Nonlinear Programming Approaches for Efficient Large-Scale Parameter Estimation with Applications in Epidemiology

Abstract

The development of infectious disease models remains important to provide scientists with tools to better understand disease dynamics and develop more effective control strategies. In this work we focus on the estimation of seasonally varying transmission parameters in infectious disease models from real measles case data. We formulate both discrete-time and continuous-time models and discussed the benefits and shortcomings of both types of models. Additionally, this work demonstrates the flexibility inherent in large-scale nonlinear programming techniques and the ability of these techniques to efficiently estimate transmission parameters even in very large-scale problems. This computational efficiency and flexibility opens the door for investigating many alternative model formulations and encourages use of these techniques for estimation of larger, more complex models like those with age-dependent dynamics, more complex compartment models, and spatially distributed data. However, the size of these problems can become excessively large even for these powerful estimation techniques, and parallel estimation strategies must be explored. Two parallel decomposition approaches are presented that exploited scenario based decomposition and decomposition in time. These approaches show promise for certain types of estimation problems.