stat.MLOct 13, 2026

Conformalized Physics-Informed Weak Regression for Parameter Estimation in Epidemic Models

Authors: Allan Peter Engsig-Karup

Organizations: Department of Applied Mathematics and Computer Science, Technical University of Denmark, Kongens Lyngby, Denmark

Abstract

Compartment models of infectious diseases are often linear in coefficients that are physical parameters or products or ratios of them. We exploit this with closed-form least squares and equip the estimates with distribution-free uncertainty. Physics-informed regression (PIR) fits the parameters to finite-difference derivatives of the data; we introduce physics-informed weak regression (PIWR), which integrates the model in time instead, needs no derivatives of the data, estimates the initial state jointly and is high-order accurate. To quantify uncertainty we wrap both estimators in split conformal prediction, with a calibration population generated by the physics-based model itself, giving simultaneous intervals for all parameters with a finite-sample coverage guarantee. A residual-adaptive factor, computed without ground truth, scales the intervals to each data set (PIWR-RACC). On the eleven benchmark models of disease-informed neural networks (DINNs), PIWR or PIR-FD6 is one to four orders of magnitude more accurate than the reported DINN results wherever the sampling resolves the dynamics, in about a millisecond per fit instead of minutes to hours of training, and the 90% intervals achieve 87-92% coverage in all 88 settings. On the S3I3R model of the original PIR study, PIWR lowers the reported PIR errors by about three orders of magnitude. On real data from the 1978 boarding-school influenza outbreak, a variable-projection variant gives calibrated 95% intervals that overlap those of a Bayesian analysis. On a time-varying transmission benchmark, a B-spline expansion of beta(t) keeps PIR and PIWR linear; they are more accurate than physics-informed neural networks in three of four cases and comparable in the noisiest, with simultaneous bands for beta(t). The complete conformal calibration takes less than two minutes for every benchmark.

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