Estimating Time-Inhomogeneous Transition Probabilities from District Level Daily COVID-19 Transmission Data in Sierra Leone
TL;DR
Evidence is provided that time-inhomogeneous, covariate informed Markov models offer a materially better description of district-level COVID-19 transmission in Sierra Leone than classical time homogeneous compartmental models, with implications for sub-national outbreak monitoring in resource constrained settings.
Abstract
Abstract: Compartmental epidemic models conventionally treat the probability of moving between dis ease states as fixed over time, an assumption that sits uneasily with the reality of a pandemic in which lockdowns, mask mandates, vaccination roll-out, and the arrival of new variants continually reshape transmission. This paper develops a time-inhomogeneous Markov chain framework for the Susceptible-Exposed-Infectious-Removed (SEIR) process, in which each transition probability pab(t) is allowed to vary with calendar time while respecting the struc tural zeros implied by the SEIR compartmental flow. We derive the constrained maximum likelihood estimator of pab(t) under these structural constraints, establish its finite sample efficiency, asymptotic normality, and Wilson score confidence intervals, and construct a like lihood ratio test of the null hypothesis that a compartments exit probability is constant over time. We further propose a stochastic machine learning hybrid extension in which the raw, kernel smoothed transition probabilities are regressed on policy and mobility covariates using both a logistic generalized linear model and a random forest, allowing the framework to attribute time-inhomogeneity to observable interventions. The methodology is applied to a compiled daily, district level COVID-19 surveillance panel for Sierra Leone spanning March 2020 to December 2023 (16 districts, 1,401 days). The likelihood ratio test rejects time-homogeneity of the exposed to infectious transition in 15 of 16 districts and of the infectious-to-removed transition in 8 of 16 districts ( = 0.05), and the covariate augmented logistic model achieves an out of sample Brier score roughly 76 times smaller than a time homogeneous pooled baseline, with healthcare capacity and the time trend emerging as the most influential predictors in the random-forest component. These results provide statisti cal evidence that time-inhomogeneous, covariate informed Markov models offer a materially better description of district-level COVID-19 transmission in Sierra Leone than classical time homogeneous compartmental models, with implications for sub-national outbreak monitoring in resource constrained settings