Tensor product algorithms for inference of contact network from epidemiological data
Sergey Dolgov, Dmitry Savostyanov
TL;DR
This work tackles inferring a contact network from time-resolved epidemic data by casting network discovery as a black-box Bayesian optimization over the network set ${\mathbb{G}}$. The forward model is the ε-SIS dynamics on a graph, governed by a chemical master equation on the state space ${\mathbb{X}}^N$, which is solved efficiently using tensor-train (TT) representations and a CP form of the CME operator to circumvent the curse of dimensionality. The authors introduce a data-driven initialization, Fiedler-vector–based node ordering to reduce TT ranks, and tempered Metropolis–Hastings schemes (MCMC-R and MCMC-noR) to robustly identify the most probable network, achieving accurate reconstruction on several networks (linear chain, Austria road, Florentine families, and small-world). The approach demonstrates that TT-based CME solvers can recover rare-event likelihoods essential for reliable network inference, with practical implications for analyzing epidemiological data and reconstructing contact structures at nontrivial scales.
Abstract
We consider a problem of inferring contact network from nodal states observed during an epidemiological process. In a black--box Bayesian optimisation framework this problem reduces to a discrete likelihood optimisation over the set of possible networks. The cardinality of this set grows combinatorially with the number of network nodes, which makes this optimisation computationally challenging. For each network, its likelihood is the probability for the observed data to appear during the evolution of the epidemiological process on this network. This probability can be very small, particularly if the network is significantly different from the ground truth network, from which the observed data actually appear. A commonly used stochastic simulation algorithm struggles to recover rare events and hence to estimate small probabilities and likelihoods. In this paper we replace the stochastic simulation with solving the chemical master equation for the probabilities of all network states. Since this equation also suffers from the curse of dimensionality, we apply tensor train approximations to overcome it and enable fast and accurate computations. Numerical simulations demonstrate efficient black--box Bayesian inference of the network.
