Population Forecasts, Fiscal Policy, and Risk

This paper describes how stochastic population forecasts are used to inform and analyze policies related to government spending on the elderly, mainly in the context of the industrialized nations. The paper first presents methods for making probabilistic forecasts of demographic rates, mortality, fertility, and immigration, and shows how these are combined to make stochastic forecasts of population number and composition, using forecasts of the U.S. population by way of illustration. Next, the paper discusses how demographic models and economic models can be combined into an integrated projection model of transfer systems such as social security. Finally, the paper shows how these integrated models describe various dimensions of policy-relevant risk, and discusses the nature and implications of risk in evaluating policy alternatives

Invasion speeds for structured populations in fluctuating environments

We live in a time where climate models predict future increases in environmental variability and biological invasions are becoming increasingly frequent. A key to developing effective responses to biological invasions in increasingly variable environments will be estimates of their rates of spatial spread and the associated uncertainty of these estimates. Using stochastic, stage-structured, integro-difference equation models, we show analytically that invasion speeds are asymptotically normally distributed with a variance that decreases in time. We apply our methods to a simple juvenile-adult model with stochastic variation in reproduction and an illustrative example with published data for the perennial herb, \emph{Calathea ovandensis}. These examples buttressed by additional analysis reveal that increased variability in vital rates simultaneously slow down invasions yet generate greater uncertainty about rates of spatial spread. Moreover, while temporal autocorrelations in vital rates inflate variability in invasion speeds, the effect of these autocorrelations on the average invasion speed can be positive or negative depending on life history traits and how well vital rates ``remember'' the past

Population Cycling in Space-Limited Organisms Subject to Density-Dependent Predation

We present a population model with density-dependent disturbance. The model is motivated by, and is illustrated with, data on the percentage of space covered by barnacles on quadrats of rock in the intertidal zone. The autocorrelation function observed indicates population cycling. This autocorrelation function is predicted qualitatively and quantitatively by the detailed model we present. The general version of the model suggests the following rules regarding cycling in space-limited communities subject to density-dependent disturbances. These rules may apply to any space-limited community where a density-dependent disturbance reduces population densities to very low levels, like fire or wind for plant communities. We propose that the period of the cycle will be approximately equal to the time it takes the community to reach a critical density plus the average time between disturbance events when the density is above that critical density. The cycling will only be clear from autocorrelation data if the growth process is relatively consistent, there is a critical density (which the sessile organism reaches and passes) above which the probability of disturbance increases rapidly, and the time to reach the critical density is at least twice the average time between disturbance events

Contributions of high- and low-quality patches to a metapopulation with stochastic disturbance

© The Author(s), 2010. This article is distributed under the terms of the Creative Commons Attribution License. The definitive version was published in Theoretical Ecology 5 (2012): 167-179, doi:10.1007/s12080-010-0106-9.Studies of time-invariant matrix metapopulation models indicate that metapopulation growth rate is usually more sensitive to the vital rates of individuals in high-quality (i.e., good) patches than in low-quality (i.e., bad) patches. This suggests that, given a choice, management efforts should focus on good rather than bad patches. Here, we examine the sensitivity of metapopulation growth rate for a two-patch matrix metapopulation model with and without stochastic disturbance and found cases where managers can more efficiently increase metapopulation growth rate by focusing efforts on the bad patch. In our model, net reproductive rate differs between the two patches so that in the absence of dispersal, one patch is high quality and the other low quality. Disturbance, when present, reduces net reproductive rate with equal frequency and intensity in both patches. The stochastic disturbance model gives qualitatively similar results to the deterministic model. In most cases, metapopulation growth rate was elastic to changes in net reproductive rate of individuals in the good patch than the bad patch. However, when the majority of individuals are located in the bad patch, metapopulation growth rate can be most elastic to net reproductive rate in the bad patch. We expand the model to include two stages and parameterize the patches using data for the softshell clam, Mya arenaria. With a two-stage demographic model, the elasticities of metapopulation growth rate to parameters in the bad patch increase, while elasticities to the same parameters in the good patch decrease. Metapopulation growth rate is most elastic to adult survival in the population of the good patch for all scenarios we examine. If the majority of the metapopulation is located in the bad patch, the elasticity to parameters of that population increase but do not surpass elasticity to parameters in the good patch. This model can be expanded to include additional patches, multiple stages, stochastic dispersal, and complex demography.Financial support was provided by the Woods Hole Oceanographic Institution Academic Programs Office; National Science Foundation grants OCE-0326734, OCE- 0215905, OCE-0349177, DEB-0235692, DEB-0816514, DMS- 0532378, OCE-1031256, and ATM-0428122; and by National Oceanic and Atmospheric Administration National Sea Grant College Program Office, Department of Commerce, under Grant No. NA86RG0075 (Woods Hole Oceanographic Institution Sea Grant Project No. R/0-32), and Grant No. NA16RG2273 (Woods Hole Oceanographic Institution Sea Grant Project No. R/0-35)

Persistence for stochastic difference equations: A mini-review

Understanding under what conditions populations, whether they be plants, animals, or viral particles, persist is an issue of theoretical and practical importance in population biology. Both biotic interactions and environmental fluctuations are key factors that can facilitate or disrupt persistence. One approach to examining the interplay between these deterministic and stochastic forces is the construction and analysis of stochastic difference equations $X_{t+1}=F(X_t,\xi_{t+1})$ where $X_t \in \R^k$ represents the state of the populations and $\xi_1,\xi_2,...$ is a sequence of random variables representing environmental stochasticity. In the analysis of these stochastic models, many theoretical population biologists are interested in whether the models are bounded and persistent. Here, boundedness asserts that asymptotically $X_t$ tends to remain in compact sets. In contrast, persistence requires that $X_t$ tends to be "repelled" by some "extinction set" $S_0\subset \R^k$. Here, results on both of these proprieties are reviewed for single species, multiple species, and structured population models. The results are illustrated with applications to stochastic versions of the Hassell and Ricker single species models, Ricker, Beverton-Holt, lottery models of competition, and lottery models of rock-paper-scissor games. A variety of conjectures and suggestions for future research are presented.Comment: Accepted for publication in the Journal of Difference Equations and Application

Stochastic population growth in spatially heterogeneous environments

Classical ecological theory predicts that environmental stochasticity increases extinction risk by reducing the average per-capita growth rate of populations. To understand the interactive effects of environmental stochasticity, spatial heterogeneity, and dispersal on population growth, we study the following model for population abundances in $n$ patches: the conditional law of $X_{t+dt}$ given $X_t=x$ is such that when $dt$ is small the conditional mean of $X_{t+dt}^i-X_t^i$ is approximately $[x^i\mu_i+\sum_j(x^j D_{ji}-x^i D_{ij})]dt$, where $X_t^i$ and $\mu_i$ are the abundance and per capita growth rate in the $i$-th patch respectivly, and $D_{ij}$ is the dispersal rate from the $i$-th to the $j$-th patch, and the conditional covariance of $X_{t+dt}^i-X_t^i$ and $X_{t+dt}^j-X_t^j$ is approximately $x^i x^j \sigma_{ij}dt$. We show for such a spatially extended population that if $S_t=(X_t^1+...+X_t^n)$ is the total population abundance, then $Y_t=X_t/S_t$, the vector of patch proportions, converges in law to a random vector $Y_\infty$ as $t\to\infty$, and the stochastic growth rate $\lim_{t\to\infty}t^{-1}\log S_t$ equals the space-time average per-capita growth rate \sum_i\mu_i\E[Y_\infty^i] experienced by the population minus half of the space-time average temporal variation \E[\sum_{i,j}\sigma_{ij}Y_\infty^i Y_\infty^j] experienced by the population. We derive analytic results for the law of $Y_\infty$, find which choice of the dispersal mechanism $D$ produces an optimal stochastic growth rate for a freely dispersing population, and investigate the effect on the stochastic growth rate of constraints on dispersal rates. Our results provide fundamental insights into "ideal free" movement in the face of uncertainty, the persistence of coupled sink populations, the evolution of dispersal rates, and the single large or several small (SLOSS) debate in conservation biology.Comment: 47 pages, 4 figure

The Value of Information for Populations in Varying Environments

The notion of information pervades informal descriptions of biological systems, but formal treatments face the problem of defining a quantitative measure of information rooted in a concept of fitness, which is itself an elusive notion. Here, we present a model of population dynamics where this problem is amenable to a mathematical analysis. In the limit where any information about future environmental variations is common to the members of the population, our model is equivalent to known models of financial investment. In this case, the population can be interpreted as a portfolio of financial assets and previous analyses have shown that a key quantity of Shannon's communication theory, the mutual information, sets a fundamental limit on the value of information. We show that this bound can be violated when accounting for features that are irrelevant in finance but inherent to biological systems, such as the stochasticity present at the individual level. This leads us to generalize the measures of uncertainty and information usually encountered in information theory

A parameterized approach to modeling and forecasting mortality

A new method is proposed of constructing mortality forecasts. This parameterized approach utilizes Generalized Linear Models (GLMs), based on heteroscedastic Poisson (non-additive) error structures, and using an orthonormal polynomial design matrix. Principal Component (PC) analysis is then applied to the cross-sectional fitted parameters. The produced model can be viewed either as a one-factor parameterized model where the time series are the fitted parameters, or as a principal component model, namely a log-bilinear hierarchical statistical association model of Goodman [Goodman, L.A., 1991. Measures, models, and graphical displays in the analysis of cross-classified data. J. Amer. Statist. Assoc. 86(416), 1085–1111] or equivalently as a generalized Lee–Carter model with p interaction terms. Mortality forecasts are obtained by applying dynamic linear regression models to the PCs. Two applications are presented: Sweden (1751–2006) and Greece (1957–2006)

Negative Effects of Paternal Age on Children's Neurocognitive Outcomes Can Be Explained by Maternal Education and Number of Siblings

Background: Recent findings suggest advanced paternal age may be associated with impaired child outcomes, in particular, neurocognitive skills. Such patterns are worrisome given relatively universal trends in advanced countries toward delayed nuptiality and fertility. But nature and nurture are both important for child outcomes, and it is important to control for both when drawing inferences about either pathway. Methods and Findings: We examined cross-sectional patterns in six developmental outcome measures among children in the U.S. Collaborative Perinatal Project (n = 31,346). Many of these outcomes at 8 mo, 4 y, and 7 y of age (Bayley scales, Stanford Binet Intelligence Scale, Graham-Ernhart Block Sort Test, Wechsler Intelligence Scale for Children, Wide Range Achievement Test) are negatively correlated with paternal age when important family characteristics such as maternal education and number of siblings are not included as covariates. But controlling for family characteristics in general and mother’s education in particular renders the effect of paternal age statistically insignificant for most developmental measures. Conclusions: Assortative mating produces interesting relationships between maternal and paternal characteristics that can inject spurious correlation into observational studies via omitted variable bias. Controlling for both nature and nurture reveals little residual evidence of a link between child neurocognitive outcomes and paternal age in these data. Result