Bayesian Noise Modelling for State Estimation of the Spread of COVID-19 in Saudi Arabia with Extended Kalman Filters.

Publication date: May 13, 2023

The epistemic uncertainty in coronavirus disease (COVID-19) model-based predictions using complex noisy data greatly affects the accuracy of pandemic trend and state estimations. Quantifying the uncertainty of COVID-19 trends caused by different unobserved hidden variables is needed to evaluate the accuracy of the predictions for complex compartmental epidemiological models. A new approach for estimating the measurement noise covariance from real COVID-19 pandemic data has been presented based on the marginal likelihood (Bayesian evidence) for Bayesian model selection of the stochastic part of the Extended Kalman filter (EKF), with a sixth-order nonlinear epidemic model, known as the SEIQRD (Susceptible-Exposed-Infected-Quarantined-Recovered-Dead) compartmental model. This study presents a method for testing the noise covariance in cases of dependence or independence between the infected and death errors, to better understand their impact on the predictive accuracy and reliability of EKF statistical models. The proposed approach is able to reduce the error in the quantity of interest compared to the arbitrarily chosen values in the EKF estimation.

Open Access PDF

Concepts Keywords
Basel Bayes Theorem
Complex Bayesian evidence
Coronavirus Bayesian model selection
Epidemiological COVID-19
Saudi Humans
nested sampling
Reproducibility of Results
Saudi Arabia
skew-normal distributions


Type Source Name
disease MESH COVID-19
disease MESH uncertainty
pathway KEGG Coronavirus disease
disease VO dead
disease MESH death
drug DRUGBANK Tropicamide
disease IDO algorithm
drug DRUGBANK Coenzyme M
disease VO Gap
disease MESH reinfection
disease VO time
drug DRUGBANK Naproxen
disease VO population
disease MESH infection
disease VO efficiency
disease VO efficient
drug DRUGBANK Methionine
disease VO frequency
disease IDO process
drug DRUGBANK Esomeprazole
drug DRUGBANK Trestolone
disease IDO country
drug DRUGBANK Cysteamine
disease VO effective
disease MESH infectious diseases
disease VO pregnant women
disease IDO history
disease VO USA
disease VO volume
drug DRUGBANK Serine
disease MESH fungal diseases

Original Article

(Visited 1 times, 1 visits today)

Leave a Comment

Your email address will not be published. Required fields are marked *