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.     

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.     

Stationarity in moment closure and quasi-stationarity of the SIS model

Previous epidemiological studies on SIS model have only considered the dynamic evolution of the mean value and the variance of the infected individuals. In this paper, through cumulant neglection, we use the dynamic equations of all the moments of infected individuals to develop a recursive method to compute the equilibria manifold of the moment closure ODE's. Specifically, we use the stable equilibria of the moment closure ODE's to obtain good approximations of the quasi-stationary states of the SIS model. This is a crucial step when the quasi-stationary distribution is highly skewed.     

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.     

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.     

Dynamics of infection with multiple transmission mechanisms in unmanaged/managed animal populations

Deterministic and stochastic models motivated by Salmonella transmission in unmanaged/managed populations are studied. The SIRS models incorporate three routes of transmission (direct, vertical and indirect via free-living infectious units in the environment). With deterministic models we are able to understand the effects of different routes of transmission and other epidemiological factors on infection dynamics. In particular, vertical transmission has little influence on this dynamics, whereas the higher the indirect (direct) transmission rate the greater the tendency to persistent oscillation (stable endemic states). We show that the sustained cycles are also prone to demographic effect, i.e., persistent oscillation becomes impossible in the managed case (in the sense of balanced recruitment and death rates) by comparing with results in unmanaged populations (exponential population dynamics). Further, approximations of quasi-stationary distributions are derived for stochastic versions of the proposed models based on a diffusion approximation to the infection process. The effect of transmission parameters on the ratio of mean to standard deviation of the approximating distribution, used to judge the validity of the approximations and the expected time until fade out of infection, is further discussed. We conclude that strengthening any route of transmission may or may not reduce the expected time to fade out of infection, depending on the population dynamics.     

Competitive or weak cooperative stochastic Lotka–Volterra systems conditioned on non-extinction

We are interested in the long time behavior of a two-type density-dependent biological population conditioned on non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a stochastic Lotka–Volterra system, obtained as limit of renormalized interacting birth and death processes. The weak cooperation assumption allows the system not to blow up. We study the existence and uniqueness of a quasi-stationary distribution, that is convergence to equilibrium conditioned on non-extinction. To this aim we generalize in two-dimensions spectral tools developed for one-dimensional generalized Feller diffusion processes. The existence proof of a quasi-stationary distribution is reduced to the one for a d-dimensional Kolmogorov diffusion process under a symmetry assumption. The symmetry we need is satisfied under a local balance condition relying the ecological rates. A novelty is the outlined relation between the uniqueness of the quasi-stationary distribution and the ultracontractivity of the killed semi-group. By a comparison between the killing rates for the populations of each type and the one of the global population, we show that the quasi-stationary distribution can be either supported by individuals of one (the strongest one) type or supported by individuals of the two types. We thus highlight two different long time behaviors depending on the parameters of the model: either the model exhibits an intermediary time scale for which only one type (the dominant trait) is surviving, or there is a positive probability to have coexistence of the two species.     

Quasi-stationary and ratio of expectations distributions: A comparative study

Many stochastic systems, including biological applications, use Markov chains in which there is a set of absorbing states. It is then needed to consider analogs of the stationary distribution of an irreducible chain. In this context, quasi-stationary distributions play a fundamental role to describe the long-term behavior of the system. The rationale for using quasi-stationary distribution is well established in the abundant existing literature. The aim of this study is to reformulate the ratio of means approach ( [Darroch and Seneta, 1965] and [Darroch and Seneta, 1967]) which provides a simple alternative. We have a two-fold objective. The first objective is viewing quasi-stationarity and ratio of expectations as two different approaches for understanding the dynamics of the system before absorption. At this point, we remark that the quasi-stationary distribution and a ratio of means distribution may give or not give similar information. In this way, we arrive to the second objective; namely, to investigate the possibility of using the ratio of expectations distribution as an approximation to the quasi-stationary distribution. This second objective is explored by comparing both distributions in some selected scenarios, which are mainly inspired in stochastic epidemic models. Previously, the rate of convergence to the quasi-stationary regime is taking into account in order to make meaningful the comparison.     

New approximations to the Malthusian parameter

Approximations to the Malthusian parameter of an age-dependent branching process are obtained in terms of the moments of the lifetime distribution, by exploiting a link with renewal theory. In several examples, the new approximations are more accurate than those currently in use, even when based on only the first two moments. The new approximations are extended to include a form of asymmetric cell division that occurs in some species of yeast. When used for inference, the new approximations are shown to have high efficiency.     

Mathematical modeling of the dynamics of the intensity of the mutation process. I. Formulation of the task and the general model

Methodology is devised to construct dynamic models of the mutation process intensity under quasi-stationary environmental conditions and limited experimental information. Laws of distribution of unknown parameters of dynamic models and prognostic values of inherited pathology frequencies were determined for the cases of normal distribution with zero mathematical expectancy and constant dispersion of casual environmental influence. Given is the algorithm of dynamic model construction on frequencies of inherited pathology, using experimental data and on the basis of determination of permissible intervals for their prognostic values.     

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.     

Density dependence and stochastic variation in a newly established population of a small songbird

Models describing fluctuations in population size should include both density dependence and stochastic effects. We examine the relative contribution of variation in parameters of the expected dynamics as well as demographic and environmental stochasticity to fluctuations in a population of a small passerine bird, the pied flycatcher, that was newly established in a Dutch study area. Using the theta-logistic model of density regulation, we demonstrate that the estimated quasi-stationary distribution including demographic stochasticity is close to the stationary distribution ignoring demographic stochasticity, indicating a long expected time to extinction. We also show that the variance in the estimated quasi-stationary distribution is especially sensitive to variation in the density regulation function. Reliable population projections must therefore account for uncertainties in parameter estimates which we do by using the population prediction interval (PPI). After 2 years the width of the 90% PPI was already larger than the corresponding estimated range of variation in the quasi-stationary distribution. More precise prediction of future population size than can be derived from the quasi-stationary distribution could only be made for a time span less than about five years.     

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.     

A simple Bayesian analysis of misclassified binary data with a validation substudy

A two-stage Bayesian method is presented for analyzing case-control studies in which a binary variable is sometimes measured with error but the correct values of the variable are known for a random subset of the study group. The first stage of the method is analytically tractable and MCMC methods are used for the second stage. The posterior distribution from the first stage becomes the prior distribution for the second stage, thus transferring all relevant information between the stages. The method makes few distributional assumptions and requires no asymptotic approximations. It is computationally fast and can be run using standard software. It is applied to two data sets that have been analyzed by other methods, and results are compared.     

First occurrence of Acanthodraco dewitti Skora, 1995 (Notothenioidei, Bathydraconidae) in the Ross Sea

On the basis of two specimens collected in Terra Nova Bay in February 1998 and 2000, adults of the recently described bathydraconid, Acanthodraco dewitti Skora, 1995 are documented for the first time in the Ross Sea. Meristic counts and morphometric measurements are provided and compared with those reported by Skora. The specimens were male and female in a developing stage of gonad maturity. Differently from the related species Psilodraco breviceps, which is endemic to South Georgia, a probable circumantarctic distribution of A. dewitti is discussed.     

A stochastic model for chemical equilibrium— asymptotic expectation and variance of the stationary probability distribution of reversible chemical reactions

Reversible second order chemical reactions are described by a birth and death process. The stationary distribution of this process occurs in statistics as a conditional distribution of Bernoulli variables. For large numbers of reacting molecules—by using well-known properties of these Bernoulli variables—it is shown that a normal approximation of the stationary distribution holds. The mean and variance of the stationary distribution are explicitly calculated. For some relatively small numbers of reacting molecules computer output is added in which the distribution function, mean and variance are compared with their approximations.     

A Markov formulation of the repair-misrepair model of cell survival

Tobias' repair-misrepair (RMR) model of cell survival is formulated as a Markov process, a sequence of discrete repair steps occurring at random times, and the probability of a sequence of viable repairs is calculated. The Markov formulation describes the time evolution of the probability distribution for the number of lesions in a cell. The probability of cell survival is calculated from the distribution of the initial number of lesions and the probabilities of the repair events. The production of lesions is formulated in accordance with the principles of microdosimetry, and the distribution of the initial number of lesions is obtained as an approximation for high and low linear energy transfer cases. The Markov formulation of the RMR model uses the same biological hypotheses as the original version with two statistical approximations deleted. These approximations are the neglect of the effect of statistical fluctuations in calculating the average rate of repair of lesions and the assumption that the final number of unrepaired and lethally misrepaired lesions has a Poisson distribution. The quantitative effect of these approximations is calculated, and a basis is provided for an alternative approach to calculating survival probabilities.     

Saddlepoint Approximations to the Moments of Multitype Age‐Dependent Branching Processes,with Applications

Summary This article proposes saddlepoint approximations to the expectation and variance–covariance function of multitype age‐dependent branching processes. The proposed approximations are found accurate, easy to implement, and much faster to compute than by simulating the process. Multiple applications are presented, including the analyses of clonal data on the generation of oligodendrocytes from their immediate progenitor cells, and on the proliferation of Hela cells. New estimators are also constructed to analyze clonal data. The proposed methods are finally used to approximate the distribution of the generation, which has recently found several applications in cell biology.     

A new look at the critical community size for childhood infections

Quasi-stationarity and time to extinction are studied for the classic endemic model. Attention is restricted to the transition region in parameter space where the quasi-stationary distribution is non-normal. A new approximation of the marginal distribution of infected individuals in quasi-stationarity is presented. It leads to a simple explicit expression for an approximation of the critical community size in terms of model parameters.     

Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

Inference for Dirichlet process hierarchical models is typicallyperformed using Markov chain Monte Carlo methods, which canbe roughly categorized into marginal and conditional methods.The former integrate out analytically the infinite-dimensionalcomponent of the hierarchical model and sample from the marginaldistribution of the remaining variables using the Gibbs sampler.Conditional methods impute the Dirichlet process and updateit as a component of the Gibbs sampler. Since this requiresimputation of an infinite-dimensional process, implementationof the conditional method has relied on finite approximations.In this paper, we show how to avoid such approximations by designingtwo novel Markov chain Monte Carlo algorithms which sample fromthe exact posterior distribution of quantities of interest.The approximations are avoided by the new technique of retrospectivesampling. We also show how the algorithms can obtain samplesfrom functionals of the Dirichlet process. The marginal andthe conditional methods are compared and a careful simulationstudy is included, which involves a non-conjugate model, differentdatasets and prior specifications.