Exploiting the feller coupling for the ewens sampling formula

This is the final version of the article. It first appeared from the Institute of Mathematical Statistics via http://dx.doi.org/10.1214/15-STS53

The linear birthdeath process: An inferential retrospective

Abstract In this paper we provide an introduction to statistical inference for the classical linear birth‒death process, focusing on computational aspects of the problem in the setting of discretely observed processes. The basic probabilistic properties are given in Section 2, focusing on computation of the transition functions. This is followed by a brief discussion of simulation methods in Section 3, and of frequentist methods in Section 4. Section 5 is devoted to Bayesian methods, from rejection sampling to Markov chain Monte Carlo and approximate Bayesian computation. In Section 6 we consider the time-inhomogeneous case. The paper ends with a brief discussion in Section 7. </jats:p

Why are acute admissions to hospital of children under 5 years of age increasing in the UK?

Children’s use of hospital services in the UK has been increasing rapidly since the late 1990s.1–6 Findings from the latest QualityWatch report show significant increases in emergency hospital admissions for infants (23%) and young children aged 1–4 years (11%) between 2006/2007 and 2015/2016 (data have been adjusted for population increases in each childhood age group), while children over the age of 15 years showed a decrease in emergency admissions

Effect of selection on ancestry: an exactly soluble case and its phenomenological generalization

We consider a family of models describing the evolution under selection of a population whose dynamics can be related to the propagation of noisy traveling waves. For one particular model, that we shall call the exponential model, the properties of the traveling wave front can be calculated exactly, as well as the statistics of the genealogy of the population. One striking result is that, for this particular model, the genealogical trees have the same statistics as the trees of replicas in the Parisi mean-field theory of spin glasses. We also find that in the exponential model, the coalescence times along these trees grow like the logarithm of the population size. A phenomenological picture of the propagation of wave fronts that we introduced in a previous work, as well as our numerical data, suggest that these statistics remain valid for a larger class of models, while the coalescence times grow like the cube of the logarithm of the population size.Comment: 26 page

The Time Machine: A Simulation Approach for Stochastic Trees

In the following paper we consider a simulation technique for stochastic trees. One of the most important areas in computational genetics is the calculation and subsequent maximization of the likelihood function associated to such models. This typically consists of using importance sampling (IS) and sequential Monte Carlo (SMC) techniques. The approach proceeds by simulating the tree, backward in time from observed data, to a most recent common ancestor (MRCA). However, in many cases, the computational time and variance of estimators are often too high to make standard approaches useful. In this paper we propose to stop the simulation, subsequently yielding biased estimates of the likelihood surface. The bias is investigated from a theoretical point of view. Results from simulation studies are also given to investigate the balance between loss of accuracy, saving in computing time and variance reduction.Comment: 22 Pages, 5 Figure

Parameter uncertainty of a dynamic multispecies size spectrum model

Dynamic size spectrum models have been recognized as an effective way of describing how size-based interactions can give rise to the size structure of aquatic communities. They are intermediate-complexity ecological models that are solutions to partial differential equations driven by the size-dependent processes of predation, growth, mortality, and reproduction in a community of interacting species and sizes. To be useful for quantitative fisheries management these models need to be developed further in a formal statistical framework. Previous work has used time-averaged data to “calibrate” the model using optimization methods with the disadvantage of losing detailed time-series information. Using a published multispecies size spectrum model parameterized for the North Sea comprising 12 interacting fish species and a background resource, we fit the model to time-series data using a Bayesian framework for the first time. We capture the 1967–2010 period using annual estimates of fishing mortality rates as input to the model and time series of fisheries landings data to fit the model to output. We estimate 38 key parameters representing the carrying capacity of each species and background resource, as well as initial inputs of the dynamical system and errors on the model output. We then forecast the model forward to evaluate how uncertainty propagates through to population- and community-level indicators under alternative management strategies

Noisy traveling waves: effect of selection on genealogies

For a family of models of evolving population under selection, which can be described by noisy traveling wave equations, the coalescence times along the genealogical tree scale like $\log^\alpha N$, where $N$ is the size of the population, in contrast with neutral models for which they scale like $N$. An argument relating this time scale to the diffusion constant of the noisy traveling wave leads to a prediction for $\alpha$ which agrees with our simulations. An exactly soluble case gives trees with statistics identical to those predicted for mean-field spin glasses in Parisi's theory.Comment: 4 pages, 2 figures New version includes more numerical simulations and some rewriting of the text presenting our result

Evolution of the most recent common ancestor of a population with no selection

We consider the evolution of a population of fixed size with no selection. The number of generations $G$ to reach the first common ancestor evolves in time. This evolution can be described by a simple Markov process which allows one to calculate several characteristics of the time dependence of $G$. We also study how $G$ is correlated to the genetic diversity.Comment: 21 pages, 10 figures, uses RevTex4 and feynmf.sty Corrections : introduction and conclusion rewritten, references adde

Non-linear regression models for Approximate Bayesian Computation

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the curse of dimensionality when the number of summary statistics is increased. Here we propose a machine-learning approach to the estimation of the posterior density by introducing two innovations. The new method fits a nonlinear conditional heteroscedastic regression of the parameter on the summary statistics, and then adaptively improves estimation using importance sampling. The new algorithm is compared to the state-of-the-art approximate Bayesian methods, and achieves considerable reduction of the computational burden in two examples of inference in statistical genetics and in a queueing model.Comment: 4 figures; version 3 minor changes; to appear in Statistics and Computin