Optimal observation times in experimental epidemic processes

Alex R. Cook, Gavin J. Gibson, Christopher A. Gilligan

Research output: Contribution to journalArticlepeer-review

42 Citations (Scopus)


This article describes a method for choosing observation times for stochastic processes to maximise the expected information about their parameters. Two commonly used models for epidemiological processes are considered: a simple death process and a susceptible-infected (SI) epidemic process with dual sources for infection spreading within and from outwith the population. The search for the optimal design uses Bayesian computational methods to explore the joint parameter-data-design space, combined with a method known as moment closure to approximate the likelihood to make the acceptance step efficient. For the processes considered, a small number of optimally chosen observations are shown to yield almost as much information as much more intensively observed schemes that are commonly used in epidemiological experiments. Analysis of the simple death process allows a comparison between the full Bayesian approach and locally optimal designs around a point estimate from the prior based on asymptotic results. The robustness of the approach to misspecified priors is demonstrated for the SI epidemic process, for which the computational intractability of the likelihood precludes locally optimal designs. We show that optimal designs derived by the Bayesian approach are similar for observational studies of a single epidemic and for studies involving replicated epidemics in independent subpopulations. Different optima result, however, when the objective is to maximise the gain in information based on informative and non-informative priors: this has implications when an experiment is designed to convince a naïve or sceptical observer rather than consolidate the belief of an informed observer. Some extensions to the methods, including the selection of information criteria and extension to other epidemic processes with transition probabilities, are briefly addressed. © 2008, The International Biometric Society.

Original languageEnglish
Pages (from-to)860-868
Number of pages9
Issue number3
Publication statusPublished - Sept 2008


  • Death process
  • Moment closure
  • Optimal design
  • SI epidemic
  • Stochastic process


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