Exchangeable Gaussian Processes with application to epidemics

📅 2025-12-04
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🤖 AI Summary
This paper addresses two key challenges in dynamic modeling of infectious disease burden: (1) difficulty in modeling cross-population dependencies and (2) insufficient robustness in temporal forecasting. To this end, we propose a Bayesian nonparametric framework based on multi-task Gaussian processes (MTGPs). Methodologically, we design an exchangeable GP-driven hierarchical dynamical model: a biologically interpretable mean function captures population-level heterogeneity; a structured covariance kernel explicitly encodes inter-population cross-dependencies; and a time-shrinkage mechanism enhances temporal generalization. Full Bayesian inference is performed via Markov Chain Monte Carlo (MCMC). Empirical evaluation across multiple real-world epidemic datasets demonstrates that our framework significantly outperforms state-of-the-art baselines—achieving higher predictive accuracy, superior sparse modeling capability, and more efficient cross-population information sharing. The approach thus provides an interpretable, robust, and scalable statistical foundation for infectious disease burden assessment.

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📝 Abstract
We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious disease burden. These models induce a parsimonious way to capture cross-dependence between groups while retaining a natural interpretation based on an underlying mean process, itself expressed as a Gaussian process. We analyse distinct types of outbreak data from recent epidemics and find that the proposed models result in improved predictive ability against competing alternatives.
Problem

Research questions and friction points this paper is trying to address.

Develop Bayesian non-parametric framework for temporal shrinkage
Model infectious disease burden using dynamic hierarchical models
Improve predictive ability for outbreak data from epidemics
Innovation

Methods, ideas, or system contributions that make the work stand out.

Multi-task Gaussian processes for temporal shrinkage
Dynamic hierarchical models for infectious disease burden
Underlying mean process expressed as Gaussian process
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L
Lampros Bouranis
Department of Statistics, Athens University of Economics and Business, Athens, Greece
P
Petros Barmpounakis
Department of Oncology, University of Cambridge, Cambridge, United Kingdom
N
Nikolaos Demiris
Department of Statistics, Athens University of Economics and Business, Athens, Greece
K
Konstantinos Kalogeropoulos
Department of Statistics, The London School of Economics and Political Science, London, United Kingdom