effects difficult to estimate precisely. We revisit the epidemic Sellke construction, which assigns each individual an infection threshold for the cumulative infection hazard such that, conditional on the thresholds, the epidemic trajectory becomes deterministic. This enables coupling of simulations with and without an intervention, yielding low-variance effect estimates even when outcomes such as final size or peak incidence vary widely between runs. We develop an exact, event-driven implementation that maintains infection and recovery events in priority queues. Cumulative infection-hazard updates require O(log N) time per event, yielding overall complexity O(Elog N) for E events in a population of size N. The implementation achieves computational performance comparable to the classical Gillespie algorithm while naturally accommodating non-Markovian infectious periods and complex infectiousness profiles. We illustrate the approach using distance-dependent spread of avian influenza between poultry farms in the Netherlands and a multilayer population with households, schools, and workplaces. In both examples, coupling enables efficient within-run comparisons of intervention scenarios across stochastic realisations.
We develop an exact finite-population stochastic framework for SIR epidemics evolving under Markovian switching between intervention regimes. The epidemic state is augmented by a finite phase component, allowing transmission, recovery, and direct immunity-acquisition rates to depend on the active regime. Phase-transition intensities may depend on the current epidemic state, so that policy escalation can react to the number of infectious individuals. Exploiting the monotonicity of the susceptible compartment, we derive level-wise recursions for the joint Laplace--Stieltjes transform and probability generating function of the extinction time and the number of infections generated before extinction. These recursions yield the infection-count distribution, conditional extinction-time transforms, and mixed moments linking epidemic duration and infection burden, while replacing a large global linear system with small phase-level solves. The framework is illustrated using weekly mpox incidence data from Luxembourg. A baseline one-phase SIR model is calibrated by maximum likelihood under a Poisson observation model. The calibrated baseline is then used for conditional comparisons of fixed control regimes, early versus delayed strict intervention, vaccination-supported control, and state-dependent escalation. The results show how switching mechanisms affect both the total number of infected individuals and the extinction time, including their dispersion. Since the switching mechanisms are specified rather than estimated from the intervention history, the results are conditional model-based comparisons rather than estimates of the historical effects of interventions in Luxembourg.
Vasileios E. Papageorgiou, Irène Votsi, Samis Trevezas· 0 citations
In this paper we develop a probabilistic framework for quantifying the economic impact of epidemics under prevalence-based control policies. The epidemic dynamics are described by a novel continuous-time Markovian SIR model in which the infection rates and the cost structure switch when the number of infectious cases crosses a critical threshold. On top of the stochastic dynamics, we consider a state-dependent cost framework that distinguishes (i) time-in-state sojourn costs, (ii) per-infection costs and (iii) activation/deactivation expenses associated with implementing and lifting control measures. Within this setting, we define the total epidemic cost and the cost of a tagged infectious individual as random variables and derive recursive expressions for their Laplace–Stieltjes transforms (LSTs) and moments. Using matrix differential calculus and Kronecker products, we further obtain recursive formulas for the sensitivities and elasticities of the most representative moments, with respect to the main cost parameters. Numerical experiments illustrate how different cost components drive the mean and standard deviation of total and individual costs across a range of thresholds and epidemic scenarios. The proposed methodology thus combines stochastic epidemic modeling and perturbation analysis to provide distribution-aware, parameter-sensitive assessments of epidemic costs, with direct relevance for statistical evaluation and operations research methods in policy design.
Vasileios E. Papageorgiou, A. Economou· Methodology and Computing in...· 0 citations
We introduce a fully stochastic, non-Markovian SIRS-type epidemic model that incorporates varying infectivity, waning immunity and a pulse vaccination strategy that may not confer permanent immunity. The model is constructed at the individual level, where each person is characterized by random infectivity and susceptibility functions, and vaccination campaigns occur at the jump times of a Poisson random measure with arbitrary intensity. We rigorously derive the epidemic dynamics as the large-population limit of an interacting stochastic particle system, leading to a system of nonlinear Volterra-type integral equations governing the average susceptibility and total force of infection. We establish a functional law of large numbers(FLLN) for the empirical processes and provide explicit expressions for the limiting compartmental proportions. The long-term behavior of the system is analyzed: we prove that the infection-free solution is globally asymptotically stable when the basic reproduction number falls below a critical threshold, and that the disease persists when this threshold is exceeded. The threshold is given by the harmonic mean of the maximal susceptibility across individuals and generalizes previous results by incorporating vaccination and memory effects. Our framework provides a probabilistically grounded extension of classical deterministic pulse vaccination models and offers new insights into the control of epidemics through scheduled immunization policies.
Extreme epidemic risk is controlled by the right tail of the outbreak-size distribution, but this distribution is generally unknown for non-Markovian spreading on networks. Here we determine this distribution by mapping non-Markovian SIR dynamics to an effective Markovian description. We show that arbitrary infection and recovery time statistics can be incorporated through a single edge transmissibility, yielding an effective Markovian process that reproduces the full outbreak-size statistics. For weakly heterogeneous networks, the reduction yields a universal well-mixed semiclassical theory governed by the bond-percolation reproductive number. Outbreak statistics across diverse waiting-time distributions and topologies collapse onto one predictive curve. For highly heterogeneous and empirical networks, the corresponding effective Markovian dynamics on the network captures the complete distribution. Our results provide a direct route from measured waiting-time distributions to quantitative predictions of network-level extreme-outbreak risk.
We develop a stochastic framework for a broad class of heterogeneous SIR epidemic models. In the finite-population construction, each initially susceptible individual is assigned a fixed nonnegative susceptibility, and infection occurs when the accumulated population-level infection pressure exceeds an individual random threshold. Infectious periods are independent and exponentially distributed with a common recovery rate. For any susceptibility distribution with finite mean, we prove a uniform-on-compact law of large numbers for the susceptible, infectious, removed, and cumulative infection-pressure processes. In the limit, an individual with susceptibility lambda remains susceptible under cumulative pressure x with probability exp(-x lambda). It follows that the susceptible fraction is given by the Laplace transform of the initial susceptibility distribution, while the incidence rate is governed by the mean susceptibility among those who remain susceptible. The resulting limits recover several familiar heterogeneous SIR systems, including the classical power-law model, and also yield other closed nonlinear incidence forms. The framework therefore provides a unified probabilistic foundation for deterministic epidemic models with persistent individual heterogeneity.
O. Izyumtseva, Wasiur R KhudaBukhsh, M. Gomes et al.· 0 citations
A spatial-individual agent-based model is developed that integrates fine-grained spatiotemporal dynamics, where transmission risk is quantified by the exact distance and duration of contact and provides data-driven guidance for optimizing public health policies on campuses.
Xiangyu Zhang, Zhidong Cao, Tianyi Luo et al.· Biomedical and environmental...· 0 citations
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