Novel bivariate moment-closure approximations

Nonlinear stochastic models are typically intractable to analytic solutions and hence, moment-closure schemes are used to provide approximations to these models. Existing closure approximations are often unable to describe transient aspects caused by extinction behaviour in a stochastic process. Recent work has tackled this problem in the univariate case. In this study, we address this problem by introducing novel bivariate moment-closure methods based on mixture distributions. Novel closure approximations are developed, based on the beta-binomial, zero-modified distributions and the log-Normal, designed to capture the behaviour of the stochastic SIS model with varying population size, around the threshold between persistence and extinction of disease. The idea of conditional dependence between variables of interest underlies these mixture approximations. In the first approximation, we assume that the distribution of infectives (I) conditional on population size (N) is governed by the beta-binomial and for the second form, we assume that I is governed by zero-modified beta-binomial distribution where in either case N follows a log-Normal distribution. We analyse the impact of coupling and inter-dependency between population variables on the behaviour of the approximations developed. Thus, the approximations are applied in two situations in the case of the SIS model where: (1) the death rate is independent of disease status; and (2) the death rate is disease-dependent. Comparison with simulation shows that these mixture approximations are able to predict disease extinction behaviour and describe transient aspects of the process.     

Comparing approximations to spatio-temporal models for epidemics with local spread

Analytical methods for predicting and exploring the dynamics of stochastic, spatially interacting populations have proven to have useful application in epidemiology and ecology. An important development has been the increasing interest in spatially explicit models, which require more advanced analytical techniques than the usual mean-field or mass-action approaches. The general principle is the derivation of differential equations describing the evolution of the expected population size and other statistics. As a result of spatial interactions no closed set of equations is obtained. Nevertheless, approximate solutions are possible using closure relations for truncation. Here we review and report recent progress on closure approximations applicable to lattice models with nearest-neighbour interactions, including cluster approximations and elaborations on the pair (or pairwise) approximation. This study is made in the context of an SIS model for plant-disease epidemics introduced in Filipe and Gibson (1998, Studying and approximating spatio-temporal models for epidemic spread and control, Phil. Trans. R. Soc. Lond. B 353, 2153–2162) of which the contact process [Harris, T. E. (1974), Contact interactions on a lattice, Ann. Prob. 2, 969] is a special case. The various methods of approximation are derived and explained and their predictions are compared and tested against simulation. The merits and limitations of the various approximations are discussed. A hybrid pairwise approximation is shown to provide the best predictions of transient and long-term, stationary behaviour over the whole parameter range of the model.     

Multiplicative moments and measures of persistence in ecology

Ecologists and epidemiologists have begun focusing on demographic stochasticity and spatial heterogeneity as important biological factors. With high-powered computers simulation of such systems is a common modelling technique; however we lack a detailed understanding of the processes involved. Moment closure approximations provide a simple method which can be used to capture the main features of a wide variety of stochastic models and to gain a more intuitive understanding. In this paper we give an alternative variation based on multiplicative moments which is equivalent to taking a novel third-order cumulant approximation. The differential equations for these multiplicative moments are far more robust than their additive counterparts. We use this technique to consider the behaviour and persistence of finite metapopulations for two common ecological systems.     

Stochastic models for the Trojan Y-Chromosome eradication strategy of an invasive species

The Trojan Y-Chromosome (TYC) strategy, an autocidal genetic biocontrol method, has been proposed to eliminate invasive alien species. In this work, we develop a Markov jump process model for this strategy, and we verify that there is a positive probability for wild-type females going extinct within a finite time. Moreover, when sex-reversed Trojan females are introduced at a constant population size, we formulate a stochastic differential equation (SDE) model as an approximation to the proposed Markov jump process model. Using the SDE model, we investigate the probability distribution and expectation of the extinction time of wild-type females by solving Kolmogorov equations associated with these statistics. The results indicate how the probability distribution and expectation of the extinction time are shaped by the initial conditions and the model parameters.     

The limiting conditional probability distribution in a stochastic model of T cell repertoire maintenance

The limiting conditional probability distribution (LCD) has been much studied in the field of mathematical biology, particularly in the context of epidemiology and the persistence of epidemics. However, it has not yet been applied to the immune system. One of the characteristic features of the T cell repertoire is its diversity. This diversity declines in old age, whence the concepts of extinction and persistence are also relevant to the immune system. In this paper we model T cell repertoire maintenance by means of a continuous-time birth and death process on the positive integers, where the origin is an absorbing state. We show that eventual extinction is guaranteed. The late-time behaviour of the process before extinction takes place is modelled by the LCD, which we prove always exists for the process studied here. In most cases, analytic expressions for the LCD cannot be computed but the probability distribution may be approximated by means of the stationary probability distributions of two related processes. We show how these approximations are related to the LCD of the original process and use them to study the LCD in two special cases. We also make use of the large N expansion to derive a further approximation to the LCD. The accuracy of the various approximations is then analysed.     

Moment closure approximations for stochastic kinetic models with rational rate laws

Stochastic models are often used when modelling chemical species that have low numbers of molecules. However, as these models become large, it can become computationally expensive to simulate even a single realisation of the system since even efficient simulation techniques have a high computational cost. One possible technique to approximate the stochastic system is moment closure. The moment closure approximation is used to provide analytic approximations to non-linear stochastic models. Until now, this approximation has only been applied to models with polynomial rate laws. In this paper we extend the moment closure method to cover models with rational rate laws.     

Extinction dynamics in mainland-island metapopulations: an N-patch stochastic model

A generalization of the well-known Levins’ model of metapopulations is studied. The generalization consists of (i) the introduction of immigration from a mainland, and (ii) assuming the dynamics is stochastic, rather than deterministic. A master equation, for the probability that n of the patches are occupied, is derived and the stationary probability P _s (n), together with the mean and higher moments in the stationary state, determined. The time-dependence of the probability distribution is also studied: through a Gaussian approximation for general n when the boundary at n = 0 has little effect, and by calculating P(0, t), the probability that no patches are occupied at time t, by using a linearization procedure. These analytic calculations are supplemented by carrying out numerical solutions of the master equation and simulations of the stochastic process. The various approaches are in very good agreement with each other. This allows us to use the forms for P _s 0) and P(0, t) in the linearization approximation as a basis for calculating the mean time for a metapopulation to become extinct. We give an analytical expression for the mean time to extinction derived within a mean field approach. We devise a simple method to apply our mean field approach even to complex patch networks in realistic model metapopulations. After studying two spatially extended versions of this nonspatial metapopulation model—a lattice metapopulation model and a spatially realistic model—we conclude that our analytical formula for the mean extinction time is generally applicable to those metapopulations which are really endangered, where extinction dynamics dominates over local colonization processes. The time evolution and, in particular, the scope of our analytical results, are studied by comparing these different models with the analytical approach for various values of the parameters: the rates of immigration from the mainland, the rates of colonization and extinction, and the number of patches making up the metapopulation.     

Analytical methods for predicting the behaviour of population models with general spatial interactions

Many biologists use population models that are spatial, stochastic and individual based. Analytical methods that describe the behaviour of these models approximately are attracting increasing interest as an alternative to expensive computer simulation. The methods can be employed for both prediction and fitting models to data. Recent work has extended existing (mean field) methods with the aim of accounting for the development of spatial correlations. A common feature is the use of closure approximations for truncating the set of evolution equations for summary statistics. We investigate an analytical approach for spatial and stochastic models where individuals interact according to a generic function of their distance; this extends previous methods for lattice models with interactions between close neighbours, such as the pair approximation. Our study also complements work by Bolker and Pacala (BP) [Theor. Pop. Biol. 52 (1997) 179; Am. Naturalist 153 (1999) 575]: it treats individuals as being spatially discrete (defined on a lattice) rather than as a continuous mass distribution; it tests the accuracy of different closure approximations over parameter space, including the additive moment closure (MC) used by BP and the Kirkwood approximation. The study is done in the context of an susceptible-infected-susceptible epidemic model with primary infection and with secondary infection represented by power-law interactions. MC is numerically unstable or inaccurate in parameter regions with low primary infection (or density-independent birth rates). A modified Kirkwood approximation gives stable and generally accurate transient and long-term solutions; we argue it can be applied to lattice and to continuous-space models as a substitute for MC. We derive a generalisation of the basic reproduction ratio, R(0), for spatial models.     

Population extinction and quasi-stationary behavior in stochastic density-dependent structured models

Density-independent and density-dependent, stochastic and deterministic, discrete-time, structured models are formulated, analysed and numerically simulated. A special case of the deterministic, density-independent, structured model is the well-known Leslie age-structured model. The stochastic, density-independent model is a multitype branching process. A review of linear, density-independent models is given first, then nonlinear, density-dependent models are discussed. In the linear, density-independent structured models, transitions between states are independent of time and state. Population extinction is determined by the dominant eigenvalue λ of the transition matrix. If λ ≤ 1, then extinction occurs with probability one in the stochastic and deterministic models. However, if λ > 1, then the deterministic model has exponential growth, but in the stochastic model there is a positive probability of extinction which depends on the fixed point of the system of probability generating functions. The linear, density-independent, stochastic model is generalized to a nonlinear, density-dependent one. The dependence on state is in terms of a weighted total population size. It is shown for small initial population sizes that the density-dependent, stochastic model can be approximated by the density-independent, stochastic model and thus, the extinction behavior exhibited by the linear model occurs in the nonlinear model. In the deterministic models there is a unique stable equilibrium. Given the population does not go extinct, it is shown that the stochastic model has a quasi-stationary distribution with mean close to the stable equilibrium, provided the population size is sufficiently large. For small values of the population size, complete extinction can be observed in the simulations. However, the persistence time increases rapidly with the population size. This author received partial support by the National Science Foundation grant # DMS-9626417.     

Comparison of deterministic and stochastic SIS and SIR models in discrete time

The dynamics of deterministic and stochastic discrete-time epidemic models are analyzed and compared. The discrete-time stochastic models are Markov chains, approximations to the continuous-time models. Models of SIS and SIR type with constant population size and general force of infection are analyzed, then a more general SIS model with variable population size is analyzed. In the deterministic models, the value of the basic reproductive number R0 determines persistence or extinction of the disease. If R0 < 1, the disease is eliminated, whereas if R0 > 1, the disease persists in the population. Since all stochastic models considered in this paper have finite state spaces with at least one absorbing state, ultimate disease extinction is certain regardless of the value of R0. However, in some cases, the time until disease extinction may be very long. In these cases, if the probability distribution is conditioned on non-extinction, then when R0 > 1, there exists a quasi-stationary probability distribution whose mean agrees with deterministic endemic equilibrium. The expected duration of the epidemic is investigated numerically.     

A Derivative Matching Approach to Moment Closure for the Stochastic Logistic Model

Continuous-time birth-death Markov processes serve as useful models in population biology. When the birth-death rates are nonlinear, the time evolution of the first n order moments of the population is not closed, in the sense that it depends on moments of order higher than n. For analysis purposes, the time evolution of the first n order moments is often made to be closed by approximating these higher order moments as a nonlinear function of moments up to order n, which we refer to as the moment closure function. In this paper, a systematic procedure for constructing moment closure functions of arbitrary order is presented for the stochastic logistic model. We obtain the moment closure function by first assuming a certain separable form for it, and then matching time derivatives of the exact (not closed) moment equations with that of the approximate (closed) equations for some initial time and set of initial conditions. The separable structure ensures that the steady-state solutions for the approximate equations are unique, real and positive, while the derivative matching guarantees a good approximation, at least locally in time. Explicit formulas to construct these moment closure functions for arbitrary order of truncation n are provided with higher values of n leading to better approximations of the actual moment dynamics. A host of other moment closure functions previously proposed in the literature are also investigated. Among these we show that only the ones that achieve derivative matching provide a close approximation to the exact solution. Moreover, we improve the accuracy of several previously proposed moment closure functions by forcing derivative matching.     

A versatile ODE approximation to a network model for the spread of sexually transmitted diseases

 We develop a moment closure approximation (MCA) to a network model of sexually transmitted disease (STD) spread through a steady/casual partnership network. MCA has been used previously to approximate static, regular lattices, whereas application to dynamic, irregular networks is a new endeavour, and application to sociologically-motivated network models has not been attempted. Our goals are 1) to investigate issues relating to the application of moment closure approximations to dynamic and irregular networks, and 2) to understand the impact of concurrent casual partnerships on STD transmission through a population of predominantly steady monogamous partnerships. We are able to derive a moment closure approximation for a dynamic irregular network representing sexual partnership dynamics, however, we are forced to use a triple approximation due to the large error of the standard pair approximation. This example underscores the importance of doing error analysis for moment closure approximations. We also find that a small number of casual partnerships drastically increases the prevalence and rate of spread of the epidemic. Finally, although the approximation is derived for a specific network model, we can recover approximations to a broad range of network models simply by varying model parameters which control the structure of the dynamic network. Thus our moment closure approximation is very flexible in the kinds of network models it can approximate. Received: 26 August 2001 / Revised version: 15 March 2002 / Published online: 23 August 2002 C.T.B. was supported by the NSF. Key words or phrases: Moment closure approximation – Network model – Pair approximation – Sexually transmitted diseases – Steady/casual partnership network     

Models for Estimating Abundance from Repeated Counts of an Open Metapopulation

Summary Using only spatially and temporally replicated point counts, Royle (2004b, Biometrics 60, 108–115) developed an N ‐mixture model to estimate the abundance of an animal population when individual animal detection probability is unknown. One assumption inherent in this model is that the animal populations at each sampled location are closed with respect to migration, births, and deaths throughout the study. In the past this has been verified solely by biological arguments related to the study design as no statistical verification was available. In this article, we propose a generalization of the N ‐mixture model that can be used to formally test the closure assumption. Additionally, when applied to an open metapopulation, the generalized model provides estimates of population dynamics parameters and yields abundance estimates that account for imperfect detection probability and do not require the closure assumption. A simulation study shows these abundance estimates are less biased than the abundance estimate obtained from the original N ‐mixture model. The proposed model is then applied to two data sets of avian point counts. The first example demonstrates the closure test on a single‐season study of Mallards (Anas platyrhynchos), and the second uses the proposed model to estimate the population dynamics parameters and yearly abundance of American robins (Turdus migratorius) from a multi‐year study.     

Extinction and quasi-stationarity in the Verhulst logistic model.

We formulate and analyse a stochastic version of the Verhulst deterministic model for density-dependent growth of a single population. Three parameter regions with qualitatively different behaviours are identified. Explicit approximations of the quasi-stationary distribution and of the expected time to extinction are presented in each of these regions. The quasi-stationary distribution is approximately normal, and the time to extinction is long, in one of these regions. Another region has a short time to extinction and a quasi-stationary distribution that is approximately truncated geometric. A third region is a transition region between these two. Here the time to extinction is moderately long and the quasi-stationary distribution has a more complicated behaviour. Numerical illustrations are given.     

An Alternative to Moment Closure

Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several weaknesses: Conditions for validity of the approximations are not known, magnitudes of approximation errors are not easily evaluated, spurious solutions can be generated that require large efforts to eliminate, and expressions for the approximations are in many cases too complex to be useful. We describe an alternative method that provides improvements in these regards. The new method leads to asymptotic approximations of the first few cumulants that are explicit in the model’s parameters. We analyze the univariate stochastic logistic Verhulst model and a bivariate stochastic epidemic SIR model with the new method. Errors that were made in early applications of moment closure to the Verhulst model are explained and corrected.     

Reproduction numbers and thresholds in stochastic epidemic models. I. Homogeneous populations.

We compare threshold results for the deterministic and stochastic versions of the homogeneous SI model with recruitment, death due to the disease, a background death rate, and transmission rate beta cXY/N. If an infective is introduced into a population of susceptibles, the basic reproduction number, R0, plays a fundamental role for both, though the threshold results differ somewhat. For the deterministic model, no epidemic can occur if R0 less than or equal to 1 and an epidemic occurs if R0 greater than 1. For the stochastic model we find that on average, no epidemic will occur if R0 less than or equal to 1. If R0 greater than 1, there is a finite probability, but less than 1, that an epidemic will develop and eventuate in an endemic quasi-equilibrium. However, there is also a finite probability of extinction of the infection, and the probability of extinction decreases as R0 increases above 1.     

A stochastic SIS epidemic with demography: initial stages and time to extinction

We study an open population stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The model describes an SIS (susceptible–infective–susceptible) epidemic where all individuals, including infectious ones, reproduce at a given rate. An approximate expression for the outbreak probability is derived using a coupling argument. Further, we analyse the behaviour of the model close to quasi-stationarity, and the time to disease extinction, with the aid of a diffusion approximation. In this situation the number of susceptibles and infectives behaves as an Ornstein–Uhlenbeck process, centred around the stationary point, for an exponentially distributed time before going extinct.     

Stochastic models of kleptoparasitism

In this paper, we consider a model of kleptoparasitism amongst a small group of individuals, where the state of the population is described by the distribution of its individuals over three specific types of behaviour (handling, searching for or fighting over, food). The model used is based upon earlier work which considered an equivalent deterministic model relating to large, effectively infinite, populations. We find explicit equations for the probability of the population being in each state. For any reasonably sized population, the number of possible states, and hence the number of equations, is large. These equations are used to find a set of equations for the means, variances, covariances and higher moments for the number of individuals performing each type of behaviour. Given the fixed population size, there are five moments of order one or two (two means, two variances and a covariance). A normal approximation is used to find a set of equations for these five principal moments. The results of our model are then analysed numerically, with the exact solutions, the normal approximation and the deterministic infinite population model compared. It is found that the original deterministic models approximate the stochastic model well in most situations, but that the normal approximations are better, proving to be good approximations to the exact distribution, which can greatly reduce computing time.     

Trap‐shyness subsidence is a threshold function of mark–recapture interval in brown mudfish Neochanna apoda populations

The influence of capture interval on trap shyness, and temperature, rainfall and drought on capture probability (p) in 827 brown mudfish Neochanna apoda was quantified using mark–recapture models. In particular, it was hypothesized that the loss of trapping memory in marked N. apoda would lead to a capture‐interval threshold required to minimize trap shyness. Neochanna apoda trap shyness approximated a threshold response to capture interval, declining rapidly with increasing capture intervals up to 16·5 days, after which p remained constant. Tests for detecting trap‐dependent capture probability in Cormack–Jolly–Seber models failed to detect trap shyness in N. apoda capture histories with capture intervals averaging 16 days. This confirmed the applicability of the 16 day capture‐interval threshold for mark–recapture studies. Instead, N. apoda p was positively influenced by water temperature and rainfall during capture. These results imply that a threshold capture interval is required to minimize the trade‐off between the competing assumptions of population closure and p homogeneity between capture occasions in closed mark–recapture models. Moreover, environmental factors that influence behaviour could potentially confound abundance indices, and consequently abundance trends should be interpreted with caution in the face of long‐term climate change, such as with global warming.