Computation of epidemic final size distributions

We develop a new methodology for the efficient computation of epidemic final size distributions for a broad class of Markovian models. We exploit a particular representation of the stochastic epidemic process to derive a method which is both computationally efficient and numerically stable. The algorithms we present are also physically transparent and so allow us to extend this method from the basic SIR model to a model with a phase-type infectious period and another with waning immunity. The underlying theory is applicable to many Markovian models where we wish to efficiently calculate hitting probabilities.Comment: final published versio

Lattices of hydrodynamically interacting flapping swimmers

Fish schools and bird flocks exhibit complex collective dynamics whose self-organization principles are largely unknown. The influence of hydrodynamics on such collectives has been relatively unexplored theoretically, in part due to the difficulty in modeling the temporally long-lived hydrodynamic interactions between many dynamic bodies. We address this through a novel discrete-time dynamical system (iterated map) that describes the hydrodynamic interactions between flapping swimmers arranged in one- and two-dimensional lattice formations. Our 1D results exhibit good agreement with previously published experimental data, in particular predicting the bistability of schooling states and new instabilities that can be probed in experimental settings. For 2D lattices, we determine the formations for which swimmers optimally benefit from hydrodynamic interactions. We thus obtain the following hierarchy: while a side-by-side single-row "phalanx" formation offers a small improvement over a solitary swimmer, 1D in-line and 2D rectangular lattice formations exhibit substantial improvements, with the 2D diamond lattice offering the largest hydrodynamic benefit. Generally, our self-consistent modeling framework may be broadly applicable to active systems in which the collective dynamics is primarily driven by a fluid-mediated memory

Evaluating the role of quantitative modeling in language evolution

Models are a flourishing and indispensable area of research in language evolution. Here we highlight critical issues in using and interpreting models, and suggest viable approaches. First, contrasting models can explain the same data and similar modelling techniques can lead to diverging conclusions. This should act as a reminder to use the extreme malleability of modelling parsimoniously when interpreting results. Second, quantitative techniques similar to those used in modelling language evolution have proven themselves inadequate in other disciplines. Cross-disciplinary fertilization is crucial to avoid mistakes which have previously occurred in other areas. Finally, experimental validation is necessary both to sharpen models' hypotheses, and to support their conclusions. Our belief is that models should be interpreted as quantitative demonstrations of logical possibilities, rather than as direct sources of evidence. Only an integration of theoretical principles, quantitative proofs and empirical validation can allow research in the evolution of language to progress

Iterated filtering methods for Markov process epidemic models

Dynamic epidemic models have proven valuable for public health decision makers as they provide useful insights into the understanding and prevention of infectious diseases. However, inference for these types of models can be difficult because the disease spread is typically only partially observed e.g. in form of reported incidences in given time periods. This chapter discusses how to perform likelihood-based inference for partially observed Markov epidemic models when it is relatively easy to generate samples from the Markov transmission model while the likelihood function is intractable. The first part of the chapter reviews the theoretical background of inference for partially observed Markov processes (POMP) via iterated filtering. In the second part of the chapter the performance of the method and associated practical difficulties are illustrated on two examples. In the first example a simulated outbreak data set consisting of the number of newly reported cases aggregated by week is fitted to a POMP where the underlying disease transmission model is assumed to be a simple Markovian SIR model. The second example illustrates possible model extensions such as seasonal forcing and over-dispersion in both, the transmission and observation model, which can be used, e.g., when analysing routinely collected rotavirus surveillance data. Both examples are implemented using the R-package pomp (King et al., 2016) and the code is made available online.Comment: This manuscript is a preprint of a chapter to appear in the Handbook of Infectious Disease Data Analysis, Held, L., Hens, N., O'Neill, P.D. and Wallinga, J. (Eds.). Chapman \& Hall/CRC, 2018. Please use the book for possible citations. Corrected typo in the references and modified second exampl

On the effects of firing memory in the dynamics of conjunctive networks

Boolean networks are one of the most studied discrete models in the context of the study of gene expression. In order to define the dynamics associated to a Boolean network, there are several \emph{update schemes} that range from parallel or \emph{synchronous} to \emph{asynchronous.} However, studying each possible dynamics defined by different update schemes might not be efficient. In this context, considering some type of temporal delay in the dynamics of Boolean networks emerges as an alternative approach. In this paper, we focus in studying the effect of a particular type of delay called \emph{firing memory} in the dynamics of Boolean networks. Particularly, we focus in symmetric (non-directed) conjunctive networks and we show that there exist examples that exhibit attractors of non-polynomial period. In addition, we study the prediction problem consisting in determinate if some vertex will eventually change its state, given an initial condition. We prove that this problem is {\bf PSPACE}-complete

Efficient likelihood estimation in state space models

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity conditions, there is a consistent sequence of roots of the likelihood equation that is asymptotically normal with the inverse of the Fisher information as its variance. With an extra assumption that the likelihood equation has a unique root for each $n$, then there is a consistent sequence of estimators of the unknown parameters. If, in addition, the supremum of the log likelihood function is integrable, the MLE exists and is strongly consistent. Edgeworth expansion of the approximate solution of likelihood equation is also established. Several examples, including Markov switching models, ARMA models, (G)ARCH models and stochastic volatility (SV) models, are given for illustration.Comment: With the comments by Jens Ledet Jensen and reply to the comments. Published at http://dx.doi.org/10.1214/009053606000000614; http://dx.doi.org/10.1214/09-AOS748A; http://dx.doi.org/10.1214/09-AOS748B in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org