Risk maps estimating the spatial distribution of infectious diseases are required to guide public health policy from local to global scales. The advent of model-based geostatistics (MBG) has allowed these maps to be generated in a formal statistical framework, providing robust metrics of map uncertainty that enhances their utility for decision-makers. In many settings, decision-makers require spatially aggregated measures over large regions such as the mean prevalence within a country or administrative region, or national populations living under different levels of risk. Existing MBG mapping approaches provide suitable metrics of local uncertainty—the fidelity of predictions at each mapped pixel—but have not been adapted for measuring uncertainty over large areas, due largely to a series of fundamental computational constraints. Here the authors present a new efficient approximating algorithm that can generate for the first time the necessary joint simulation of prevalence values across the very large prediction spaces needed for global scale mapping. This new approach is implemented in conjunction with an established model for P. falciparum allowing robust estimates of mean prevalence at any specified level of spatial aggregation. The model is used to provide estimates of national populations at risk under three policy-relevant prevalence thresholds, along with accompanying model-based measures of uncertainty. By overcoming previously unchallenged computational barriers, this study illustrates how MBG approaches, already at the forefront of infectious disease mapping, can be extended to provide large-scale aggregate measures appropriate for decision-makers.
A general form for MBG models can be defined as follows: (1) such that in a disease survey of individuals at a given location, the number observed to be infected is modelled as binomially distributed with probability of infections given by, the underlying prevalence of the disease in question, which is modelled as a transformation via an inverse link-function of an unknown Gaussian process (GP) [34], [35]. A Gaussian process in the context of disease mapping is a convenient probability distribution for 2-d surfaces (or 3-d cubes if considering time), describing probabilities associated with different forms of the surface (or cube). Using Bayesian inference, the Gaussian process can be updated to take account of the input data, providing a refined description of these probabilities. Possible surfaces can then be drawn from this updated Gaussian process which, after passing through the inverse link-function, provide realisations of the target disease surface. The Gaussian process can take a wide range of forms: the central tendency at any location is governed by the underlying mean function, whilst textural properties (the roughness of the surface, and its tendency to fluctuate across space) are governed by the covariance function. The symbol denotes a set of parameters that define the form of the covariance and mean, which can include covariate coefficients. In MBG, the aim is to estimate the joint posterior distribution of the model parameters and the values of evaluated at all locations and times for which a prediction is required - generally across the nodes of a regular raster grid. Computationally, this task can be split into two distinct phases. Firstly, Markov chain Monte Carlo (MCMC) can be used to generate realisations from the joint posterior of and at only the space-time locations where data exist, denoted. This is intuitive because it is only at these locations that the fit of the Gaussian process is evaluated, and this means the MCMC must only consider a multivariate normal distribution of dimension, which is generally several orders of magnitude smaller than if all prediction locations across the raster grid were considered. A realisation of and provides a ‘skeleton’ from which the Gaussian process can be evaluated at all prediction locations across a raster grid in a second computational stage. Conditional on these ‘skeleton’ realisations, the value of at each prediction location and time can be sampled from its posterior predictive distribution: (2) where the posterior predictive mean and covariance parameters are given by the standard conditioning formulas for multivariate normal variables [[36] (p. 367) ]: (3) (4) By carrying out this two-step procedure over many realisations, samples are built up from the target posterior predictive distribution. In a per-pixel implementation, the predictive distributions, , at all prediction locations in the output raster are realised independently to generate local models of uncertainty. In this case, the largest single computational component is the population and factorisation (via a procedure known as the Cholesky decomposition [37]) of the data-to-data covariance matrix which, in typical disease prevalence data sets where is in the hundreds or thousands, is a relatively minor task that could generally be achieved on a standard desktop computer. The subsequent sampling from the posterior predictive distribution (as in Eq. 2) is trivial: the posterior predictive mean and covariance refer to a single prediction location and sampling therefore amounts to drawing from a univariate normal distribution. Total computation for each pixel is therefore modest, and the cost of generating the maps grows simply in proportion to the number of pixels involved, . Switching from a per-pixel implementation to a joint simulation over many prediction locations increases profoundly the computational challenge. The efficiency of a per-pixel approach arises from the effective reduction of to one, as each pixel is considered in isolation. Joint simulation requires that is preserved as the total number of prediction points, which can be many millions if large areas are considered at reasonably fine spatial resolution. In addition to the × data-to-data covariance matrix, the × prediction-to-prediction and × data-to-prediction covariance matrices must be populated. More importantly, in the subsequent sampling from the posterior predictive multivariate normal distribution, the prediction-to-prediction covariance matrix must be factorised [37]. The computational cost of this operation is proportional to the cube of. To put this non-linear scaling in context, if a direct joint simulation of a 100×100 raster grid could be computed in one minute, a 1000×1000 grid would take approximately 6×107 seconds (around 694 days). In practice these scaling factors along with those of memory and storage requirements mean direct joint simulation using the equations outlined above is generally limited to predictions at a maximum of around 10,000 points [17], [38], at least two orders of magnitude too few for global scale mapping at sub-10 km resolution, even at a single time period. In response to the strict computational limits of direct joint simulation outlined above, a wide range of algorithmic and mathematical tools have been developed that increase substantially the maximum number of prediction locations that can be feasibly handled. The most widely used family of joint simulation algorithms in geostatistics is known as sequential simulation [39]–[41]. Instead of simulating the joint distribution across all prediction locations simultaneously, sequential simulation evaluates each prediction location in turn. The properties of the multivariate normal model are preserved by conditioning each prediction location not only on the input data, but also on the values simulated at previously evaluated prediction locations, which are effectively treated as conditioning data in subsequent simulations. This approach means the data-to-data covariance matrix gains an additional row and column after each simulation, ultimately approaching elements, which becomes prohibitively large as approaches around 10,000 points. In response, sequential simulation algorithms generally limit the conditioning data to a small neighbourhood of points around each prediction location, specified either by number or by spatial proximity. This computational shortcut is justified by the declining influence of more distant data, which means a simulation conditioned on data approximates asymptotically one conditioned on data [39]. Whilst allowing potentially very large prediction grids to be evaluated, the restriction of conditioning data to local neighbourhoods necessitates that, for each prediction location, these data are identified via a search algorithm [40], [42], and bespoke linear algebra systems are evaluated and solved (Eqs. 3 and 4). The cost of the latter for each pixel is proportional to, meaning that as the number of prediction locations grows, the size of that can be feasibly computed reduces sharply. In a disease mapping context, the goal is to generate joint simulations conditioned by observed prevalence or incidence data. This precludes the direct use of a wider class of algorithms developed for unconditional joint simulation [5], where the goal is simply to realise random fields with correct mean and covariance properties, unconstrained by any observations. Conditional simulation can, however, be split into an unconditional joint simulation and a per-pixel prediction task [[42] (p. 494), [43]], as follows: (5) where is the target conditioned field. In practical terms, this decomposition allows generation of the conditioned field in two stages: unconditional simulation is used to generate the unconditioned field (the first term above,), which is then combined with the ‘skeleton’ of the conditioned field at the data points in a standard per-pixel prediction (the second right-hand term). The sum of these terms yields a conditioned field with an identical distribution to one generated directly via conditional simulation. The advantage in working with unconditional simulation algorithms arises because, in the absence of irregularly located data, all computations relate to locations arranged in a regular grid, a geometric convenience that can be exploited in a variety of ways [44]–[47]. An elegant and widely used family of techniques for grid-based unconditional simulation is based on spectral decompositions, principally the fast Fourier transform, of which the ‘circulant embedding’ algorithm is particularly popular [48]–[50]. These techniques offer extremely efficient exact simulations but become infeasible for more than around one million prediction locations [38], due in part to memory requirements resulting from the necessary replication of large covariance matrices. Furthermore, such algorithms require the prediction grid to be regular, that is, for pixels to be arranged in rows and columns of equal spacing, which is not the case with global grids defined using spherical coordinates.
A new global map of P. falciparum endemicity in 2007 has recently been published [6], the first such enumeration of global malaria risk in 40 years. This map was generated from an assembly of 7,953 community parasite surveys collated from 78 countries between 1985 and 2007 used with a Bayesian space-time MBG model to predict urban-adjusted P. falciparum parasite rate in the epidemiologically informative 2 up to 10 yr age range, PfPR2–10, across a regular spherical grid within the limits of stable transmission [31]. The model form is described in full elsewhere [6]. The original implementation of this model used an MCMC inference stage to generate 500 samples from the joint posterior distribution of the space-time Gaussian process at the 7,953 locations for which input parasite rate survey data existed, and of a 13 element parameter vector, . A per-pixel approach was then used to evaluate, for each realisation, values of the Gaussian process at all desired prediction locations, which were then combined with an independently sampled Gaussian random noise component, and subjected to an inverse logit transform and multiplication with an age-correction factor to yield the target quantity PfPR2–10. The set of realisations of PfPR2–10 for each pixel provided an appropriate measure of local uncertainty, with which the precision of PfPR2–10 predictions could be assessed at all individual pixel locations worldwide. The aim of the current study was to implement the predictions described above via joint simulation, allowing quantification of uncertainty in predicted PfPR2–10 over spatially and temporally aggregated regions. This presented an unprecedented challenge in geostatistical disease modelling for a number of reasons. Firstly, the target prediction space was exceptionally large: a grid of resolution equivalent to 5×5 km at the equator spanning the extent of stable P. falciparum transmission in Africa (the largest contiguous region of interest), evaluated temporally for each of the 276 months of 1985–2007 (the study period of interest, corresponding to the temporal span of the collated PfPR survey assembly) constituted approximately 623 million individual prediction locations, several orders of magnitude larger than any other MBG disease model extent in the published literature. Secondly, the model had a relatively complex form, particularly in the covariance function [51] which was spatiotemporal (covariances were modelled between locations spread across time as well as space), spatially anisotropic (covariance between spatial locations was influenced by direction as well as separation distance), and included a periodic component in the temporal axis (to address observed seasonality). Finally, spatial locations of data and predictions were represented on a sphere, with their separations evaluated using great-circle distance, a geometric complication that was necessary to avoid the distorting effects of map projections when dealing with global scale phenomena. Together, these factors precluded the use of the existing approaches to joint simulation described above. Spectral decomposition-based algorithms for unconditional simulation would have required the data-to-data covariance matrix to be reflected along three axes, exceeding memory limits of currently available computers. More fundamentally, the incorporation of the curvature of the earth in the arrangement of prediction locations meant the matrix could not be considered to be in block Toeplitz form [38], [44], [48]. Whilst a standard sequential simulation could, in principle, have been achieved within available memory constraints, the very large number of prediction locations would have meant limiting conditioning data to insufficiently small prediction neighbourhoods in space and time in order to achieve computation in a feasible timescale. Instead, a novel approximate algorithm for joint simulation was developed that overcame these constraints, and this is presented in the next section. Sequential simulation algorithms maintain feasible memory and computation requirements over large grids by limiting conditioning data to small local neighbourhoods, but the repeated identification of local data, evaluation of local covariance matrices, and subsequent linear algebra calculations are prohibitively inefficient for very large numbers of prediction locations. The extremely efficient algorithms developed for unconditional joint simulation over regular grids, such as circulant embedding, also reach memory limits for very large prediction tasks, and are not suited to sphere-based grids. In this study a new algorithm was developed that adopted and extended the principle of traditional sequential simulation - that joint simulation over very large areas can be broken down into many small simulations conditioned on nearby values - but incorporated some of the efficiencies exploited by unconditional algorithms operating on a grid whilst overcoming the complications of sphere-based grid systems. Firstly, the decomposition of a conditional joint simulation into an unconditional joint simulation and a per-pixel conditioning stage was exploited (Eq. 5). The bulk of the computational challenge therefore lay in generating unconditioned realisations of the zero-mean Gaussian process across the nodes of the 3-d space-time prediction grid given only realisations of the scalar parameter vector, where = 6. 23×108 was the largest individual prediction task (for the Africa region, with 1718 columns, 1315 rows and 276 months). Each grid pixel was 0. 04165 decimal degrees in height and width, corresponding to approximately 5×5 km at the equator. Defining a regular grid in terms of spherical coordinates meant that the width of pixels varied with latitude. A second stage was then required to condition the field given realisations of the field at the data locations These two stages are now discussed in more detail. Having implemented the algorithm described above, the jointly-simulated conditioned field was combined with per-pixel samples from an uncorrelated Gaussian noise component, subject to an inverse-logit transform, and multiplied by an age correction factor to yield realisations of PfPR2–10. Crucially, in contrast to the original per-pixel implementation [6], each realisation represented a joint simulation of prevalence, so the back-transformed and age-corrected space-time cube could be aggregated into any arbitrary spatial, temporal, or space-time unit, with realisations of the aggregated quantity representing samples from the posterior predictive distribution. This was exemplified by generating realisations of mean PfPR2–10 across the 12 months of 2007 for three scales of spatial aggregation: continental, national, and at the first sub-national administrative unit level, quantities that span the spectrum of information scales required by malaria public-health decision-makers. Previous approaches to estimating PAR have used modelled surfaces of P. falciparum prevalence to delineate the boundaries of various risk strata, and combine these mapped boundaries with population maps to calculate the population living in each strata [6]. Because the prevalence modelling in this earlier work was set in a per-pixel framework, spatial uncertainty in the prevalence predictions could not be propagated into the PAR estimates since the latter is a spatially aggregated quantity. This limitation was removed in the current study since prevalence was modelled using a joint simulation framework. Population data [54] were obtained and adjusted to form a 1×1 km grid surface for 2007, and a previously defined stratification [31] was used to delineate areas in which stable transmission of P. falciparum malaria was likely to occur (defined as areas where incidence is likely to exceed 0. 1 case per 1000 per annum). These inputs are explained further in Protocol S1. Within these limits of stable transmission, each jointly simulated realization of PfPR2–10 was converted into a categorical map identifying pixels where prevalence was predicted as either low stable (PfPR2–10≤5%), medium stable (PfPR2–10>5%≤40%) or high stable (PfPR2–10>40%) transmission. These prevalence classes have been proposed previously as of particular relevance to decision-makers when developing optimal strategies for intervention and control [55], [56]. Each realized endemicity class map was downscaled to a 1×1 km grid and combined with the population grid and an additional grid identifying national boundaries to allow calculation of a realization of PAR in each of the three endemicity classes in each country. Repeating this procedure across all 500 realizations allowed posterior predictive distributions to be constructed, from which the posterior mean was extracted as a point estimate for each country-class and the inter-quartile range was extracted as an accompanying uncertainty metric.
Figure 3 provides examples of five of the 500 jointly simulated realisations of PfPR2–10 within the global limits of stable transmission, aggregated temporally across the 12 months of 2007. None of these maps, taken individually, are intended to represent the true pattern of global prevalence. Each is driven by the underlying data but represents a random draw from a universe of possible maps given the model specification, the information in the data, and the resultant modelled uncertainty. Whilst the large-scale regional patterns of endemicity are similar in each realisation, small scale heterogeneity exists between each, and this variation across the 500 realisations defined the form of the posterior predictive distribution of the global surface. The validation procedures explained above provided evidence of the suitability of these surfaces to be aggregated spatially or temporally to provide appropriate posterior predictive distributions of mean PfPR2–10 within spatiotemporal units of different sizes. Figure 4 provides examples of this functionality: posterior predictive distributions are shown for mean PfPR2–10 across the entire African continent, across three individual countries (Ghana, Democratic Republic of Congo (DRC) and Kenya), and across a first level administrative unit in each of these countries (Ashanti Region, Ghana; Kinshasa Province, DRC; Nyanza Province, Kenya). As would be expected, the dispersion of the distributions, which can be interpreted directly as the modelled uncertainty in the predicted mean PfPR2–10, tended to decrease as aggregated predictions were made over progressively larger regions, such that the continent-wide mean was predicted with lower uncertainty than were national-level means which, in turn, were less uncertain than first-level administrative unit means. Dispersion was also moderated, however, by predictive uncertainty influenced by the availability of input survey data in different regions. This explains why the posterior predictive distribution for DRC, a country with very few available survey data, is substantially more dispersed than that for Kenya, for which many survey points exist, despite constituting a much larger spatial unit of aggregation. These example plots also illustrate in general terms why joint-simulation is necessary when predicting aggregated prevalence. Under a standard per-pixel implementation with all locations simulated independently, the variance of the aggregated mean PfPR2–10 would decline in proportion to the square-root of the number of pixels in the aggregated unit. At even the first administrative unit level, this would result in artificially small variances for the posterior predictive distributions. At national and continental levels the predicted uncertainty would effectively be zero. Under the joint simulation approach presented here, the space-time variance structure is preserved and this resulted in even the continent-wide prediction retaining a non-negligible level of uncertainty. Estimated 2007 populations living under low, medium, and high stable transmission risk are presented by country in Protocol S1 along with accompanying posterior inter-quartile ranges. Figure 5 (A) provides an example of mapped national PAR estimates for the high stable transmission risk class (PfPR2–10>40%). Figure 5 (B) shows a ranking of each country in terms of model-based uncertainty, quantified by comparing the width of the posterior inter quartile range associated with each PAR estimate. Figure 5 (C) shows an equivalent uncertainty ranking for relative PAR (percentages of each country' s population living under high stable conditions). Further details on the methods and interpretation of the presented results can be found in Protocol S1.
Numerous algorithms exist that seek to increase the efficiency of joint simulation, including the widely-used family of sequential simulation algorithms, and those based on spectral decompositions operating on regular lattices. Whilst these elegant algorithms expand considerably the magnitude of joint simulation tasks that can be achieved relative to a direct calculation, none of them could produce simulations on arbitrary input grids on the scale required for global-scale disease maps as addressed in this study. We have overcome these limitations using a practical elaboration of standard sequential simulation that is empirically highly efficient but does not put any special requirements on the input grid or covariance function. The approach represents an important increase in the feasibility of aggregated uncertainty assessment over very large prediction spaces, expanding the scope of geostatistical models in global scale epidemiology. The current study builds on a modelling framework for the global mapping of P. falciparum prevalence defined in an earlier study [6]. Like many large-scale MBG disease mapping studies published to date, this earlier work presented prevalence maps with per-pixel uncertainty metrics that could not be used to define uncertainty around aggregated prevalence predictions. Similarly, this per-pixel approach did not support the evaluation of uncertainty around important derived aggregate quantities such as populations at risk. By setting this earlier model in a joint simulation framework, the current study allows the formal prediction of aggregated P. falciparum prevalence and national populations under different prevalence strata with appropriate measures of uncertainty. Figure 5 shows these national PAR estimates for populations living under conditions of high stable transmission. A prevalence threshold of PfPR2–10>40% has been proposed as separating lower transmission settings, where universal coverage of insecticide treated bed-nets could interrupt transmission [56], from higher transmission settings where this coverage alone would be insufficient and scale-up of additional interventions would be required to achieve elimination [55], [56]. Under these recommendations, the quantification of PAR in this high stable transmission class has direct implications for national resource requirements as very large numbers of people in these nations will require more than universal coverage of bed-nets to interrupt transmission. The direct practical utility to decision-makers of accompanying uncertainty metrics is less well established since they have not been available previously. Uptake by decision-makers will be aided by the packaging of uncertainty measures into easily understood information and the ranked uncertainty maps presented in Figure 5 (B and C) highlight one such approach. Recognising those countries where high-risk populations can be identified with least certainty provides a basis for rational deployment of global surveying, monitoring, and evaluation efforts for populations that will carry the largest burden of global malaria morbidity. Figure 5 (B) illustrates that the least certain countries are, as would be expected, those which include areas of high transmission risk in conjunction with very large human populations, such as India, Myanmar, DRC and Nigeria. Figure 5 (C) considers population proportions at risk and therefore standardises for absolute population size. This removes, amongst others, India, Nigeria and DRC from the set of least certain countries and adds some smaller high risk nations such as Togo, Liberia and Sierra Leone. In this study we have presented the extension of a jointly simulated prediction framework for P. falciparum prevalence to estimates of PAR. The framework could readily be extended to the prediction of related aggregate quantities of substantial public health significance. An important example is the prediction of P. falciparum clinical case incidence which can be estimated empirically as a function of prevalence [25] and the underlying population density [54]. By basing these estimates on the jointly simulated prevalence predictions presented here, incidence estimates can be summed to provide national or continental-level estimates with appropriate credible intervals. A second important measure is the basic reproductive number, R0, which provides biological insight into the intensity of malaria transmission and is particularly useful when assessing the effect of current or future interventions [57]–[59]. Again, R0 can be estimated as a function of prevalence [59], [60] and the jointly simulated surfaces presented here can be incorporated with these models to provide country level estimates of R0 useful for strategic planning. The approach presented in this study can be applied readily to any large-scale MBG prediction of infectious disease prevalence and corresponding populations at risk. An important caveat for further applications, however, is that the algorithm cannot be treated as a black-box that will generate appropriate output without user supervision. The algorithm relies on a key assumption: that the use of a relatively small proportion of conditioning data proximate to each target prediction column generates predicted values that are sufficiently similar to a theoretical (although infeasible) direct joint simulation based on all locations simultaneously. In reality, the footprint-based predictions will approach the theoretical “true” values asymptotically, such that the use of progressively more conditioning data in the footprint will result in progressively smaller increases in convergence between the two sets of values. This leads to a delicate trade-off between feasible computational demand and appropriate predictive precision. Suitable resolutions of this trade-off cannot be prescribed a priori since they rely on factors that will vary between settings. On one hand, the sparsest permissible footprint will be determined by the space-time covariance structure of the disease measure under study. On the other, the computational demand will scale non-linearly with the size of the study area and the spatial and temporal resolution at which it is to be modelled. In this study, appropriate footprint configurations were identified by systematically evaluating the empirical covariance functions of realisations generated under progressively sparser footprint configurations, and the necessary diagnostic scripts are freely available from the authors. In principle, appropriate configurations could be approximated in advance using the target covariance structure parameters, although the implications of the latter on the appropriateness of different configurations is likely to be complex and non-linear. Users of the algorithm should recognise that failure to consider these factors appropriately could lead to misleading or erroneous results. Automatic optimization of the footprint would be a useful area for future research. Approaches to this problem, based on evaluation of the Markov properties of 2-d fields, have been proposed [61]–[63] although as yet these have not been extended to the 3-d setting necessary for space-time simulation. A number of recent advances in computational infrastructure have emerged that also warrant further investigation in the context of efficient joint simulation over very large grids. In particular the re-purposing of graphic processing units (GPUs) to support extremely efficient parallel processing, and their application to matrix calculations, offers potential decreases in processing time of several orders of magnitude [64] for the current rate-limiting steps of the algorithms presented here: the population and factorisation of large covariance matrices. The expansion of MBG in epidemiology has been rapid and led to major advances in the handling of uncertainty in disease risk maps. To date, fundamental computational constraints have precluded the use of such models for predictions of aggregated prevalence and populations at risk required by decision-makers across national and continental spatial scales. In this study we have designed, implemented and tested a new algorithm that overcomes the prohibitive computational barriers of large scale joint simulation allowing, for the first time, appropriate handling of aggregated uncertainty in global scale disease maps. This epidemiological insight has been extended to defining national populations at risk with appropriate confidence intervals which are released here in the public domain to support informed efforts in disease burden estimation.
Reliable disease maps can support rational decision making. These maps are often made by interpolation: taking disease data from field studies and predicting values for the gaps between the data to make a complete map. Such maps always contain uncertainty, however, and measuring this uncertainty is vital so that the reliability of risk maps can be determined. A modern approach called model-based geostatistics (MBG) has led to increasingly sophisticated ways of mapping disease and measuring spatial uncertainty. Many health management decisions are made for administrative areas (e. g. , districts, provinces, countries) and disease maps can support these decisions by averaging their values over the regions of interest. Carrying out this aggregation in conjunction with MBG techniques has not previously been possible for very large maps, however, due largely to the computational constraints involved. This study has addressed this problem by developing a new algorithm and allows aggregation of a global MBG disease map over very large areas. It is used to estimate Plasmodium falciparum malaria prevalence and corresponding populations at risk worldwide, aggregated across regions of different sizes. These estimates are a cornerstone for disease burden estimation and are provided in full to facilitate that process.
infectious diseases
computer science/applications
public health and epidemiology
computational biology
Quantifying Aggregated Uncertainty in Plasmodium falciparum Malaria Prevalence and Populations at Risk via Efficient Space-Time Geostatistical Joint Simulation