Simultaneous estimation of the effective reproduction number and the time series of daily infections: Application to Covid-19

Abstract: The time varying effective reproduction number is an important parameter for communication and policy decisions during an epidemic. It is difficult to estimate because it depends on latent variables such as new infections and other characteristics of an epidemic which have to be inferred from available data. In this paper, we present new statistical methods for a popular model which defines the effective reproduction number based on self-exciting dynamics of new infections. Such a model is conceptually simple and less susceptible to misspecifications than more complicated multi-compartment models. In contrast to the state-of-the-art three-step estimation procedure of \citet{huisman2022estimation}, we present a coherent Bayesian method that approximates the joint posterior of daily new infections and reproduction numbers given the data using a novel Markov chain Monte Carlo (MCMC) algorithm. Comparing our method with that of \citet{huisman2022estimation}, both with daily confirmed cases from Switzerland in the Covid-19 epidemic and with simulated data, we find that our method is more accurate, especially near the beginning and end of the observation period.