Ghost Town [The Specials]

[Nature on] simulations driving the world’s response to COVID-19

Nature of 02 April 2020 has a special section on simulation methods used to assess and predict the pandemic evolution. Calling for caution as the models used therein, like the standard ODE S(E)IR models, which rely on assumptions on the spread of the data and very rarely on data, especially in the early stages of the pandemic. One epidemiologist is quote stating “We’re building simplified representations of reality” but this is not dire enough, as “simplified” evokes “less precise” rather than “possibly grossly misleading”. (The graph above is unrelated to the Nature cover and appears to me as particularly appalling in mixing different types of data, time-scale, population at risk, discontinuous updates, and essentially returning no information whatsoever.)

“[the model] requires information that can be only loosely estimated at the start of an epidemic, such as the proportion of infected people who die, and the basic reproduction number (…) rough estimates by epidemiologists who tried to piece together the virus’s basic properties from incomplete information in different countries during the pandemic’s early stages. Some parameters, meanwhile, must be entirely assumed.”

The report mentions that the team at Imperial College, which predictions impacted the UK Government decisions, also used an agent-based model, with more variability or stochasticity in individual actions, which require even more assumptions or much more refined, representative, and trustworthy data.

“Unfortunately, during a pandemic it is hard to get data — such as on infection rates — against which to judge a model’s projections.”

Unfortunately, the paper was written in the early days of the rise of cases in the UK, which means predictions were not much opposed to actual numbers of deaths and hospitalisations. The following quote shows how far off they can fall from reality:

“the British response, Ferguson said on 25 March, makes him “reasonably confident” that total deaths in the United Kingdom will be held below 20,000.”

since the total number as of April 29 is above 21,000 24,000 29,750 and showing no sign of quickly slowing down… A quite useful general public article, nonetheless.

Roberto Casarin in Warwick [joint Stats/Econometrics seminar series]

My friend, coauthor and former student Roberto Casarin (da Ca’Foscari Venezia) is giving a talk tomorrow in Warwick:

Bayesian Dynamic Tensor Regression (joint with Billio, M., Iacopini, M., and Kaufmann, S.)

Tensor-valued data (i.e. multidimensional data) are becoming increasingly available and call for suitable econometric tools. We propose a new dynamic linear regression model for tensor-valued response variables and covariates that encompasses some well-known multivariate models as special cases. We exploit the PARAFAC low-rank decomposition for providing a parsimonious parametrization and to incorporate sparsity effects. Our contribution is twofold: first, we extend multivariate econometric models to account for tensor-valued response and covariates; second, we define a tensor autoregressive process (TAR) and the associated impulse response function for studying shock propagation. Inference is carried out in the Bayesian framework combined with Monte Carlo Markov Chain (MCMC). We apply the TAR model for studying time-varying multilayer economic networks concerning international trade and international capital stocks. We provide an impulse response analysis for assessing propagation of trade and financial shocks across countries, over time and between layers.

The seminar will take place on Thursday Feb. 13 at 14:00 in OC0.01 (Oculus), University of Warwick, Coventry, UK.

punch [him] back, Britain!

postgraduate open day at Warwick [4 Dec]

The department of Statistics at the University of Warwick is holding an open day for prospective PhD students on 4 December 2019, starting at 2pm (with free lunch at 1pm). In the Mathematical Sciences Building common room (room MB1.02). The Director of Graduate Studies, Professor Mark Steel, and the PhD admissions tutors Professors Martyn Plummer and Barbel Finkelstadt Rand will give short presentations about what it means to do a PhD, what it means to do it at Warwick, the benefits of a PhD degree, and the application process.

Subsequently there will be an informal meeting, during which students have the possibility to ask questions and find out more about the different PhD opportunities at Warwick Statistics; in fact, we offer a very broad range of possibilities, giving a lot of choice for potential applicants. Current members of staff will be invited to participate, to discuss potential projects.

UK travel expenses will be covered by the Department of Statistics (standard class travel by public transport with pre-booked tickets). Please register if interested in this event.