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A network epidemic model is studied. The underlying social network has two different types of group structures, households and workplaces, such that each individual belongs to exactly one household and one workplace. The random network is constructed such that a parameter $\theta$ controls the degree of overlap between the two group structures: $\theta=0$ corresponding to all household members belonging to the same workplace and $\theta=1$ to all household members belonging to distinct workplaces. On the network a stochastic SIR epidemic is defined, having an arbitrary but specified infectious period distribution, with global (community), household and workplace infectious contacts. The stochastic epidemic model is analysed as the population size $n\to\infty$ with the (asymptotic) probability, and size, of a major outbreak obtained. These results are proved in greater generality than existing results in the literature by allowing for any fixed $0 \leq \theta \leq 1$, a non-constant infectious period distribution, the presence or absence of global infection and potentially (asymptotically) infinite local outbreaks., Comment: 42 pages, 4 figures

Social contact studies, investigating social contact patterns in a population sample, have been an important contribution for epidemic models to better fit real life epidemics. A contact matrix $M$, having the \emph{mean} number of contacts between individuals of different age groups as its elements, is estimated and used in combination with a multitype epidemic model to produce better data fitting and also giving more appropriate expressions for $R_0$ and other model outcomes. However, $M$ does not capture \emph{variation} in contacts \emph{within} each age group, which is often large in empirical settings. Here such variation within age groups is included in a simple way by dividing each age group into two halves: the socially active and the socially less active. The extended contact matrix, and its associated epidemic model, empirically show that acknowledging variation in social activity within age groups has a substantial impact on modelling outcomes such as $R_0$ and the final fraction $\tau$ getting infected. In fact, the variation in social activity within age groups is often more important for data fitting than the division into different age groups itself. However, a difficulty with heterogeneity in social activity is that social contact studies typically lack information on if mixing with respect to social activity is assortative or not, i.e.\ do socially active tend to mix more with other socially active or more with socially less active? The analyses show that accounting for heterogeneity in social activity improves the analyses irrespective of if such mixing is assortative or not, but the different assumptions gives rather different output. Future social contact studies should hence also try to infer the degree of assortativity of contacts with respect to social activity., Comment: Supplementary material not included. Contact Tom Britton if you are interested

We consider an SEIR epidemic model on a network also allowing random contacts, where recovered individuals could either recover naturally or be diagnosed. Upon diagnosis, manual contact tracing is triggered such that each infected network contact is reported, tested and isolated with some probability and after a random delay. Additionally, digital tracing (based on a tracing app) is triggered if the diagnosed individual is an app-user, and then all of its app-using infectees are immediately notified and isolated. The early phase of the epidemic with manual and/or digital tracing is approximated by different multi-type branching processes, and three respective reproduction numbers are derived. The effectiveness of both contact tracing mechanisms is numerically quantified through the reduction of the reproduction number. This shows that app-using fraction plays an essential role in the overall effectiveness of contact tracing. The relative effectiveness of manual tracing compared to digital tracing increases if: more of the transmission occurs on the network, when the tracing delay is shortened, and when the network degree distribution is heavy-tailed. For realistic values, the combined tracing case can reduce $R_0$ by $20-30\%$, so other preventive measures are needed to reduce the reproduction number down to $1.2-1.4$ for contact tracing to make it successful in avoiding big outbreaks.

We analyse an extended SIRS epidemic model in which immunity at the individual level wanes gradually at exponential rate, but where the waning rate may differ between individuals, for instance as an effect of differences in immune systems. The model also includes vaccination schemes aimed to reach and maintain herd immunity. We consider both the informed situation where the individual waning parameters are known, thus allowing selection of vaccinees being based on both time since last vaccination as well as on the individual waning rate, and the more likely uninformed situation where individual waning parameters are unobserved, thus only allowing vaccination schemes to depend on time since last vaccination. The optimal vaccination policies for both the informed and uniformed heterogeneous situation are derived and compared with the homogeneous waning model (meaning all individuals have the same immunity waning rate), as well as to the classic SIRS model where immunity at the individual level drops from complete immunity to complete susceptibility in one leap. It is shown that the classic SIRS model requires least vaccines, followed by the SIRS with homogeneous gradual waning, followed by the informed situation for the model with heterogeneous gradual waning. The situation requiring most vaccines for herd immunity is the most likely scenario, that immunity wanes gradually with unobserved individual heterogeneity. For parameter values chosen to mimic COVID-19 and assuming perfect initial immunity and cumulative immunity of 12 months, the classic homogeneous SIRS epidemic suggests that vaccinating individuals every 15 months is sufficient to reach and maintain herd immunity, whereas the uninformed case for exponential waning with rate heterogeneity corresponding to a coefficient of variation being 0.5, requires that individuals instead need to be vaccinated every 4.4 months.

We consider the Markovian SIR epidemic model, but where individuals either recover naturally or are diagnosed, the latter implying isolation and subject to being contact traced. We focus on the novel digital contact tracing based on individuals using a tracing app and consider both the situation when this is the only form of contact tracing, and when combined with manual contact tracing. It is proven that the epidemic process converges to a limiting process as the population size $n$ grows large. The limiting process is not a branching process (as is common for epidemic processes) because infectees may be contact traced "from" their infectors, thus creating dependencies. But by instead treating to-be-traced components as macro-individuals allows a multi-type branching process interpretation, thus giving an expression for the reproduction number $R$. This reproduction number (for the digital-only case) is then converted to an individual reproduction number $R^{(ind)}$ being easier to interpret. It is proven that, contrary to $R$, $R^{(ind)}$ decays monotonically with $\pi$ (the fraction of app-users), and the two reproduction numbers are proven to have the same threshold at 1. The digital (only) contact tracing is then compared with earlier results for manual (only) contact tracing where a fraction $p$ of all contacts are traced. It is proven that the critical fraction app-users $\pi_c$ for which digital contact tracing is reduced to $R=1$, and the critical fraction manually contact traced $p_c$ to reach $R=1$, satisfy $\pi_c>p_c$.

SIRS epidemic models assume that individual immunity (from infection and vaccination) wanes in one big leap, from complete immunity to complete susceptibility. For many diseases immunity on the contrary wanes gradually, something that's become even more evident during COVID-19 pandemic where also recently infected have a reinfection risk, and where booster vaccines are given to increase immunity. This paper considers an epidemic model allowing for such gradual waning of immunity (either linear or exponential waning) thereby extending SIRS epidemics, and also incorporates vaccination. The two versions for gradual waning of immunity are compared with the classic SIRS epidemic, where the three models are calibrated by having the same \emph{average cumulative immunity}. All models are shown to have identical basic reproduction number $R_0$. However, if no prevention is put in place, the exponential waning model has highest prevalence and the classic SIRS model has lowest. Similarly, the amount of vaccine supply needed to reach and maintain herd immunity is highest for the model with exponential decay of immunity and lowest for the classic SIRS model. consequently, if truth lies close to exponential (or linear) decay of immunity, expressions based on the SIRS epidemic will underestimate the endemic level and the critical vaccine supply will not be sufficient to reach and maintain herd immunity. For parameter choices fitting to COVID-19, the critical amount of vaccine supply is about 50% higher if immunity wanes linearly, and more than 150% higher when immunity wanes exponentially, as compared to the classic SIRS epidemic model.

This article considers the minimization of the total number of infected individuals over the course of an epidemic in which the rate of infectious contacts can be reduced by time-dependent nonpharmaceutical interventions. The societal and economic costs of interventions are taken into account using a linear budget constraint which imposes a trade-off between short-term heavy interventions and long-term light interventions. We search for an optimal intervention strategy in an infinite-dimensional space of controls containing multiple consecutive lockdowns, gradually imposed and lifted restrictions, and various heuristic controls based for example on tracking the effective reproduction number. Mathematical analysis shows that among all such strategies, the global optimum is achieved by a single constant-level lockdown of maximum possible magnitude. Numerical simulations highlight the need of careful timing of such interventions, and illustrate their benefits and disadvantages compared to strategies designed for minimizing peak prevalence. Rather counterintuitively, adding restrictions prior to the start of a well-planned intervention strategy may even increase the total incidence., Comment: 22 pages, 5 figures

The real-time analysis of infectious disease surveillance data, e.g., in the form of a time-series of reported cases or fatalities, is essential in obtaining situational awareness about the current dynamics of an adverse health event such as the COVID-19 pandemic. This real-time analysis is complicated by reporting delays that lead to underreporting of the number of events for the most recent time points (e.g., days or weeks). This can lead to misconceptions by the interpreter, e.g., the media or the public, as was the case with the time-series of reported fatalities during the COVID-19 pandemic in Sweden. Nowcasting methods provide real-time estimates of the complete number of events using the incomplete time-series of currently reported events by using information about the reporting delays from the past. Here, we consider nowcasting the number of COVID-19-related fatalities in Sweden. We propose a flexible Bayesian approach, extending existing nowcasting methods by incorporating regression components to accommodate additional information provided by leading indicators such as time-series of the number of reported cases and ICU admissions. By a retrospective evaluation, we show that the inclusion of ICU admissions as a leading signal improved the nowcasting performance of case fatalities for COVID-19 in Sweden compared to existing methods.

We present a stochastic epidemic model to study the effect of various preventive measures, such as uniform reduction of contacts and transmission, vaccination, isolation, screening and contact tracing, on a disease outbreak in a homogeneously mixing community. The model is based on an infectivity process, which we define through stochastic contact and infectiousness processes, so that each individual has an independent infectivity profile. In particular, we monitor variations of the reproduction number and of the distribution of generation times. We show that some interventions, i.e. uniform reduction and vaccination, affect the former while leaving the latter unchanged, whereas other interventions, i.e. isolation, screening and contact tracing, affect both quantities. We provide a theoretical analysis of the variation of these quantities, and we show that, in practice, the variation of the generation time distribution can be significant and that it can cause biases in the estimation of reproduction numbers. The framework, because of its general nature, captures the properties of many infectious diseases, but particular emphasis is on COVID-19, for which numerical results are provided., Comment: 26 pages, 4 figures, 5 tables

Consider a Markovian SIR epidemic model in a homogeneous community. To this model we add a rate at which individuals are tested, and once an infectious individual tests positive it is isolated and each of their contacts are traced and tested independently with some fixed probability. If such a traced individual tests positive it is isolated, and the contact tracing is iterated. This model is analysed using large population approximations, both for the early stage of the epidemic when the "to-be-traced components" of the epidemic behaves like a branching process, and for the main stage of the epidemic where the process of to-be-traced components converges to a deterministic process defined by a system of differential equations. These approximations are used to quantify the effect of testing and of contact tracing on the effective reproduction numbers (for the components as well as for the individuals), the probability of a major outbreak, and the final fraction getting infected. Using numerical illustrations when rates of infection and natural recovery are fixed, it is shown that Test-and-Trace strategy is effective in reducing the reproduction number. Surprisingly, the reproduction number for the branching process of components is not monotonically decreasing in the tracing probability, but the individual reproduction number is conjectured to be monotonic as expected. Further, in the situation where individuals also self-report for testing, the tracing probability is more influential than the screening rate (measured by the fraction infected being screened).

The COVID-19 pandemic has hit different parts of the world differently: some regions are still in the rise of the first wave, other regions are now facing a decline after a first wave, and yet other regions have started to see a second wave. The current immunity level $\hat i$ in a region is closely related to the cumulative fraction infected, which primarily depends on two factors: a) the initial potential for COVID-19 in the region (often quantified by the basic reproduction number $R_0$), and b) the timing, amount and effectiveness of preventive measures put in place. By means of a mathematical model including heterogeneities owing to age, social activity and susceptibility, and allowing for time-varying preventive measures, the risk for a new epidemic wave and its doubling time, and how they depend on $R_0$, $\hat i$ and the overall effect of the current preventive measures, are investigated. Focus lies on quantifying the minimal overall effect of preventive measures $p_{Min}$ needed to prevent a future outbreak. The first result shows that the current immunity level $\hat i$ plays a more influential roll than when immunity is obtained from vaccination. Secondly, by comparing regions with different $R_0$ and $\hat i$ it is shown that regions with lower $R_0$ and low $\hat i$ may now need higher preventive measures ($p_{Min}$) compared with other regions having higher $R_0$ but also higher $\hat i$, even when such immunity levels are far from herd immunity.

A stochastic SIR (susceptible $\to$ infective $\to$ recovered) epidemic model defined on a social network is analysed. The underlying social network is described by an Erd\H{o}s-R\'{e}nyi random graph but, during the course of the epidemic, susceptible individuals connected to infectious neighbours may drop or rewire such connections. Large population limits of the model are derived giving both convergence results for the early branching process-like behaviour, and, assuming a major outbreak, the main phase of the epidemic process which converges to a deterministic model that is equivalent to a certain pair approximation model. Law of large numbers results are also obtained for the final size (i.e. total number of individuals infected) of a major outbreak. Two results stand out (valid for a range of parameter set-ups): (i) the limiting final fraction infected may be discontinuous in the infection rate $\lambda$ at its threshold $\lambda_c$ (thus making a discrete jump from $0$ to a strictly positive number) and (ii) for the situation when rewiring is necessarily to uninfected individuals, if it is discontinuous, the limiting final fraction infected jumps from $0$ to $1$ as $\lambda$ passes through $\lambda_c$., Comment: 49 pages, 5 figures

Combinations of intense non-pharmaceutical interventions ('lockdowns') were introduced in countries worldwide to reduce SARS-CoV-2 transmission. Many governments have begun to implement lockdown exit strategies that allow restrictions to be relaxed while attempting to control the risk of a surge in cases. Mathematical modelling has played a central role in guiding interventions, but the challenge of designing optimal exit strategies in the face of ongoing transmission is unprecedented. Here, we report discussions from the Isaac Newton Institute 'Models for an exit strategy' workshop (11-15 May 2020). A diverse community of modellers who are providing evidence to governments worldwide were asked to identify the main questions that, if answered, will allow for more accurate predictions of the effects of different exit strategies. Based on these questions, we propose a roadmap to facilitate the development of reliable models to guide exit strategies. The roadmap requires a global collaborative effort from the scientific community and policy-makers, and is made up of three parts: i) improve estimation of key epidemiological parameters; ii) understand sources of heterogeneity in populations; iii) focus on requirements for data collection, particularly in Low-to-Middle-Income countries. This will provide important information for planning exit strategies that balance socio-economic benefits with public health.

Many countries are now investigating what the effects of summer vacation might be on the COVID-19 pandemic. Here one particular such question is addressed: what will happen if large numbers of metropolitan people visit a less populated province during the summer vacation? By means of a simple epidemic model, allowing for both short and long-term visitors to the province, it is studied which features are most influential in determining if such summer movements will result in large number of infections among the province population. The method is applied to the island of Gotland off the South East coast of Sweden. It is shown that the amount of mixing between the metropolitan and province groups and the fraction of metropolitan people being infectious upon arrival are most influential. Consequently, minimizing events gathering both the province and metropolitan groups and/or reducing the number of short-term visitors could substantially decrease spreading, as could measures to lower the fraction initially infectious upon arrival.

Most countries are suffering severely from the ongoing covid-19 pandemic despite various levels of preventive measures. A common question is if and when a country or region will reach herd immunity $h$. The classical herd immunity level $h_C$ is defined as $h_C=1-1/R_0$, where $R_0$ is the basic reproduction number, for covid-19 estimated to lie somewhere in the range 2.2-3.5 depending on country and region. It is shown here that the disease-induced herd immunity level $h_D$, after an outbreak has taken place in a country/region with a set of preventive measures put in place, is actually substantially smaller than $h_C$. As an illustration we show that if $R_0=2.5$ in an age-structured community with mixing rates fitted to social activity studies, and also categorizing individuals into three categories: low active, average active and high active, and where preventive measures affect all mixing rates proportionally, then the disease-induced herd immunity level is $h_D=43\%$ rather than $h_C=1-1/2.5=60\%$. Consequently, a lower fraction infected is required for herd immunity to appear. The underlying reason is that when immunity is induced by disease spreading, the proportion infected in groups with high contact rates is greater than that in groups with low contact rates. Consequently, disease-induced immunity is stronger than when immunity is uniformly distributed in the community as in the classical herd immunity level.

Consider stochastic models for the spread of an infection in a structured community, where this structured community is itself described by a random network model. Some common network models and transmission models are defined and large population proporties of them are presented. Focus is then shifted to statistical methodology: what can be estimated and how, depending on the underlying network, transmission model and the available data? This survey paper discusses several different scenarios, also giving references to publications where more details can be found., Comment: 20 pages, 4 figures

The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two \emph{independent} pure birth processes that are observed at a common exponentially distributed time $T$ (thus creating dependence between in- and out-degree). The characterization gives an explicit form for the joint degree distribution, and this confirms previously derived tail probabilities for the two marginal degree distributions. The new characterization is also used to obtain an explicit expression for tail probabilities in which both degrees are large. A new generalised directed prefererantial attachment model is then defined and analysed using similar methods. The two extensions, motivated by empirical evidence, are to allow double-directed (i.e.\ undirected) edges in the network, and to allow the probability to connect an ingoing (outgoing) edge to a specified node to also depend on the out-degree (in-degree) of that node.

A Markovian SIR (Susceptible-Infectious-Recovered) model is considered for the spread of an epidemic on a configuration model network, in which susceptible individuals may take preventive measures by dropping edges to infectious neighbours. An effective degree formulation of the model is used in conjunction with the theory of density dependent population processes to obtain a law of large numbers and a functional central limit theorem for the epidemic as the population size $N \to \infty$, assuming that the degrees of individuals are bounded. A central limit theorem is conjectured for the final size of the epidemic. The results are obtained for both the Molloy-Reed (in which the degrees of individuals are deterministic) and Newman-Strogatz-Watts (in which the degrees of individuals are independent and identically distributed) versions of the configuration model. The two versions yield the same limiting deterministic model but the asymptotic variances in the central limit theorema are greater in the Newman-Strogatz-Watts version. The basic reproduction number $R_0$ and the process of susceptible individuals in the limiting deterministic model, for the model with dropping of edges, are the same as for a corresponding SIR model without dropping of edges but an increased recovery rate, though, when $R_0>1$, the probability of a major outbreak is greater in the model with dropping of edges. The results are specialised to the model without dropping of edges to yield conjectured central limit theorems for the final size of Markovian SIR epidemics on configuration-model networks, and for the giant components of those networks. The theory is illustrated by numerical studies, which demonstrate that the asymptotic approximations are good, even for moderate $N$., Comment: v1: Submitted. v2: Revised in accordance with journal refereeing; some aspects of presentation changed but no changes to main results/conclusions

These notes describe stochastic epidemics in a homogenous community. Our main concern is stochastic compartmental models (i.e. models where each individual belongs to a compartment, which stands for its status regarding the epidemic under study : S for susceptible, E for exposed, I for infectious, R for recovered) for the spread of an infectious disease. In the present notes we restrict ourselves to homogeneously mixed communities. We present our general model and study the early stage of the epidemic in chapter 1. Chapter 2 studies the particular case of Markov models, especially in the asymptotic of a large population, which leads to a law of large numbers and a central limit theorem. Chapter 3 considers the case of a closed population, and describes the final size of the epidemic (i.e. the total number of individuals who ever get infected). Chapter 4 considers models with a constant influx of susceptibles (either by birth, immigration of loss of immunity of recovered individuals), and exploits the CLT and Large Deviations to study how long it takes for the stochastic disturbances to stop an endemic situation which is stable for the deterministic epidemic model. The document ends with an Appendix which presents several mathematical notions which are used in these notes, as well as solutions to many of the exercises which are proposed in the various chapters., Comment: Part I of "Stochastic Epidemic Models with Inference", T. Britton & E. Pardoux eds., Lecture Notes in Mathematics 2255, Springer 2019

The outbreak of an infectious disease in a human population can lead to individuals responding with preventive measures in an attempt to avoid getting infected. This leads to changes in contact patterns. However, as we show in this paper, rational behaviour at the individual level, such as social distancing from infectious contacts, may not always be beneficial for the population as a whole. We use epidemic network models to demonstrate the potential negative consequences at the population level. We take into account the social structure of the population through several network models. As the epidemic evolves, susceptible individuals may distance themselves from their infectious contacts. Some individuals replace their lost social connections by seeking new ties. We show that social distancing can worsen the disease outcome both in the initial phase of an outbreak and the final epidemic size. Moreover, the same negative effect can arise in real-world networks. Our results suggest that one needs to be careful when targeting behavioural changes as they could potentially worsen the epidemic outcome. Furthermore, network structure crucially influences the way that individual-level measures impact the epidemic at the population level. These findings highlight the importance of careful analysis of preventive measures in epidemic models.

When analysing new emerging infectious disease outbreaks one typically has observational data over a limited period of time and several parameters to estimate, such as growth rate, R0, serial or generation interval distribution, latent and incubation times or case fatality rates. Also parameters describing the temporal relations between appearance of symptoms, notification, death and recovery/discharge will be of interest. These parameters form the basis for predicting the future outbreak, planning preventive measures and monitoring the progress of the disease. We study the problem of making inference during the emerging phase of an outbreak and point out potential sources of bias related to contact tracing, replacing generation times by serial intervals, multiple potential infectors or truncation effects amplified by exponential growth. These biases directly affect the estimation of e.g. the generation time distribution and the case fatality rate, but can then propagate to other estimates, e.g. of R0 and growth rate. Many of the traditionally used estimation methods in disease epidemiology may suffer from these biases when applied to the emerging disease outbreak situation. We show how to avoid these biases based on proper statistical modelling. We illustrate the theory by numerical examples and simulations based on the recent 2014-15 Ebola outbreak to quantify possible estimation biases, which may be up to 20% underestimation of R0, if the epidemic growth rate is fitted to observed data or, conversely, up to 62% overestimation of the growth rate if the correct R0 is used in conjunction with the Euler-Lotka equation.

The current survey paper concerns stochastic mathematical models for the spread of infectious diseases. It starts with the simplest setting of a homogeneous population in which a transmittable disease spreads during a short outbreak. Assuming a large population some important features are presented: branching process approximation, basic reproduction number $R_0$, and final size of an outbreak. Some extensions towards realism are then discussed: models for endemicity, various heterogeneities, and prior immmunity. The focus is then shifted to statistical inference. What can be estimated for these models for various levels of detailed data and with what precision? The paper ends by describing how the inference results may be used for determining successful vaccination strategies. This paper will appear as a chapter of a forthcoming book entitled \emph{Handbook of Infectious Disease Epidemiology}.

What role do asymptomatically infected individuals play in the transmission dynamics? There are many diseases, such as norovirus and influenza, where some infected hosts show symptoms of the disease while others are asymptomatically infected, i.e. do not show any symptoms. The current paper considers a class of epidemic models following an SEIR (Susceptible $\to$ Exposed $\to$ Infectious $\to$ Recovered) structure that allows for both symptomatic and asymptomatic cases. The following question is addressed: what fraction $\rho$ of those individuals getting infected are infected by symptomatic (asymptomatic) cases? This is a more complicated question than the related question for the beginning of the epidemic: what fraction of the expected number of secondary cases of a typical newly infected individual, i.e. what fraction of the basic reproduction number $R_0$, is caused by symptomatic individuals? The latter fraction only depends on the type-specific reproduction numbers, while the former fraction $\rho$ also depends on timing and hence on the probabilistic distributions of latent and infectious periods of the two types (not only their means). Bounds on $\rho$ are derived for the situation where these distributions (and even their means) are unknown. Special attention is given to the class of Markov models and the class of continuous-time Reed-Frost models as two classes of distribution functions. We show how these two classes of models can exhibit very different behaviour.

We couple a multi-type stochastic epidemic process with a directed random graph, where edges have random lengths. This random graph representation is used to characterise the fractions of individuals infected by the different types of vertices among all infected individuals in the large population limit. For this characterisation we rely on theory of multi-type real-time branching processes. We identify a special case of the two-type model, in which the fraction of individuals of a certain type infected by individuals of the same type, is maximised among all two-type epidemics approximated by branching processes with the same mean offspring matrix.

We introduce the effect of site contamination in a model for spatial epidemic spread and show that the presence of site contamination may have a strict effect on the model in the sense that it can make an otherwise subcritical process supercritical. Each site on $\mathbb{Z}^d$ is independently assigned a random number of particles and these then perform random walks restricted to bounded regions around their home locations. At time 0, the origin is infected along with all its particles. The infection then spread in that an infected particle that jumps to a new site causes the site along with all particles located there to be infected. Also, a healthy particle that jumps to a site where infection is presents, either in that the site is infected or in the presence of infected particles, becomes infected. Particles and sites recover at rate $\lambda$ and $\gamma$, respectively, and then become susceptible to the infection again. We show that, for each given value of $\lambda$, there is a positive probability that the infection survives indefinitely if $\gamma$ is sufficiently small, and that, for each given value of $\gamma$, the infection dies out almost surely if $\lambda$ is large enough. Several open problems and modifications of the model are discussed, and some natural conjectures are supported by simulations.

An SEIRS epidemic with disease fatalities is introduced in a growing population (modelled as a super-critical linear birth and death process). The study of the initial phase of the epidemic is stochastic, while the analysis of the major outbreaks is deterministic. Depending on the values of the parameters, the following scenarios are possible. i) The disease dies out quickly, only infecting few; ii) the epidemic takes off, the \textit{number} of infected individuals grows exponentially, but the \textit{fraction} of infected individuals remains negligible; iii) the epidemic takes off, the \textit{number} of infected grows initially quicker than the population, the disease fatalities diminish the growth rate of the population, but it remains super critical, and the \emph{fraction} of infected go to an endemic equilibrium; iv) the epidemic takes off, the \textit{number} of infected individuals grows initially quicker than the population, the diseases fatalities turn the exponential growth of the population to an exponential decay.

When controlling an emerging outbreak of an infectious disease it is essential to know the key epidemiological parameters, such as the basic reproduction number $R_0$ and the control effort required to prevent a large outbreak. These parameters are estimated from the observed incidence of new cases and information about the infectious contact structures of the population in which the disease spreads. However, the relevant infectious contact structures for new, emerging infections are often unknown or hard to obtain. Here we show that for many common true underlying heterogeneous contact structures, the simplification to neglect such structures and instead assume that all contacts are made homogeneously in the whole population, results in conservative estimates for $R_0$ and the required control effort. This means that robust control policies can be planned during the early stages of an outbreak, using such conservative estimates of the required control effort.

This paper is concerned with stochastic SIR and SEIR epidemic models on random networks in which individuals may rewire away from infected neighbors at some rate $\omega$ (and reconnect to non-infectious individuals with probability $\alpha$ or else simply drop the edge if $\alpha=0$), so-called preventive rewiring. The models are denoted SIR-$\omega$ and SEIR-$\omega$, and we focus attention on the early stages of an outbreak, where we derive expression for the basic reproduction number $R_0$ and the expected degree of the infectious nodes $E(D_I)$ using two different approximation approaches. The first approach approximates the early spread of an epidemic by a branching process, whereas the second one uses pair approximation. The expressions are compared with the corresponding empirical means obtained from stochastic simulations of SIR-$\omega$ and SEIR-$\omega$ epidemics on Poisson and scale-free networks. Without rewiring of exposed nodes, the two approaches predict the same epidemic threshold and the same $E(D_I)$ for both types of epidemics, the latter being very close to the mean degree obtained from simulated epidemics over Poisson networks. Above the epidemic threshold, pairwise models overestimate the value of $R_0$ computed from simulations, which turns out to be very close to the one predicted by the branching process approximation. When exposed individuals also rewire with $\alpha > 0$ (perhaps unaware of being infected), the two approaches give different epidemic thresholds, with the branching process approximation being more in agreement with simulations., Comment: 25 pages, 7 figures

Let $F$ be a probability distribution with support on the non-negative integers. Four methods for generating a simple undirected graph with (approximate) degree distribution $F$ are described and compared. Two methods are based on the so called configuration model with modifications ensuring a simple graph, one method is an extension of the classical Erd\H{o}s-R\'{e}nyi graph where the edge probabilities are random variables, and the last method starts with a directed random graph which is then modified to a simple undirected graph. All methods are shown to give the correct distribution in the limit of large graph size, but under different assumptions on the degree distribution $F$ and also using different order of operations.

Recent work has attempted to use whole-genome sequence data from pathogens to reconstruct the transmission trees linking infectors and infectees in outbreaks. However, transmission trees from one outbreak do not generalize to future outbreaks. Reconstruction of transmission trees is most useful to public health if it leads to generalizable scientific insights about disease transmission. In a survival analysis framework, estimation of transmission parameters is based on sums or averages over the possible transmission trees. A phylogeny can increase the precision of these estimates by providing partial information about who infected whom. The leaves of the phylogeny represent sampled pathogens, which have known hosts. The interior nodes represent common ancestors of sampled pathogens, which have unknown hosts. Starting from assumptions about disease biology and epidemiologic study design, we prove that there is a one-to-one correspondence between the possible assignments of interior node hosts and the transmission trees simultaneously consistent with the phylogeny and the epidemiologic data on person, place, and time. We develop algorithms to enumerate these transmission trees and show these can be used to calculate likelihoods that incorporate both epidemiologic data and a phylogeny. A simulation study confirms that this leads to more efficient estimates of hazard ratios for infectiousness and baseline hazards of infectious contact, and we use these methods to analyze data from a foot-and-mouth disease virus outbreak in the United Kingdom in 2001. These results demonstrate the importance of data on individuals who escape infection, which is often overlooked. The combination of survival analysis and algorithms linking phylogenies to transmission trees is a rigorous but flexible statistical foundation for molecular infectious disease epidemiology., Comment: 28 pages, 11 figures, 3 tables

Consider a large uniformly mixing dynamic population, which has constant birth rate and exponentially distributed lifetimes, with mean population size $n$. A Markovian SIR (susceptible $\to$ infective $\to$ recovered) infectious disease, having importation of infectives, taking place in this population is analysed. The main situation treated is where $n\to\infty$, keeping the basic reproduction number $R_0$ as well as the importation rate of infectives fixed, but assuming that the quotient of the average infectious period and the average lifetime tends to 0 faster than $1/\log n$. It is shown that, as $ n \to \infty$, the behaviour of the 3-dimensional process describing the evolution of the fraction of the population that are susceptible, infective and recovered, is encapsulated in a 1-dimensional regenerative process $S=\{ S(t);t\ge 0\}$ describing the limiting fraction of the population that are susceptible. The process $S$ grows deterministically, except at one random time point per regenerative cycle, where it jumps down by a size that is completely determined by the waiting time since the previous jump. Properties of the process $S$, including the jump size and stationary distributions, are determined.

The configuration model was originally defined for undirected networks and has recently been extended to directed networks. Many empirical networks are however neither undirected nor completely directed, but instead usually partially directed meaning that certain edges are directed and others are undirected. In the paper we define a configuration model for such networks where nodes have in-, out-, and undirected degrees that may be dependent. We prove conditions under which the resulting degree distributions converge to the intended degree distributions. The new model is shown to better approximate several empirical networks compared to undirected and completely directed networks., Comment: 19 pages, 3 figures, 2 tables

In this paper we first introduce the general stochastic epidemic model for the spread of infectious diseases. Then we give methods for inferring model parameters such as the basic reproduction number $R_0$ and vaccination coverage $v_c$ assuming different types of data from an outbreak such as final outbreak details and temporal data or observations from an ongoing outbreak. Both individual heterogeneities and heterogeneous mixing are discussed. We also provide an overview of statistical methods to perform parameter estimation for stochastic epidemic models. In the last section we describe the problem of early outbreak detection in infectious disease surveillance and statistical models used for this purpose.

Respondent-driven sampling (RDS) is frequently used when sampling hard-to-reach and/or stigmatized communities. RDS utilizes a peer-driven recruitment mechanism where sampled individuals pass on participation coupons to at most $c$ of their acquaintances in the community ($c=3$ being a common choice), who then in turn pass on to their acquaintances if they choose to participate, and so on. This process of distributing coupons is shown to behave like a new Reed-Frost type network epidemic model, in which becoming infected corresponds to receiving a coupon. The difference from existing network epidemic models is that an infected individual can not infect (i.e.\ sample) all of its contacts, but only at most $c$ of them. We calculate $R_0$, the probability of a major "outbreak", and the relative size of a major outbreak in the limit of infinite population size and evaluate their adequacy in finite populations. We study the effect of varying $c$ and compare RDS to the corresponding usual epidemic models, i.e.\ the case of $c=\infty$. Our results suggest that the number of coupons has a large effect on RDS recruitment. Additionally, we use our findings to explain previous empirical observations., Comment: 20 pages, 10 figures

We study continuous-time birth-death type processes, where individuals have independent and identically distributed lifetimes, according to a random variable Q, with E[Q]=1, and where the birth rate if the population is currently in state (has size) n is \alpha(n). We focus on two important examples, namely \alpha(n)=\lambda n being a branching process, and \alpha(n)=\lambda n(N-n)/N which corresponds to an SIS epidemic model in a homogeneously mixing community of fixed size N. The processes are assumed to start with a single individual, i.e. in state 1. Let T, A_n, C and S denote the (random) time to extinction, the total time spent in state $n$, the total number of individuals ever alive and the sum of the lifetimes of all individuals in the birth-death process, respectively. The main results of the paper give expressions for the expectation of all these quantities, and shows that these expectations are insensitive to the distribution of Q. We also derive an asymptotic expression for the expected time to extinction of the SIS epidemic, but now starting at the endemic state, which is not independent of the distribution of Q. The results are also applied to the household SIS epidemic, showing that its threshold parameter R_* is insensitive to the distribution of Q, contrary to the household SIR epidemic, for which R_* does depend on Q., Comment: 30 pages

Consider a uniformly mixing population which grows as a super-critical linear birth and death process. At some time an infectious disease (of SIR or SEIR type) is introduced by one individual being infected from outside. It is shown that three different scenarios may occur: 1) an epidemic never takes off, 2) an epidemic gets going and grows but at a slower rate than the community thus still being negligible in terms of population fractions, or 3) an epidemic takes off and grows quicker than the community eventually leading to an endemic equilibrium. Depending on the parameter values, either scenario 1 is the only possibility, both scenario 1 and 2 are possible, or scenario 1 and 3 are possible., Comment: 11 pages

Respondent driven sampling (RDS) is a method often used to estimate population properties (e.g. sexual risk behavior) in hard-to-reach populations. It combines an effective modified snowball sampling methodology with an estimation procedure that yields unbiased population estimates under the assumption that the sampling process behaves like a random walk on the social network of the population. Current RDS estimation methodology assumes that the social network is undirected, i.e. that all edges are reciprocal. However, empirical social networks in general also have non-reciprocated edges. To account for this fact, we develop a new estimation method for RDS in the presence of directed edges on the basis of random walks on directed networks. We distinguish directed and undirected edges and consider the possibility that the random walk returns to its current position in two steps through an undirected edge. We derive estimators of the selection probabilities of individuals as a function of the number of outgoing edges of sampled individuals. We evaluate the performance of the proposed estimators on artificial and empirical networks to show that they generally perform better than existing methods. This is in particular the case when the fraction of directed edges in the network is large., Comment: 31 pages, 5 figures, 4 tables

Consider a homogeneous time-continuous branching process where individuals have constant birth rate $\delta$, and life length distribution $Q$ having mean $E(Q)=1$. Let $X(u)$ denote the number of individuals alive at time $u$, and assume that $X(0)=1$. Let $K$ be a positive integer and define $A_K:=\int_0^\infty 1_{\{X(u)=K\}}du$, the accumulated time that the branching process has exactly $K$ individuals alive. In this paper we prove that $E(A_K)=\delta^{K-1}/\left(k(1\vee\delta)^K\right)$, irrespective of the life length distribution $Q$, subject to the normalizing condition $E(Q)=1$., Comment: 14 pages

A random network model which allows for tunable, quite general forms of clustering, degree correlation and degree distribution is defined. The model is an extension of the configuration model, in which stubs (half-edges) are paired to form a network. Clustering is obtained by forming small completely connected subgroups, and positive (negative) degree correlation is obtained by connecting a fraction of the stubs with stubs of similar (dissimilar) degree. An SIR (Susceptible -> Infective -> Recovered) epidemic model is defined on this network. Asymptotic properties of both the network and the epidemic, as the population size tends to infinity, are derived: the degree distribution, degree correlation and clustering coefficient, as well as a reproduction number $R_*$, the probability of a major outbreak and the relative size of such an outbreak. The theory is illustrated by Monte Carlo simulations and numerical examples. The main findings are that clustering tends to decrease the spread of disease, the effect of degree correlation is appreciably greater when the disease is close to threshold than when it is well above threshold and disease spread broadly increases with degree correlation $\rho$ when $R_*$ is just above its threshold value of one and decreases with $\rho$ when $R_*$ is well above one., Comment: Minor change only: corrected error in reference list. Previous version gave details of the incorrect Miller (2009) paper

Social networks are rarely observed in full detail. In many situations properties are known for only a sample of the individuals in the network and it is desirable to induce global properties of the full social network from this "egocentric" network data. In the current paper we study a few different types of egocentric data, and show what global network properties are consistent with those egocentric data. Two global network properties are considered: the size of the largest connected component in the network (the giant), and secondly, the possible size of an epidemic outbreak taking place on the network, in which transmission occurs only between network neighbours, and with probability $p$. The main conclusion is that in most cases, egocentric data allow for a large range of possible sizes of the giant and the outbreak. However, there is an upper bound for the latter. For the case that the network is selected uniformly among networks with prescribed egocentric data (satisfying some conditions), the asymptotic size of the giant and the outbreak is characterised.

Respondent-driven sampling (RDS) is a commonly used substitute for random sampling when studying hidden populations, such as injecting drug users or men who have sex with men, for which no sampling frame is known. The method is an extension of the snowball sample method and can, given that some assumptions are met, generate unbiased population estimates. One key assumption, not likely to be met, is that the acquaintance network in which the recruitment process takes place is undirected, meaning that all recruiters should have the potential to be recruited by the person they recruit. Here we investigate the potential bias of directedness by simulating RDS on real and artificial network structures. We show that directedness is likely to generate bias that cannot be compensated for unless the sampled individuals know how many that potentially may have recruited them (i.e. their indegree), which is unlikely in most situations. Based on one known parameter, we propose an estimator for RDS on directed networks when only outdegrees are observed. By comparison of current RDS estimators' performances on networks with varying structures, we find that our new estimator, together with a recent estimator, which requires the population size as a known quantity, have relatively low level of estimate error and bias. Based on our new estimator, sensitivity analysis can be made by varying values of the known parameter to take uncertainty of network directedness and error in reporting degrees into account. Finally, we have developed a bootstrap procedure for the new estimator to construct confidence intervals., Comment: 22 pages, 1 table, 18 figures

A social (sexual) network is modeled by an extension of the configuration model to the situation where edges have weights, e.g. reflecting the number of sex-contacts between the individuals. An epidemic model is defined on the network such that individuals are heterogeneous in terms of how susceptible and infectious they are. The basic reproduction number R_0 is derived and studied for various examples, but also the size and probability of a major outbreak. The qualitative conclusion is that R_0 gets larger as the community becomes more heterogeneous but that different heterogeneities (degree distribution, weight, susceptibility and infectivity) can sometimes have the cumulative effect of homogenizing the community, thus making $R_0$ smaller. The effect on the probability and final size of an outbreak is more complicated.

A stochastic model for the growth of a virus in a cell population is introduced. The virus has two ways of spreading: either by allowing its host cell to live on and duplicate, or else by multiplying in large numbers within the host cell such that the host cell finally bursts and the viruses then have the chance to enter new uninfected host cells. The model, and in particular the probability of the virus population surviving, is analyzed using the theory of Markov processes together with a coupling argument. Our analysis shows that the optimal strategy of the virus (in terms of survival) is obtained when the virus has no effect on the host cell's life-cycle, in agreement with experimental data about real viruses., Comment: 18 pages, 1 figure

A random graph model with prescribed degree distribution and degree dependent edge weights is introduced. Each vertex is independently equipped with a random number of half-edges and each half-edge is assigned an integer valued weight according to a distribution that is allowed to depend on the degree of its vertex. Half-edges with the same weight are then paired randomly to create edges. An expression for the threshold for the appearance of a giant component in the resulting graph is derived using results on multi-type branching processes. The same technique also gives an expression for the basic reproduction number for an epidemic on the graph where the probability that a certain edge is used for transmission is a function of the edge weight. It is demonstrated that, if vertices with large degree tend to have large (small) weights on their edges and if the transmission probability increases with the edge weight, then it is easier (harder) for the epidemic to take off compared to a randomized epidemic with the same degree and weight distribution. A recipe for calculating the probability of a large outbreak in the epidemic and the size of such an outbreak is also given. Finally, the model is fitted to three empirical weighted networks of importance for the spread of contagious diseases and it is shown that $R_0$ can be substantially over- or underestimated if the correlation between degree and weight is not taken into account.

We derive asymptotic properties for a stochastic dynamic network model in a stochastic dynamic population. In the model, nodes give birth to new nodes until they die, each node being equipped with a social index given at birth. During the life of a node it creates edges to other nodes, nodes with high social index at higher rate, and edges disappear randomly in time. For this model we derive criterion for when a giant connected component exists after the process has evolved for a long period of time, assuming the node population grows to infinity. We also obtain an explicit expression for the degree correlation $\rho$ (of neighbouring nodes) which shows that $\rho$ is always positive irrespective of parameter values in one of the two treated submodels, and may be either positive or negative in the other model, depending on the parameters.

We consider two classes of random graphs: $(a)$ Poissonian random graphs in which the $n$ vertices in the graph have i.i.d.\ weights distributed as $X$, where $\mathbb{E}(X) = \mu$. Edges are added according to a product measure and the probability that a vertex of weight $x$ shares and edge with a vertex of weight $y$ is given by $1-e^{-xy/(\mu n)}$. $(b)$ A thinned configuration model in which we create a ground-graph in which the $n$ vertices have i.i.d.\ ground-degrees, distributed as $D$, with $\mathbb{E}(D) = \mu$. The graph of interest is obtained by deleting edges independently with probability $1-p$. In both models the fraction of vertices in the largest connected component converges in probability to a constant $1-q$, where $q$ depends on $X$ or $D$ and $p$. We investigate for which distributions $X$ and $D$ with given $\mu$ and $p$, $1-q$ is maximized. We show that in the class of Poissonian random graphs, $X$ should have all its mass at 0 and one other real, which can be explicitly determined. For the thinned configuration model $D$ should have all its mass at 0 and two subsequent positive integers.

This paper is concerned with SIR (susceptible $\to$ infected $\to$ removed) household epidemic models in which the infection response may be either mild or severe, with the type of response also affecting the infectiousness of an individual. Two different models are analysed. In the first model, the infection status of an individual is predetermined, perhaps due to partial immunity, and in the second, the infection status of an individual depends on the infection status of its infector and on whether the individual was infected by a within- or between-household contact. The first scenario may be modelled using a multitype household epidemic model, and the second scenario by a model we denote by the infector-dependent-severity household epidemic model. Large population results of the two models are derived, with the focus being on the distribution of the total numbers of mild and severe cases in a typical household, of any given size, in the event that the epidemic becomes established. The aim of the paper is to investigate whether it is possible to determine which of the two underlying explanations is causing the varying response when given final size household outbreak data containing mild and severe cases. We conduct numerical studies which show that, given data on sufficiently many households, it is generally possible to discriminate between the two models by comparing the Kullback-Leibler divergence for the two fitted models to these data., Comment: 29 pages; submitted to Journal of Mathematical Biology

Researchers in many scientific fields make inferences from individuals to larger groups. For many groups however, there is no list of members from which to take a random sample. Respondent-driven sampling (RDS) is a relatively new sampling methodology that circumvents this difficulty by using the social networks of the groups under study. The RDS method has been shown to provide unbiased estimates of population proportions given certain conditions. The method is now widely used in the study of HIV-related high-risk populations globally. In this paper, we test the RDS methodology by simulating RDS studies on the social networks of a large LGBT web community. The robustness of the RDS method is tested by violating, one by one, the conditions under which the method provides unbiased estimates. Results reveal that the risk of bias is large if networks are directed, or respondents choose to invite persons based on characteristics that are correlated with the study outcomes. If these two problems are absent, the RDS method shows strong resistance to low response rates and certain errors in the participants' reporting of their network sizes. Other issues that might affect the RDS estimates, such as the method for choosing initial participants, the maximum number of recruitments per participant, sampling with or without replacement and variations in network structures, are also simulated and discussed., Comment: 21 pages, 17 figures, 1 table

This paper is a survey paper on stochastic epidemic models. A simple stochastic epidemic model is defined and exact and asymptotic model properties (relying on a large community) are presented. The purpose of modelling is illustrated by studying effects of vaccination and also in terms of inference procedures for important parameters, such as the basic reproduction number and the critical vaccination coverage. Several generalizations towards realism, e.g. multitype and household epidemic models, are also presented, as is a model for endemic diseases., Comment: 26 pages, 4 figures

A stochastic epidemic model is defined in which each individual belongs to a household, a secondary grouping (typically school or workplace) and also the community as a whole. Moreover, infectious contacts take place in these three settings according to potentially different rates. For this model we consider how different kinds of data can be used to estimate the infection rate parameters with a view to understanding what can and cannot be inferred, and with what precision. Among other things we find that temporal data can be of considerable inferential benefit compared to final size data, that the degree of heterogeneity in the data can have a considerable effect on inference for non-household transmission, and that inferences can be materially different from those obtained from a model with two levels of mixing. Keywords: Basic reproduction number, Bayesian inference, Epidemic model, Infectious disease data, Markov chain Monte Carlo, Networks.