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In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Numerical Analysis · Mathematics 2014-09-23 Stefan Engblom , Jamol Pender

Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…

Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…

Quantitative Methods · Quantitative Biology 2023-12-06 Vincent D. Zaballa , Elliot E. Hui

We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and…

Probability · Mathematics 2011-11-10 Roberto Fernandez , Pablo A. Ferrari , Nancy Garcia

Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…

Computation · Statistics 2022-06-22 Shuying Wang , Stephen G. Walker

We define and study an open stochastic SIR (Susceptible -- Infected -- Removed) model on a graph in order to describe the spread of an epidemic on a cattle trade network with epidemiological and demographic dynamics occurring over the same…

Probability · Mathematics 2019-03-28 Pierre Montagnon

The dynamics of fractional population sizes y_i=Y_i/N in homogeneous compartment models with time dependent total population N is analyzed. Assuming constant per capita birth and death rates the vector field Y_i'=V_i(Y) naturally projects…

Populations and Evolution · Quantitative Biology 2023-04-17 Florian Nill

Ageing's sensitivity to natural selection has long been discussed because of its apparent negative effect on individual's fitness. Thanks to the recently described (Smurf) 2-phase model of ageing we were allowed to propose a fresh angle for…

Probability · Mathematics 2019-05-17 Sylvie Méléard , Michael Rera , Tristan Roget

Sampling a probability distribution with known likelihood is a fundamental task in computational science and engineering. Aiming at multimodality, we propose a new sampling method that takes advantage of both birth-death process and…

Computation · Statistics 2025-06-04 Lezhi Tan , Jianfeng Lu

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Machine Learning · Statistics 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

This paper considers a stochastic SIR (susceptible$\to$infective$\to$removed) epidemic model in which individuals may make infectious contacts in two ways, both within `households' (which for ease of exposition are assumed to have equal…

Probability · Mathematics 2015-03-13 Frank Ball , David Sirl , Pieter Trapman

Using an extended version of the credit risk model CreditRisk+, we develop a flexible framework with numerous applications amongst which we find stochastic mortality modelling, forecasting of death causes as well as profit and loss…

Risk Management · Quantitative Finance 2016-11-28 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

Multitype branching processes are ideal for studying the population dynamics of stem cell populations undergoing mutation accumulation over the years following transplant. In such stochastic models, several quantities are of clinical…

Populations and Evolution · Quantitative Biology 2021-11-17 Timothy C Stutz , Janet S. Sinsheimer , Mary Sehl , Jason Xu

The susceptible-infectious-recovered (SIR) model describes the evolution of three species of individuals which are subject to an infection and recovery mechanism. A susceptible $S$ can become infectious with an infection rate $\beta$ by an…

Statistical Mechanics · Physics 2008-06-30 Gunter M. Schütz , Marian Brandau , Steffen Trimper

A one-to-one correspondence is established between the bridge path space of birth-death processes and the exclusive union of the product spaces of simplexes and integer grids. Formulae are derived for the exact counting of the integer grid…

Computation · Statistics 2022-08-09 Lin Sun , Gang Wei

Emergence of new diseases and elimination of existing diseases is a key public health issue. In mathematical models of epidemics, such phenomena involve the process of infections and recoveries passing through a critical threshold where the…

Probability · Mathematics 2015-12-23 Svante Janson , Malwina Luczak , Peter Windridge , Thomas House

We propose the following model for speciation and extinction. Birth and deaths occur according to spatially inhomogeneous contact rates. We assume that the ratio of the birth rate over the death rate at a site converges to some limit as the…

Probability · Mathematics 2015-06-15 Rinaldo B. Schinazi

Different ways of calculating mortality ratios during epidemics have yielded very different results, particularly during the current COVID-19 pandemic. We formulate both a survival probability model and an associated infection…

Populations and Evolution · Quantitative Biology 2020-10-06 Lucas Böttcher , Mingtao Xia , Tom Chou

In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…

Methodology · Statistics 2021-03-30 Nafidi Ahmed , El Azri Abdenbi