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.     

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.     

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.     

Moment closure and the stochastic logistic model

The quasi-stationary distribution of the stochastic logistic model is studied in the parameter region where its body is approximately normal. Improved asymptotic approximations of its first three cumulants are derived. It is shown that the same results can be derived with the aid of the moment closure method. This indicates that the moment closure method leads to expressions for the cumulants that are asymptotic approximations of the cumulants of the quasi-stationary distribution.     

The spread of infectious diseases in spatially structured populations: an invasory pair approximation

The invasion of new species and the spread of emergent infectious diseases in spatially structured populations has stimulated the study of explicit spatial models such as cellular automata, network models and lattice models. However, the analytic intractability of these models calls for the development of tractable mathematical approximations that can capture the dynamics of discrete, spatially-structured populations. Here we explore moment closure approximations for the invasion of an SIS epidemic on a regular lattice. We use moment closure methods to derive an expression for the basic reproductive number, R(0), in a lattice population. On lattices, R(0) should be bounded above by the number of neighbors per individual. However, we show that conventional pair approximations actually predict unbounded growth in R(0) with increasing transmission rates. To correct this problem, we propose an 'invasory' pair approximation which yields a relatively simple expression for R(0) that remains bounded above, and also predicts R(0) values from lattice model simulations more accurately than conventional pair and triple approximations. The invasory pair approximation is applicable to any spatial model, since it takes into account characteristics of invasions that are common to all spatially structured populations.     

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.     

Using Moment Equations to Understand Stochastically Driven Spatial Pattern Formation in Ecological Systems

Spatial patterns in biological populations and the effect of spatial patterns on ecological interactions are central topics in mathematical ecology. Various approaches to modeling have been developed to enable us to understand spatial patterns ranging from plant distributions to plankton aggregation. We present a new approach to modeling spatial interactions by deriving approximations for the time evolution of the moments (mean and spatial covariance) of ensembles of distributions of organisms; the analysis is made possible by “moment closure,” neglecting higher-order spatial structure in the population. We use the growth and competition of plants in an explicitly spatial environment as a starting point for exploring the properties of second-order moment equations and comparing them to realizations of spatial stochastic models. We find that for a wide range of effective neighborhood sizes (each plant interacting with several to dozens of neighbors), the mean-covariance model provides a useful and analytically tractable approximation to the stochastic spatial model, and combines useful features of stochastic models and traditional reaction-diffusion-like models.     

Parameter inference for stochastic biochemical models from perturbation experiments parallelised at the single cell level

Understanding and characterising biochemical processes inside single cells requires experimental platforms that allow one to perturb and observe the dynamics of such processes as well as computational methods to build and parameterise models from the collected data. Recent progress with experimental platforms and optogenetics has made it possible to expose each cell in an experiment to an individualised input and automatically record cellular responses over days with fine time resolution. However, methods to infer parameters of stochastic kinetic models from single-cell longitudinal data have generally been developed under the assumption that experimental data is sparse and that responses of cells to at most a few different input perturbations can be observed. Here, we investigate and compare different approaches for calculating parameter likelihoods of single-cell longitudinal data based on approximations of the chemical master equation (CME) with a particular focus on coupling the linear noise approximation (LNA) or moment closure methods to a Kalman filter. We show that, as long as cells are measured sufficiently frequently, coupling the LNA to a Kalman filter allows one to accurately approximate likelihoods and to infer model parameters from data even in cases where the LNA provides poor approximations of the CME. Furthermore, the computational cost of filtering-based iterative likelihood evaluation scales advantageously in the number of measurement times and different input perturbations and is thus ideally suited for data obtained from modern experimental platforms. To demonstrate the practical usefulness of these results, we perform an experiment in which single cells, equipped with an optogenetic gene expression system, are exposed to various different light-input sequences and measured at several hundred time points and use parameter inference based on iterative likelihood evaluation to parameterise a stochastic model of the system.     

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.     

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.     

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     

Stochastic modeling of aphid population growth with nonlinear, power-law dynamics

This paper develops a deterministic and a stochastic population size model based on power-law kinetics for the black-margined pecan aphid. The deterministic model in current use incorporates cumulative-size dependency, but its solution is symmetric. The analogous stochastic model incorporates the prolific reproductive capacity of the aphid. These models are generalized in this paper to include a delayed feedback mechanism for aphid death. Whereas the per capita aphid death rate in the current model is proportional to cumulative size, delayed feedback is implemented by assuming that the per capita rate is proportional to some power of cumulative size, leading to so-called power-law dynamics. The solution to the resulting differential equations model is a left-skewed abundance curve. Such skewness is characteristic of observed aphid data, and the generalized model fits data well. The assumed stochastic model is solved using Kolmogrov equations, and differential equations are given for low order cumulants. Moment closure approximations, which are simple to apply, are shown to give accurate predictions of the two endpoints of practical interest, namely (1) a point estimate of peak aphid count and (2) an interval estimate of final cumulative aphid count. The new models should be widely applicable to other aphid species, as they are based on three fundamental properties of aphid population biology.     

An extension of the moment closure method

The moment closure method was recently shown in N?sell (Theor. Popul. Biol. 63 (2) (2003a) 159) to give asymptotic approximations of the first few cumulants for the stochastic logistic model. A slight extension of the method is introduced. It is shown to be robust with regard to the specific distributional assumption that is used to achieve moment closure. The phenomenon of spurious solutions is shown to be related to the domain of attraction of the non-spurious critical point.     

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.     

Analytic approximation of spatial epidemic models of foot and mouth disease

The effect of spatial heterogeneity in epidemic models has improved with computational advances, yet far less progress has been made in developing analytical tools for understanding such systems. Here, we develop two classes of second-order moment closure methods for approximating the dynamics of a stochastic spatial model of the spread of foot and mouth disease. We consider the performance of such ‘pseudo-spatial’ models as a function of R₀, the locality in disease transmission, farm distribution and geographically-targeted control when an arbitrary number of spatial kernels are incorporated. One advantage of mapping complex spatial models onto simpler deterministic approximations lies in the ability to potentially obtain a better analytical understanding of disease dynamics and the effects of control. We exploit this tractability by deriving analytical results in the invasion stages of an FMD outbreak, highlighting key principles underlying epidemic spread on contact networks and the effect of spatial correlations.     

A moment closure model for sexually transmitted disease transmission through a concurrent partnership network

A moment closure model of sexually transmitted disease spread through a concurrent partnership network is developed. The model employs pair approximations of higher-order correlations to derive equations of motion in terms of numbers of pairs and singletons. The model is derived from an underlying stochastic process of partnership network formation and disease transmission. The model is analysed numerically; and the final size and time evolution are considered for various levels of concurrency, as measured by the concurrency index kappa3 of Kretzschmar and Morris. Additionally, a new way of calculating R0 for spatial network models is developed. It is found that concurrency significantly increases R0 and the final size of a sexually transmitted disease, with some interesting exceptions.     

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods. Action Editor: Barry J. Richmond     

Deterministic epidemiological models at the individual level

In many fields of science including population dynamics, the vast state spaces inhabited by all but the very simplest of systems can preclude a deterministic analysis. Here, a class of approximate deterministic models is introduced into the field of epidemiology that reduces this state space to one that is numerically feasible. However, these reduced state space master equations do not in general form a closed set. To resolve this, the equations are approximated using closure approximations. This process results in a method for constructing deterministic differential equation models with a potentially large scope of application including dynamic directed contact networks and heterogeneous systems using time dependent parameters. The method is exemplified in the case of an SIR (susceptible-infectious-removed) epidemiological model and is numerically evaluated on a range of networks from spatially local to random. In the context of epidemics propagated on contact networks, this work assists in clarifying the link between stochastic simulation and traditional population level deterministic models.     

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.