Spurious self-feedback  in infection models

 

 

Claudia Merger, Jasper Albers,

Carsten Honerkamp, Moritz Helias

Spread of disease: Models

  • Markov process
  • Population: Susceptible, Infected, Recovered/Removed

Self-feedback

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 2 \\ x_i(t)= \begin{pmatrix} 0\\ 0 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 2 \\ x_i(t)= \begin{pmatrix} 0\\ 0 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 3 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIR model

S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIR model

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}

Self-feedback is forbidden!

S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIR model

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 2 \\ x_i(t)= \begin{pmatrix} 0\\ 0 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}

Self-feedback is forbidden!

S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Self-feedback in SIR model

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 2 \\ x_i(t)= \begin{pmatrix} 0\\ 0 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 3 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}

Self-feedback is forbidden!

S_i(t)= 1 \quad \text{susceptible} \\ I_i(t)= 1 \quad \text{infected} \\ x_i(t) = \begin{pmatrix} S_i(t) \\ I_i(t) \end{pmatrix}

Average dynamics

input field \(\theta_i\) for each node \(i\)

expectation values

\(\rho^{S}_i(t)=\langle S_i(t) \rangle \)

\(\rho^{I}_i(t)=\langle I_i(t) \rangle \)

Mean-field equations

\langle S_i(t) \theta_i(t) \rangle \approx \langle S_i(t) \rangle \langle \theta_i(t) \rangle

Mean-field equations

\langle S_i(t) \theta_i(t) \rangle \approx \langle S_i(t) \rangle \langle \theta_i(t) \rangle

this approximation artificially introduces self-feedback

Mean-field equations

this approximation artificially introduces self-feedback

= \dots + \beta a_{ji} \rho^I_i (t-1)

Self-feedback is a second order effect

\propto \beta^2 \text{ correction}

We compute second order corrections

Roudi, Y. & Hertz, J. Dynamical TAP equations for non-equilibrium Ising spin glasses. Journal of Statistical Mechanics: Theory and Experiment 2011, P03031 (2011).

Simulation with NEST

Difficulty: Spiking neurons \( \rightarrow \) neurons with 3 discrete states

 

basis for implementation: binary neurons

idea: communicate changes to \( \theta_i \)

 

 

 

signal change of state via spikes:

Spike with multiplicity 1: \( S \rightarrow I \)

Spike with multiplicity 2: \( I \rightarrow S,R \)

Simulation with NEST

Results

SIR model

SIR model

\( \Rightarrow \) Sparsity suppresses activity!

 

SIRS & SIS model

same corrections even though self-feedback is allowed.

only partial cancellation

SIRS & SIS model

same corrections even though self-feedback is allowed.

only partial cancellation

SIRS model

State with finite endemic activity exists,

but at which \( \lambda=\frac{\beta}{\mu} \) ?

SIRS model

State with finite endemic activity exists,

but at which \( \lambda=\frac{\beta}{\mu} \) ?

\( \Rightarrow \) Linearize around \( \rho^I =0\) and check when \(\Delta \rho^I >0 \)

SIRS model

State with finite endemic activity exists,

but at which \( \lambda=\frac{\beta}{\mu} \) ?

\( \Rightarrow \) Linearize around \( \rho^I =0\) and check when \(\Delta \rho^I >0 \)

Mean-field: \(\lambda_c^{-1} = \lambda_a^{max} \)

\(a= \) adjacency matr.

SIRS model

State with finite endemic activity exists,

but at which \( \lambda=\frac{\beta}{\mu} \) ?

\( \Rightarrow \) Linearize around \( \rho^I =0\) and check when \(\Delta \rho^I >0 \)

Mean-field: \(\lambda_c^{-1} = \lambda_a^{max} \)

corrected equation:

\( \lambda_c^{-1} = \lambda_D^{max} \)

\(a= \) adjacency matr.

D = \begin{pmatrix} a & -1 \\ K & 0 \end{pmatrix} \\ K_{ij} = \delta_{ij} \text{degree}_i
\rho_{\infty}^I

Mean-field: \(\lambda_c^{-1} = \lambda_a^{max} \)

corrected equation:

\( \lambda_c^{-1} = \lambda_D^{max} \)

\text{scale free networks}: \\ p(\text{degree}) \sim (\text{degree})^{-\gamma}

Mean-field: \(\lambda_c^{-1} = \lambda_a^{max} \)

corrected equation:

\( \lambda_c^{-1} = \lambda_D^{max} \)

\text{scale free networks}: \\ p(\text{degree}) \sim (\text{degree})^{-\gamma}

Oscillations?

corrected equation:

\(\Delta \rho^I =  \left( \lambda \lambda_D^{max} -1 \right) \mu \rho^I \)

D = \begin{pmatrix} a & -1 \\ K & 0 \end{pmatrix} \\ K_{ij} = \delta_{ij} \text{degree}_i

Imaginary leading eigenvalues \( \lambda_D^{max} \) ?!

Yes, for special network architectures

Oscillations?

corrected equation:

\(\Delta \rho^I =  \left( \lambda \lambda_D^{max} -1 \right) \mu \rho^I \)

Random Regular Networks with \(\langle k \rangle = 3\)

(all nodes have equal degree, connections random)

\lambda=0.66
\lambda=0.69

Oscillations?

corrected equation:

\(\Delta \rho^I =  \left( \lambda \lambda_D^{max} -1 \right) \mu \rho^I \)

Random Regular Networks with \(\langle k \rangle = 3\)

(all nodes have equal degree, connections random)

\lambda=0.66
\lambda=0.69

Oscillations?

corrected equation:

\(\Delta \rho^I =  \left( \lambda \lambda_D^{max} -1 \right) \mu \rho^I \)

D = \begin{pmatrix} a & -1 \\ K & 0 \end{pmatrix} \\ K_{ij} = \delta_{ij} \text{degree}_i

time

pop. fraction

Imaginary eigenvalues?!

Yes, for special network architectures

Random Regular Networks

(all nodes have equal degree, connections random)

Summary & Outlook:

  • Self-feedback plays an important role in non-equilibrium processes on networks
  • Using path integral formulations, we find that self-feedback cancels for the SIR model (partially)
  • Corrections to SIRS model also cancel self-feedback (partially)

 

Open questions and To-Dos

  • Frequency of oscillations in random regular or Erdös-Renyi type networks
  • difference between SIS & SIRS networks?

Oscillations: Problems

When setting "num_threads" >1:

\rho^I
\text{time}
\beta
\beta
\beta

S-shaped growth vs. linear growth

S-shaped growth vs. linear growth

\beta
\beta
\beta

Change in     or degree

Change in inf. dynamics

\beta

However: Here, meanfield is done only in population average \( \hat{s}_i \approx \hat{s} \)

Main questions:

 

Dynamics explained by...

  • Architecture        and mean-field?
  • Fluctuation corrections?
A_{ij}

Experiment: Linear Chain, individual-based.

Mean-field overestimates inf. dynamics even if network architecture is accounted for!

More literature on SIR model

  • Moein, S., Nickaeen, N., Roointan, A. et al. Inefficiency of SIR models in forecasting COVID-19 epidemic: a case study of Isfahan. Sci Rep 11, 4725 (2021). https://doi.org/10.1038/s41598-021-84055-6
    • Differential equation meanfield form of SIR model does not predict spread of disease well.
  • Lazzizzera I. The SIR model towards the data: One year of Covid-19 pandemic in Italy case study and plausible "real" numbers. Eur Phys J Plus. 2021;136(8):802. doi: 10.1140/epjp/s13360-021-01797-y. Epub 2021 Aug 4. PMID: 34377623; PMCID: PMC8336674.
    • meanfield SIR model fits data if recovery curve is multiplied by 3.
  • B. Malavika, S. Marimuthu, Melvin Joy, Ambily Nadaraj, Edwin Sam Asirvatham, L. Jeyaseelan, Forecasting COVID-19 epidemic in India and high incidence states using SIR and logistic growth models, Clinical Epidemiology and Global Health,
    • "Invariably, the SIR model overestimates the active number of cases."

Self-feedback in SIS model

X_i = 0 \, \rightarrow \, \text{susceptible} \\ X_i = 1 \, \rightarrow \, \text{infected}
E \left[ X_i(t) \right] := \rho_i(t), \\ \text{prb. } X_i(t) \text{ infected at time } t
\text{mean-field approx:}
\text{mean-field update:}

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ X_i = 1, \, X_j = 0

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ X_i = 1, \, X_j = 0
t = 1 \\ X_i = 1, \, X_j = 1

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

t = 0 \\ X_i = 1, \, X_j = 0
t = 1 \\ X_i = 1, \, X_j = 1
t = 2 \\ X_i = 0, \, X_j = 1

Self-feedback in SIS model

More information: Pastor-Satorras et. al., A. Epidemic processes in complex networks. Rev. Mod. Phys. 87, 925–979 (2015).

Self-feedback is strongest for hubs!

Castellano C, et. al. Cumulative Merging Percolation and the Epidemic Transition of the Susceptible-Infected-Susceptible Model in Networks. Phys Rev X. 2020 Jan 1;10(1):011070. doi: 10.1103/PhysRevX.10.011070.

t = 0 \\ X_i = 1, \, X_j = 0
t = 1 \\ X_i = 1, \, X_j = 1
t = 2 \\ X_i = 0, \, X_j = 1
t = 3 \\ X_i = 1, \, X_j = 1

Self-feedback in SIS model

X_i = 0 \, \rightarrow \, \text{susceptible} \\ X_i = 1 \, \rightarrow \, \text{infected}
E \left[ X_i(t) \right] := \rho_i(t), \\ \text{prb. } X_i(t) \text{ infected at time } t

Self-feedback in SIS model

X_i = 0 \, \rightarrow \, \text{susceptible} \\ X_i = 1 \, \rightarrow \, \text{infected}
E \left[ X_i(t) \right] := \rho_i(t), \\ \text{prb. } X_i(t) \text{ infected at time } t

Corrected update equations:

mean-field

mean-field

flu. correction / "TAP term"

flu. correction / "TAP term"

Corrected update equations:

mean-field

mean-field

flu. correction / "TAP term"

flu. correction / "TAP term"

Corrected update equations:

Correction cancels self-feedback!

t = 0 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 1\\ 0 \end{pmatrix}
t = 1 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 2 \\ x_i(t)= \begin{pmatrix} 0\\ 0 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}
t = 3 \\ x_i(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}, \, x_j(t)= \begin{pmatrix} 0\\ 1 \end{pmatrix}

mean-field

mean-field

flu. correction / "TAP term"

flu. correction / "TAP term"

SIR model

Analogous 2-state problem:

Roudi, Y. & Hertz, J. Dynamical TAP equations for non-equilibrium Ising spin glasses. Journal of Statistical Mechanics: Theory and Experiment 2011, P03031 (2011).

update probability:

Compute second order corrections!

Analogous 2-state problem:

Roudi, Y. & Hertz, J. Dynamical TAP equations for non-equilibrium Ising spin glasses. Journal of Statistical Mechanics: Theory and Experiment 2011, P03031 (2011).

update probability:

Compute second order corrections!

Cumulant generating functon

Compute second order corrections!

Cumulant generating functon

Compute second order corrections!

Cumulant generating functon

Compute second order corrections!

Cumulant generating functon

Compute second order corrections!

Cumulant generating functon

Effective action: Legendre transform

Effective action: Legendre transform

eq. of state

Effective action: Legendre transform

eq. of state

mean-field

flu. correction / "TAP term"

Plefka expansion: Expansion in \( \beta \)

Copy of Fluctuation corrections for SIR model

By merger

Copy of Fluctuation corrections for SIR model

  • 48