Unified mean-field framework for susceptible-infected-susceptible epidemics on networks, based on graph partitioning and the isoperimetric inequality

Transition from time-variant to static networks: Timescale separation in N-intertwined mean-field approximation of susceptible-infectious-susceptible epidemics

We extend the N-intertwined mean-field approximation (NIMFA) for the susceptible-infectious-susceptible (SIS) epidemiological process to time-varying networks. Processes on time-varying networks are often analyzed under the assumption that the process and network evolution happen on different timescales. This approximation is called timescale separation. We investigate timescale separation between disease spreading and topology updates of the network. We introduce the transition times [under T]̲(r) and T[over ¯](r) as the boundaries between the intermediate regime and the annealed (fast changing network) and quenched (static network) regimes, respectively, for a fixed accuracy tolerance r. By analyzing the convergence of static NIMFA processes, we analytically derive upper and lower bounds for T[over ¯](r). Our results provide insights and bounds on the time of convergence to the steady state of the static NIMFA SIS process. We show that, under our assumptions, the upper-transition time T[over ¯](r) is almost entirely determined by the basic reproduction number R_{0} of the network. The value of the upper-transition time T[over ¯](r) around the epidemic threshold is large, which agrees with the current understanding that some real-world epidemics cannot be approximated with the aforementioned timescale separation.

Extensions of mean-field approximations for environmentally-transmitted pathogen networks

Many pathogens spread via environmental transmission, without requiring host-to-host direct contact. While models for environmental transmission exist, many are simply constructed intuitively with structures analogous to standard models for direct transmission. As model insights are generally sensitive to the underlying model assumptions, it is important that we are able understand the details and consequences of these assumptions. We construct a simple network model for an environmentally-transmitted pathogen and rigorously derive systems of ordinary differential equations (ODEs) based on different assumptions. We explore two key assumptions, namely homogeneity and independence, and demonstrate that relaxing these assumptions can lead to more accurate ODE approximations. We compare these ODE models to a stochastic implementation of the network model over a variety of parameters and network structures, demonstrating that with fewer restrictive assumptions we are able to achieve higher accuracy in our approximations and highlighting more precisely the errors produced by each assumption. We show that less restrictive assumptions lead to more complicated systems of ODEs and the potential for unstable solutions. Due to the rigour of our derivation, we are able to identify the reason behind these errors and propose potential resolutions.

Moment closure approximations of susceptible-infected-susceptible epidemics on adaptive networks

The influence of people's individual responses to the spread of contagious phenomena, like the COVID-19 pandemic, is still not well understood. We investigate the Markovian Generalized Adaptive Susceptible-Infected-Susceptible (G-ASIS) epidemic model. The G-ASIS model comprises many contagious phenomena on networks, ranging from epidemics and information diffusion to innovation spread and human brain interactions. The connections between nodes in the G-ASIS model change adaptively over time, because nodes make decisions to create or break links based on the health state of their neighbors. Our contribution is fourfold. First, we rigorously derive the first-order and second-order mean-field approximations from the continuous-time Markov chain. Second, we illustrate that the first-order mean-field approximation fails to approximate the epidemic threshold of the Markovian G-ASIS model accurately. Third, we show that the second-order mean-field approximation is a qualitative good approximation of the Markovian G-ASIS model. Finally, we discuss the Adaptive Information Diffusion (AID) model in detail, which is contained in the G-ASIS model. We show that, similar to most other instances of the G-ASIS model, the AID model possesses a unique steady state, but that in the AID model, the convergence time toward the steady state is very large. Our theoretical results are supported by numerical simulations.

Probabilistic predictions of SIS epidemics on networks based on population-level observations

We predict the future course of ongoing susceptible-infected-susceptible (SIS) epidemics on regular, Erdős-Rényi and Barabási-Albert networks. It is known that the contact network influences the spread of an epidemic within a population. Therefore, observations of an epidemic, in this case at the population-level, contain information about the underlying network. This information, in turn, is useful for predicting the future course of an ongoing epidemic. To exploit this in a prediction framework, the exact high-dimensional stochastic model of an SIS epidemic on a network is approximated by a lower-dimensional surrogate model. The surrogate model is based on a birth-and-death process; the effect of the underlying network is described by a parametric model for the birth rates. We demonstrate empirically that the surrogate model captures the intrinsic stochasticity of the epidemic once it reaches a point from which it will not die out. Bayesian parameter inference allows for uncertainty about the model parameters and the class of the underlying network to be incorporated directly into probabilistic predictions. An evaluation of a number of scenarios shows that in most cases the resulting prediction intervals adequately quantify the prediction uncertainty. As long as the population-level data is available over a long-enough period, even if not sampled frequently, the model leads to excellent predictions where the underlying network is correctly identified and prediction uncertainty mainly reflects the intrinsic stochasticity of the spreading epidemic. For predictions inferred from shorter observational periods, uncertainty about parameters and network class dominate prediction uncertainty. The proposed method relies on minimal data at population-level, which is always likely to be available. This, combined with its numerical efficiency, makes the proposed method attractive to be used either as a standalone inference and prediction scheme or in conjunction with other inference and/or predictive models.

Analysis of continuous-time Markovian ɛ-SIS epidemics on networks

We analyze continuous-time Markovian ɛ-SIS epidemics with self-infections on the complete graph. The majority of the graphs are analytically intractable, but many physical features of the ɛ-SIS process observed in the complete graph can occur in any other graph. In this work, we illustrate that the timescales of the ɛ-SIS process are related to the eigenvalues of the tridiagonal matrix of the SIS Markov chain. We provide a detailed analysis of all eigenvalues and illustrate that the eigenvalues show staircases, which are caused by the nearly degenerate (but strictly distinct) pairs of eigenvalues. We also illustrate that the ratio between the second-largest and third-largest eigenvalue is a good indicator of metastability in the ɛ-SIS process. Additionally, we show that the epidemic threshold of the Markovian ɛ-SIS process can be accurately approximated by the effective infection rate for which the third-largest eigenvalue of the transition matrix is the smallest. Finally, we derive the exact mean-field solution for the ɛ-SIS process on the complete graph, and we show that the mean-field approximation does not correctly represent the metastable behavior of Markovian ɛ-SIS epidemics.

Clustering for epidemics on networks: A geometric approach

Infectious diseases typically spread over a contact network with millions of individuals, whose sheer size is a tremendous challenge to analyzing and controlling an epidemic outbreak. For some contact networks, it is possible to group individuals into clusters. A high-level description of the epidemic between a few clusters is considerably simpler than on an individual level. However, to cluster individuals, most studies rely on equitable partitions, a rather restrictive structural property of the contact network. In this work, we focus on Susceptible-Infected-Susceptible (SIS) epidemics, and our contribution is threefold. First, we propose a geometric approach to specify all networks for which an epidemic outbreak simplifies to the interaction of only a few clusters. Second, for the complete graph and any initial viral state vectors, we derive the closed-form solution of the nonlinear differential equations of the N-intertwined mean-field approximation of the SIS process. Third, by relaxing the notion of equitable partitions, we derive low-complexity approximations and bounds for epidemics on arbitrary contact networks. Our results are an important step toward understanding and controlling epidemics on large networks.

Statistical inference for unknown parameters of stochastic SIS epidemics on complete graphs

In this paper, we are concerned with the stochastic susceptible-infectious-susceptible epidemic model on the complete graph with n vertices. This model has two parameters, which are the infection rate and the recovery rate. By utilizing the theory of density-dependent Markov chains, we give consistent estimations of the above two parameters as n grows to infinity according to the sample path of the model in a finite time interval. Furthermore, we establish the central limit theorem (CLT) and the moderate deviation principle (MDP) of our estimations. As an application of our CLT, reject regions of hypothesis testings of two parameters are given. As an application of our MDP, confidence intervals of parameters with lengths converging to 0 while confidence levels converging to 1 are given as n grows to infinity.

Time-dependent solution of the NIMFA equations around the epidemic threshold

The majority of epidemic models are described by non-linear differential equations which do not have a closed-form solution. Due to the absence of a closed-form solution, the understanding of the precise dynamics of a virus is rather limited. We solve the differential equations of the N-intertwined mean-field approximation of the susceptible-infected-susceptible epidemic process with heterogeneous spreading parameters around the epidemic threshold for an arbitrary contact network, provided that the initial viral state vector is small or parallel to the steady-state vector. Numerical simulations demonstrate that the solution around the epidemic threshold is accurate, also above the epidemic threshold and for general initial viral states that are below the steady-state.

Understanding the temporal pattern of spreading in heterogeneous networks: Theory of the mean infection time

For a reliable prediction of an epidemic or information spreading pattern in complex systems, well-defined measures are essential. In the susceptible-infected model on heterogeneous networks, the cluster of infected nodes in the intermediate-time regime exhibits too large fluctuation in size to use its mean size as a representative value. The cluster size follows quite a broad distribution, which is shown to be derived from the variation of the cluster size with the time when a hub node was first infected. On the contrary, the distribution of the time taken to infect a given number of nodes is well concentrated at its mean, suggesting the mean infection time is a better measure. We show that the mean infection time can be evaluated by using the scaling behaviors of the boundary area of the infected cluster and use it to find a nonexponential but algebraic spreading phase in the intermediate stage on strongly heterogeneous networks. Such slow spreading originates in only small-degree nodes left susceptible, while most hub nodes are already infected in the early exponential-spreading stage. Our results offer a way to detour around large statistical fluctuations and quantify reliably the temporal pattern of spread under structural heterogeneity.

Reply to "Comment on 'Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated' "

We emphasize that correlations between infection states in both the SIS and SIR model are always positive and that the title of the article "Nodal infection in Markovian susceptible-infected-susceptible and susceptible-infected-removed epidemics on networks are non-negatively correlated" [Phys. Rev. E 89, 052802 (2014)PLEEE81539-375510.1103/PhysRevE.89.052802] is correct. The history and motivation that led to the proof is placed in perspective.

Reducing Spreading Processes on Networks to Markov Population Models

Stochastic processes on complex networks, where each node is in one of several compartments, and neighboring nodes interact with each other, can be used to describe a variety of real-world spreading phenomena. However, computational analysis of such processes is hindered by the enormous size of their underlying state space.

In this work, we demonstrate that lumping can be used to reduce any epidemic model to a Markov Population Model (MPM). Therefore, we propose a novel lumping scheme based on a partitioning of the nodes. By imposing different types of counting abstractions, we obtain coarse-grained Markov models with a natural MPM representation that approximate the original systems. This makes it possible to transfer the rich pool of approximation techniques developed for MPMs to the computational analysis of complex networks’ dynamics.

We present numerical examples to investigate the relationship between the accuracy of the MPMs, the size of the lumped state space, and the type of counting abstraction.

Autocorrelation of the susceptible-infected-susceptible process on networks

In this paper, we focus on the autocorrelation of the susceptible-infected-susceptible (SIS) process on networks. The N-intertwined mean-field approximation (NIMFA) is applied to calculate the autocorrelation properties of the exact SIS process. We derive the autocorrelation of the infection state of each node and the fraction of infected nodes both in the steady and transient states as functions of the infection probabilities of nodes. Moreover, we show that the autocorrelation can be used to estimate the infection and curing rates of the SIS process. The theoretical results are compared with the simulation of the exact SIS process. Our work fully utilizes the potential of the mean-field method and shows that NIMFA can indeed capture the autocorrelation properties of the exact SIS process.