Novel moment closure approximations in stochastic epidemics

Moment closure approximations are used to provide analytic approximations to non-linear stochastic population models. They often provide insights into model behaviour and help validate simulation results. However, existing closure schemes typically fail in situations where the population distribution is highly skewed or extinctions occur. In this study we address these problems by introducing novel second-and third-order moment closure approximations which we apply to the stochastic SI and SIS epidemic models. In the case of the SI model, which has a highly skewed distribution of infection, we develop a second-order approximation based on the beta-binomial distribution. In addition, a closure approximation based on mixture distribution is developed in order to capture the behaviour of the stochastic SIS model around the threshold between persistence and extinction. This mixture approximation comprises a probability distribution designed to capture the quasi-equilibrium probabilities of the system and a probability mass at 0 which represents the probability of extinction. Two third-order versions of this mixture approximation are considered in which the log-normal and the beta-binomial are used to model the quasi-equilibrium distribution. Comparison with simulation results shows: (1) the beta-binomial approximation is flexible in shape and matches the skewness predicted by simulation as shown by the stochastic SI model and (2) mixture approximations are able to predict transient and extinction behaviour as shown by the stochastic SIS model, in marked contrast with existing approaches. We also apply our mixture approximation to approximate a likehood function and carry out point and interval parameter estimation.     

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.     

Stochastic models of some endemic infections

Stochastic models are established and studied for several endemic infections with demography. Approximations of quasi-stationary distributions and of times to extinction are derived for stochastic versions of SI, SIS, SIR, and SIRS models. The approximations are valid for sufficiently large population sizes. Conditions for validity of the approximations are given for each of the models. These are also conditions for validity of the corresponding deterministic model. It is noted that some deterministic models are unacceptable approximations of the stochastic models for a large range of realistic parameter values.     

Stochastic modelling of environmental variation for biological populations

We examine stochastic effects, in particular environmental variability, in population models of biological systems. Some simple models of environmental stochasticity are suggested, and we demonstrate a number of analytic approximations and simulation-based approaches that can usefully be applied to them. Initially, these techniques, including moment-closure approximations and local linearization, are explored in the context of a simple and relatively tractable process. Our presentation seeks to introduce these techniques to a broad-based audience of applied modellers. Therefore, as a test case, we study a natural stochastic formulation of a non-linear deterministic model for nematode infections in ruminants, proposed by Roberts and Grenfell (1991). This system is particularly suitable for our purposes, since it captures the essence of more complicated formulations of parasite demography and herd immunity found in the literature. We explore two modes of behaviour. In the endemic regime the stochastic dynamic fluctuates widely around the non-zero fixed points of the deterministic model. Enhancement of these fluctuations in the presence of environmental stochasticity can lead to extinction events. Using a simple model of environmental fluctuations we show that the magnitude of this system response reflects not only the variance of environmental noise, but also its autocorrelation structure. In the managed regime host-replacement is modelled via periodic perturbation of the population variables. In the absence of environmental variation stochastic effects are negligible, and we examine the system response to a realistic environmental perturbation based on the effect of micro-climatic fluctuations on the contact rate. The resultant stochastic effects and the relevance of analytic approximations based on simple models of environmental stochasticity are discussed.     

The performance of mixture models in heterogeneous closed population capture-recapture.

Dorazio and Royle (2003, Biometrics 59, 351-364) investigated the behavior of three mixture models for closed population capture-recapture analysis in the presence of individual heterogeneity of capture probability. Their simulations were from the beta-binomial distribution, with analyses from the beta-binomial, the logit-normal, and the finite mixture (latent class) models. In this response, simulations from many different distributions give a broader picture of the relative value of the beta-binomial and the finite mixture models, and provide some preliminary insights into the situations in which these models are useful.     

The effect of waning immunity on long-term behaviour of stochastic models for the spread of infection

In stochastic modelling of infectious spread, it is often assumed that infection confers permanent immunity, a susceptible-infective-removed (SIR) model. We show how results concerning long-term (endemic) behaviour may be extended to a susceptible-infective-removed-susceptible (SIRS) model, in which immunity is temporary. Since the full SIRS model with demography is rather intractable, we also consider two simpler models: the susceptible-infective-susceptible (SIS) model with demography, in which there is no immunity; and the SIRS model in a closed population. For each model, we first analyse a deterministic model, then approximate the quasi-stationary distribution (equilibrium distribution conditional upon non-extinction of infection) using a moment closure technique. We look in particular at the effect of the immune period upon infection prevalence and upon time to fade-out of infection. Our main findings are that a shorter average immune period leads to higher infection prevalence in quasi-stationarity, and to longer persistence of infection in the population.     

The Performance of Mixture Models in Heterogeneous Closed Population Capture–Recapture

Summary .   Dorazio and Royle (2003, Biometrics 59, 351–364) investigated the behavior of three mixture models for closed population capture–recapture analysis in the presence of individual heterogeneity of capture probability. Their simulations were from the beta-binomial distribution, with analyses from the beta-binomial, the logit-normal, and the finite mixture (latent class) models. In this response, simulations from many different distributions give a broader picture of the relative value of the beta-binomial and the finite mixture models, and provide some preliminary insights into the situations in which these models are useful.     

Endemic persistence or disease extinction: The effect of separation into sub-communities

Consider an infectious disease which is endemic in a population divided into several large sub-communities that interact. Our aim is to understand how the time to extinction is affected by the level of interaction between communities. We present two approximations of the expected time to extinction in a population consisting of a small number of large sub-communities. These approximations are described for an SIR epidemic model, with focus on diseases with short infectious period in relation to life length, such as childhood diseases. Both approximations are based on Markov jump processes. Simulations indicate that the time to extinction is increasing in the degree of interaction between communities. This behaviour can also be seen in our approximations in relevant regions of the parameter space.     

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.     

Pair-edge approximation for heterogeneous lattice population models

To increase the analytical tractability of lattice stochastic spatial population models, several approximations have been developed. The pair-edge approximation is a moment-closure method that is effective in predicting persistence criteria and invasion speeds on a homogeneous lattice. Here we evaluate the effectiveness of the pair-edge approximation on a spatially heterogeneous lattice in which some sites are unoccupiable, or "dead". This model has several possible interpretations, including a spatial SIS epidemic model, in which some sites are occupied by immobile host-species individuals while others are empty. We find that, as in the homogeneous model, the pair-edge approximation is significantly more accurate than the ordinary pair approximation in determining conditions for persistence. However, habitat heterogeneity decreases invasion speed more than is predicted by the pair-edge approximation, and the discrepancy increases with greater clustering of "dead" sites. The accuracy of the approximation validates the underlying heuristic picture of population spread and therefore provides qualitative insight into the dynamics of lattice models. Conversely, the situations where the approximation is less accurate reveals limitations of pair approximation in the presence of spatial heterogeneity.     

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.     

Moment Equations and Dynamics of a Household SIS Epidemiological Model

An SIS epidemiological model of individuals partitioned into households is studied, where infections take place either within or between households, the latter generally happening much less frequently. The model is explored using stochastic spatial simulations, as well as mathematical models which consist of an infinite system of ordinary differential equations for the moments of the distribution describing the proportions of individuals who are infectious among households. Various moment-closure approximations are used to truncate the system of ODEs to finite systems of equations. These approximations can sometimes lead to a system of ill-behaved ODEs which predict moments which become negative or unbounded. A reparametrization of the ODEs is then developed, which forces all moments to satisfy necessary constraints.Changing the proportion of contacts within and between households does not change the endemic equilibrium, but does affect the amount of time it takes to approach the fixed point; increasing the proportion of contacts within households slows the spread of the infection toward endemic equilibrium. The system of moment equations does describe this phenomenon, although less accurately in the limit as the proportion of between-household contacts approaches zero. The results indicate that although controlling the movement of individuals does not affect the long-term frequency of an infection with SIS dynamics, it can have a large effect on the time-scale of the dynamics, which may provide an opportunity for other controls such as immunizations to be applied.     

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.     

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.     

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.     

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.     

Semiclassical approximations of stochastic epidemiological processes towards parameter estimation using as prime example the SIS system with import

In this paper we investigate several schemes to approximate the stationary distribution of the stochastic SIS system with import. We begin by presenting the model and analytically computing its stationary distribution. We then approximate this distribution using Kramers–Moyal approximation, van Kampen's system size expansion, and a semiclassical scheme, also called WKB or eikonal approximation depending on its different applications in physics. For the semiclassical scheme, done in the context of the Hamilton–Jacobi formalism, two approaches are taken. In the first approach we assume a semiclassical ansatz for the generating function, while in the second the solution of the master equation is approximated directly. The different schemes are compared and the semiclassical approximation, which performs better, is then used to analyse the time dependent solution of stochastic systems for which no analytical expression is known. Stochastic epidemiological models are studied in order to investigate how far such semiclassical approximations can be used for parameter estimation.     

Caught in the middle: Asymmetric competition causes high variance in intermediate trait abundances

In asymmetric competition between two individuals of the same or different species, one individual has a distinct advantage over the other due to a particular beneficial trait. An important trait that induces asymmetric competition is size (body size in animals, height in plants). There is usually a trade-off between fecundity and the trait that leads to competitive superiority (e.g. seed number vs seed size), enabling coexistence of populations with different trait values. These predictions on coexistence are based on classic deterministic models. Here, we explore the behaviour of a stochastic model of asymmetric competition where stochasticity is assumed to be demographic. We derive approximations for the temporal variance and covariance of the population sizes of the coexisting species. The derivations highlight that the variability of the population size of a species strongly depends on the stochastic fluctuations of species with higher trait values, while they are less influenced by species with lower trait values. Particularly, species with intermediate trait values are strongly affected resulting in relatively high variability. As a result these species have a relative high probability of extinction even though they have a larger population size than species with high trait values. We confirm these approximations with individual-based simulations. Thus, our analysis can explain gaps in size distributions as an emergent property of systems with a fecundity–competition trade-off.     

Robust parameter estimation techniques for stochastic within-host macroparasite models

We present a stochastic model of the within-host population dynamics of lymphatic filariasis, and use a simulated goodness-of-fit (GOF) method to estimate immunological parameters and their confidence intervals from experimental data. A variety of deterministic moment closure approximations to the stochastic system are explored and compared with simulation results. For the maximum GOF parameter estimates, none of the methods of closure accurately reproduce the behaviour of the stochastic model. However, direct analysis of the stochastic model demonstrates that the high levels of variation observed in the data can be reproduced without requiring parameters to vary between hosts. This indicates that the observed aggregation of parasite load may be dynamically generated by random variation in the development of an effective immune response against parasite larvae.     

Coexistence of multiple pathogen strains in stochastic epidemic models with density-dependent mortality

Stochastic differential equations that model an SIS epidemic with multiple pathogen strains are derived from a system of ordinary differential equations. The stochastic model assumes there is demographic variability. The dynamics of the deterministic model are summarized. Then the dynamics of the stochastic model are compared to the deterministic model. In the deterministic model, there can be either disease extinction, competitive exclusion, where only one strain persists, or coexistence, where more than one strain persists. In the stochastic model, all strains are eventually eliminated because the disease-free state is an absorbing state. However, if the population size and the initial number of infected individuals are sufficiently large, it may take a long time until all strains are eliminated. Numerical simulations of the stochastic model show that coexistence cases predicted by the deterministic model are an unlikely occurrence in the stochastic model even for short time periods. In the stochastic model, either disease extinction or competitive exclusion occur. The initial number of infected individuals, the basic reproduction numbers, and other epidemiological parameters are important determinants of the dominant strain in the stochastic epidemic model.