# Novel moment closure approximations in stochastic epidemics

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## Abstract

Moment closure approximations are used to provide analytic approximations to non-linear stochastic population models. They often provide insights into model behaviour and help validate simulation results. However, existing closure schemes typically fail in situations where the population distribution is highly skewed or extinctions occur. In this study we address these problems by introducing novel second-and third-order moment closure approximations which we apply to the stochastic * SI* and

*epidemic models. In the case of the*

**SIS***SI*model, which has a highly skewed distribution of infection, we develop a second-order approximation based on the

**beta-binomial**distribution. In addition, a closure approximation based on mixture distribution is developed in order to capture the behaviour of the stochastic

*SIS*model around the threshold between persistence and extinction. This mixture approximation comprises a probability distribution designed to capture the quasi-equilibrium probabilities of the system and a probability mass at 0 which represents the probability of extinction. Two third-order versions of this mixture approximation are considered in which the

**log-normal**and the

**beta-binomial**are used to model the quasi-equilibrium distribution. Comparison with simulation results shows: (1) the beta-binomial approximation is flexible in shape and matches the skewness predicted by simulation as shown by the stochastic

*SI*model and (2) mixture approximations are able to predict transient and extinction behaviour as shown by the stochastic

*SIS*model, in marked contrast with existing approaches. We also apply our mixture approximation to approximate a likehood function and carry out point and interval parameter estimation.

## Keywords

Moment Closure Saddlepoint Approximation Subcritical Region Mixture Approximation Moment Closure Approximation## Preview

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