Online updating of space-time disease surveillance models via particle filters

Online surveillance of disease has become an important issue in public health. In particular, the space-time monitoring of disease plays an important part in any syndromic system. However, methodology for these systems is generally lacking. One approach to space-time monitoring of health data is to consider the space-time model parameters as the focus and to monitor their changes as multivariate time series (Lawson AB. Some considerations in spatial-temporal analysis of public health surveillance data. In Brookmeyer R, Stroup DF eds. Monitoring the Health of Populations. Oxford University Press, 2004; Vidal Rodeiro CL, Lawson AB. Monitoring changes in spatio-temporal maps of disease. Biometrical Journal 2006; to appear). However with complex space-time models, this becomes very time consuming. Some simplifications may be necessary and these can be made in a number of ways. In this article, the focus is on particle filters that can be used to resample the history of the process and thereby reduce computation time. This article describes a particular case of particle filters, the resample-move algorithm, proposed by Gilks and Berzuini (Gilks WR, Berzuini C. Following a moving target - Monte Carlo inference for dynamic Bayesian models. Journal of the Royal Statistical Society, Series B 2001; 63: 127-46), in the context of disease map surveillance. This is followed by an application to a real data set in which a comparison between the use of Markov chain Monte Carlo methods and the resample-move algorithm is carried out.