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Inferring dependencies between complex biological traits while accounting for evolutionary relationships between specimens is of great scientific interest yet remains infeasible when trait and specimen counts grow large. The…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

We propose a continuous model for evolutionary rate variation across sites and over the tree and derive exact transition probabilities under this model. Changes in rate are modelled using the CIR process, a diffusion widely used in…

Probability · Mathematics 2007-05-23 Thomas Lepage , Stephan Lawi , Paul Tupper , David Bryant

The phylogenetic effective sample size is a parameter that has as its goal the quantification of the amount of independent signal in a phylogenetically correlated sample. It was studied for Brownian motion and Ornstein-Uhlenbeck models of…

Populations and Evolution · Quantitative Biology 2018-09-19 Krzysztof Bartoszek

Understanding the evolution of binary traits, which affects the birth and survival of species and also the rate of molecular evolution, remains challenging. A typical example is the evolution of mating systems in plant species. In this…

Populations and Evolution · Quantitative Biology 2017-04-04 Daniah Tahir , Sylvain Glémin , Martin Lascoux , Ingemar Kaj

In this work we model the dynamics of a population that evolves as a continuous time branching process with a trait structure and ecological interactions in form of mutations and competition between individuals. We generalize existing…

Probability · Mathematics 2020-10-19 Gabriel Berzunza , Anja Sturm , Anita Winter

Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…

Populations and Evolution · Quantitative Biology 2026-04-03 Bayu Brahmantio , Krzysztof Bartoszek , Etka Yapar

We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…

Probability · Mathematics 2022-05-13 Sigurd Assing , Franco Flandoli , Umberto Pappalettera

The coupling between evolutionary and ecological changes (eco-evolutionary dynamics) has been shown to be relevant among diverse species, and is also of interest outside of ecology, i.e. in cancer evolution. These dynamics play an important…

Analysis of PDEs · Mathematics 2026-01-21 Manh Hong Duong , Fabian Spill , Blaine van Rensburg

An important problem in evolutionary genomics is to investigate whether a certain trait measured on each sample is associated with the sample phylogenetic tree. The phylogenetic tree represents the shared evolutionary history of the samples…

Populations and Evolution · Quantitative Biology 2024-07-22 Julie Zhang , Gabriel A. Preising , Molly Schumer , Julia A. Palacios

In this article, a stochastic individual-based model describing Darwinian evolution of asexual, phenotypic trait-structured population, is studied. We consider a large population with constant population size characterised by a resampling…

Probability · Mathematics 2024-07-09 Nicolas Champagnat , Vincent Hass

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…

Data Analysis, Statistics and Probability · Physics 2018-08-15 Philipp Batz , Andreas Ruttor , Manfred Opper

Diffusion processes on trees are commonly used in evolutionary biology to model the joint distribution of continuous traits, such as body mass, across species. Estimating the parameters of such processes from tip values presents challenges…

Populations and Evolution · Quantitative Biology 2016-05-27 Cécile Ané , Lam Si Tung Ho , Sebastien Roch

Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…

Probability · Mathematics 2025-09-16 Ranieri Dugo , Giacomo Giorgio , Paolo Pigato

We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…

Statistics Theory · Mathematics 2021-07-08 Valentin Courgeau , Almut E. D. Veraart

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

Probability · Mathematics 2009-06-29 Regis Ferriere , Viet Chi Tran