Stationary Probabilities and Asymptotic Behaviour of a non-Markovian Model with Linear Transition Rule

Explicit and recursive formulae are obtained for the n-step stochastic kernel, and its stationarity and asymptotic behaviour is examined for a special class of non-Markovian models with a linear transition rule occuring in learning theory, adaption theory, control theory, and biological research.     

Nonparametric models and methods for designs with dependent censored data: part I

We consider a nonparametric (NP) approach to the analysis of repeated measures designs with censored data. Using the NP model of Akritas and Arnold (1994, Journal of the American Statistical Association 89, 336-343) for marginal distributions, we present test procedures for the NP hypotheses of no main effects, no interaction, and no simple effects. This extends the existing NP methodology for such designs (Wei and Lachin, 1984, Journal of the American Statistical Association 79, 653-661). The procedures do not require any modeling assumptions and should be useful in cases where the assumptions of proportional hazards or location shift fail to be satisfied. The large-sample distribution of the test statistics is based on an i.i.d. representation for Kaplan-Meier integrals. The testing procedures apply also to ordinal data and to data with ties. Useful small-sample approximations are presented, and their performance is examined in a simulation study. Finally, the methodology is illustrated with two real life examples, one with censored and one with missing data. It is indicated that one of the data sets does not conform to any set of assumptions underlying the available methods and also that the present method provides a useful additional analysis even when data sets conform to modeling assumptions.     

Multiscale analysis of collective motion and decision-making in swarms: An advection-diffusion equation with memory approach

We propose a (time) multiscale method for the coarse-grained analysis of collective motion and decision-making in self-propelled particle models of swarms comprising a mixture of ‘naïve’ and ‘informed’ individuals. The method is based on projecting the particle configuration onto a single ‘meta-particle’ that consists of the elongation of the flock together with the mean group velocity and position. We find that the collective states can be associated with the transient and asymptotic transport properties of the random walk followed by the meta-particle, which we assume follows a continuous time random walk (CTRW). These properties can be accurately predicted at the macroscopic level by an advection-diffusion equation with memory (ADEM) whose parameters are obtained from a mean group velocity time series obtained from a single simulation run of the individual-based model.     

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases.     

A comparison of a deterministic and stochastic model for Hepatitis C with an isolation stage

We formulate a deterministic epidemic model for the spread of Hepatitis C containing an acute, chronic and isolation class and analyse the effects of the isolation class on the transmission dynamics of the disease. We calculate the basic reproduction number R₀ and show that for R₀≤1, the disease-free equilibrium is globally asymptotically stable. In addition, it is shown that for a special case when R₀>1, the endemic equilibrium is locally asymptotically stable. Furthermore, an analogous stochastic epidemic model for Hepatitis C is formulated using a continuous time Markov chain. Numerical simulations are used to estimate the mean, variance and probability distributions of the discrete random variables and these are compared to the steady-state solutions of the deterministic model. Finally, the expected time to disease extinction is estimated for the stochastic model and the impact of isolation on the time to extinction is explored.