Dynamic behaviors of a stochastic virus infection model with Beddington-DeAngelis incidence function, eclipse-stage and Ornstein-Uhlenbeck process

In this paper, we present a virus infection model that incorporates eclipse-stage and Beddington-DeAngelis function, along with perturbation in infection rate using logarithmic Ornstein-Uhlenbeck process. Rigorous analysis demonstrates that the stochastic model has a unique global solution. Through construction of appropriate Lyapunov functions and a compact set, combined with the strong law of numbers and Fatou's lemma, we obtain the existence of the stationary distribution under a critical condition, which indicates the long-term persistence of T-cells and virions. Moreover, a precise probability density function is derived around the quasi-equilibrium of the model, and spectral radius analysis is employed to identify critical condition for elimination of the virus. Finally, numerical simulations are presented to validate theoretical results, and the impact of some key parameters such as the speed of reversion, volatility intensity and mean infection rate are investigated.

Analysis of Stochastic SIRC Model with Cross Immunity Based on Ornstein-Uhlenbeck Process

In this paper, we analyze a stochastic SIRC model with Ornstein-Uhlenbeck process. Firstly, we give the existence and uniqueness of global solution of stochastic SIRC model and prove it. In addition, the existence of ergodic stationary distributions for stochastic SIRC system is proved by constructing a suitable series of Lyapunov functions. A quasi-endemic equilibrium related to endemic equilibrium of deterministic systems is defined by considering randomness. And we obtain the probability density function of the linearized system near the equilibrium point. After the proof of probability density function, the sufficient condition of disease extinction is given and proved. We prove the theoretical results in the paper by numerical simulation at the end of the paper.

Exact solution for the Anisotropic Ornstein-Uhlenbeck process

Active-Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models also include random noise in particle displacement (a Wiener process), resulting in diffusive motion at short time scales. On the other hand, Ornstein-Uhlenbeck processes apply Langevin dynamics to the particles' velocity and predict motion that is not diffusive at short time scales. Experiments show that migrating cells have gradually varying speeds at intermediate and long time scales, with short-time diffusive behavior. While Ornstein-Uhlenbeck processes can describe the moderate-and long-time speed variation, Active-Matter models for over-damped particles can explain the short-time diffusive behavior. Isotropic models cannot explain both regimes, because short-time diffusion renders instantaneous velocity ill-defined, and prevents the use of dynamical equations that require velocity time-derivatives. On the other hand, both models correctly describe some of the different temporal regimes seen in migrating biological cells and must, in the appropriate limit, yield the same observable predictions. Here we propose and solve analytically an Anisotropic Ornstein-Uhlenbeck process for polarized particles, with Langevin dynamics governing the particle's movement in the polarization direction and a Wiener process governing displacement in the orthogonal direction. Our characterization provides a theoretically robust way to compare movement in dimensionless simulations to movement in experiments in which measurements have meaningful space and time units. We also propose an approach to deal with inevitable finite-precision effects in experiments and simulations.

Slow Resting State Fluctuations Enhance Neuronal and Behavioral Responses to Looming Sounds

We investigate both experimentally and using a computational model how the power of the electroencephalogram (EEG) recorded in human subjects tracks the presentation of sounds with acoustic intensities that increase exponentially (looming) or remain constant (flat). We focus on the link between this EEG tracking response, behavioral reaction times and the time scale of fluctuations in the resting state, which show considerable inter-subject variability. Looming sounds are shown to generally elicit a sustained power increase in the alpha and beta frequency bands. In contrast, flat sounds only elicit a transient upsurge at frequencies ranging from 7 to 45 Hz. Likewise, reaction times (RTs) in an audio-tactile task at different latencies from sound onset also present significant differences between sound types. RTs decrease with increasing looming intensities, i.e. as the sense of urgency increases, but remain constant with stationary flat intensities. We define the reaction time variation or "gain" during looming sound presentation, and show that higher RT gains are associated with stronger correlations between EEG power responses and sound intensity. Higher RT gain further entails higher relative power differences between loom and flat in the alpha and beta bands. The full-width-at-half-maximum of the autocorrelation function of the eyes-closed resting state EEG also increases with RT gain. The effects are topographically located over the central and frontal electrodes. A computational model reveals that the increase in stimulus-response correlation in subjects with slower resting state fluctuations is expected when EEG power fluctuations at each electrode and in a given band are viewed as simple coupled low-pass filtered noise processes jointly driven by the sound intensity. The model assumes that the strength of stimulus-power coupling is proportional to RT gain in different coupling scenarios, suggesting a mechanism by which slower resting state fluctuations enhance EEG response and shorten reaction times.

Comparison of Enhanced Noise Model Performance Based on Analysis of Civilian GPS Data

We recorded the time series of location data from stationary, single-frequency (L1) GPS positioning systems at a variety of geographic locations. The empirical autocorrelation function of these data shows significant temporal correlations. The Gaussian white noise model, widely used in sensor-fusion algorithms, does not account for the observed autocorrelations and has an artificially large variance. Noise-model analysis—using Akaike’s Information Criterion—favours alternative models, such as an Ornstein–Uhlenbeck or an autoregressive process. We suggest that incorporating a suitable enhanced noise model into applications (e.g., Kalman Filters) that rely on GPS position estimates will improve performance. This provides an alternative to explicitly modelling possible sources of correlation (e.g., multipath, shadowing, or other second-order physical phenomena).

Dataset License: BY-NC-ND

Application of OU processes to modelling temporal dynamics of the human microbiome, and calculating optimal sampling schemes

BACKGROUND

The vast majority of microbiome research so far has focused on the structure of the microbiome at a single time-point. There have been several studies that measure the microbiome from a particular environment over time. A few models have been developed by extending time series models to accomodate specific features in microbiome data to address questions of stability and interactions of the microbime time series. Most research has observed the stability and mean reversion for some microbiomes. However, little has been done to study the mean reversion rates of these stable microbes and how sampling frequencies are related to such conclusions. In this paper, we begin to rectify this situation. We analyse two widely studied microbial time series data sets on four healthy individuals. We choose to study healthy individuals because we are interested in the baseline temporal dynamics of the microbiome.

RESULTS

For this analysis, we focus on the temporal dynamics of individual genera, absorbing all interactions in a stochastic term. We use a simple stochastic differential equation model to assess the following three questions. (1) Does the microbiome exhibit temporal continuity? (2) Does the microbiome have a stable state? (3) To better understand the temporal dynamics, how frequently should data be sampled in future studies? We find that a simple Ornstein-Uhlenbeck model which incorporates both temporal continuity and reversion to a stable state fits the data for almost every genus better than a Brownian motion model that contains only temporal continuity. The Ornstein-Uhlenbeck model also fits the data better than modelling separate time points as independent. Under the Ornstein-Uhlenbeck model, we calculate the variance of the estimated mean reversion rate (the speed with which each genus returns to its stable state). Based on this calculation, we are able to determine the optimal sample schemes for studying temporal dynamics.

CONCLUSIONS

There is evidence of temporal continuity for most genera; there is clear evidence of a stable state; and the optimal sampling frequency for studying temporal dynamics is in the range of one sample every 0.8-3.2 days.

Mean-reverting neuronal model based on two alternating patterns

A neuronal action potential model based on the generalised two-state Ornstein-Uhlenbeck process is studied. The model well describes all phases of a neuronal spike cycle, and the intrinsic parameters of the model have clear specification. Laplace transforms of a firing time are obtained explicitly. Formulae for the mean interspike intervals and their variances, as well as for the average duration of the relative refractory period are also obtained.

Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing

Many real populations exhibit stochastic behaviour that appears to have some periodicity. In terms of populations, these time series can occur as limit cycles that arise through seasonal variation of parameters such as, e.g., disease transmission rate. The general mathematical context is that of a stochastic differential system with periodic parametric forcing whose solution is a stochastically perturbed limit cycle. Earlier work identified the power spectral density (PSD) features of these fluctuations by computation of the autocorrelation function of the stochastic process and its transform. Here, we present an alternative analysis which shows that the structure of the fluctuations around the limit cycle is analogous to that of fluctuations about a fixed point. Furthermore, we show that these fluctuations can be expressed, approximately, as a factorization which reveals the combined frequencies of the limit cycle and the stochastic perturbation. This result, based on a new limit theorem near a Hopf point, yields an understanding of the previously found features of the PSD. Further insights are obtained from the corresponding stochastic equations for phase and amplitude.

BAYESIAN ANALYSIS OF INFANT'S GROWTH DYNAMICS WITH IN UTERO EXPOSURE TO ENVIRONMENTAL TOXICANTS

Early infancy from at-birth to 3 years is critical for cognitive, emotional and social development of infants. During this period, infant's developmental tempo and outcomes are potentially impacted by in utero exposure to endocrine disrupting compounds (EDCs), such as bisphenol A (BPA) and phthalates. We investigate effects of ten ubiquitous EDCs on the infant growth dynamics of body mass index (BMI) in a birth cohort study.Modeling growth acceleration is proposed to understand the "force of growth" through a class of semiparametric stochastic velocity models. The great flexibility of such a dynamic model enables us to capture subject-specific dynamics of growth trajectories and to assess effects of the EDCs on potential delay of growth. We adopted a Bayesian method with the Ornstein-Uhlenbeck process as the prior for the growth rate function, in which the World Health Organization global infant's growth curves were integrated into our analysis. We found that BPA and most of phthalates exposed during the first trimester of pregnancy were inversely associated with BMI growth acceleration, resulting in a delayed achievement of infant BMI peak. Such early growth deficiency has been reported as a profound impact on health outcomes in puberty (e.g., timing of sexual maturation) and adulthood.

Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate

We consider an individual or household endowed with an initial capital and an income, modeled as a linear function of time. Assuming that the discount rate evolves as an Ornstein–Uhlenbeck process, we target to find an unrestricted consumption strategy such that the value of the expected discounted consumption is maximized. Differently than in the case with restricted consumption rates, we can determine the optimal strategy and the value function.

Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit

Continuous environmental change-such as slowly rising temperatures-may create permanent maladaptation of natural populations: Even if a population adapts evolutionarily, its mean phenotype will usually lag behind the phenotype favored in the current environment, and if the resulting phenotypic lag becomes too large, the population risks extinction. We analyze this scenario using a moving-optimum model, in which one or more quantitative traits are under stabilizing selection towards an optimal value that increases at a constant rate. We have recently shown that, in the limit of infinitely small mutations and high mutation rate, the evolution of the phenotypic lag converges to an Ornstein-Uhlenbeck process around a long-term equilibrium value. Both the mean and the variance of this equilibrium lag have simple analytical formulas. Here, we study the properties of this limit and compare it to simulations of an evolving population with finite mutational effects. We find that the "small-jumps limit" provides a reasonable approximation, provided the mean lag is so large that the optimum cannot be reached by a single mutation. This is the case for fast environmental change and/or weak selection. Our analysis also provides insights into population extinction: Even if the mean lag is small enough to allow a positive growth rate, stochastic fluctuations of the lag will eventually cause extinction. We show that the time until this event follows an exponential distribution, whose mean depends strongly on a composite parameter that relates the speed of environmental change to the adaptive potential of the population.

Millions of Years Behind: Slow Adaptation of Ruminants to Grasslands

The Late Cretaceous appearance of grasses, followed by the Cenozoic advancement of grasslands as dominant biomes, has contributed to the evolution of a range of specialized herbivores adapted to new diets, as well as to increasingly open and arid habitats. Many mammals including ruminants, the most diversified ungulate suborder, evolved high-crowned (hypsodont) teeth as an adaptation to tooth-wearing diets and habitats. The impact of different causes of tooth wear is still a matter of debate, and the temporal pattern of hypsodonty evolution in relation to the evolution of grasslands remains unclear. We present an improved time-calibrated molecular phylogeny of Cetartiodactyla, with phylogenetic reconstruction of ancestral ruminant diets and habitats, based on characteristics of extant taxa. Using this timeline, as well as the fossil record of grasslands, we conduct phylogenetic comparative analyses showing that hypsodonty in ruminants evolved as an adaptation to both diet and habitat. Our results demonstrate a slow, perhaps constrained, evolution of hypsodonty toward estimated optimal states, excluding the possibility of immediate adaptation. This augments recent findings that slow adaptation is not uncommon on million-year time scales.

A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach

This paper addresses the problem of designing an efficient platform for pairs-trading implementation in real time. Capturing the stylised features of a spread process, i.e., the evolution of the differential between the returns from a pair of stocks, exhibiting a heavy-tailed mean-reverting process is also dealt with. Likewise, the optimal recovery of time-varying parameters in a return-spread model is tackled. It is important to solve such issues in an integrated manner to carry out the execution of trading strategies in a dynamic market environment. The Kalman and hidden Markov model (HMM) multi-regime dynamic filtering approaches are fused together to provide a powerful method for pairs-trading actualisation. Practitioners' considerations are taken into account in the way the new filtering method is automated. The synthesis of the HMM's expectation-maximisation algorithm and Kalman filtering procedure gives rise to a set of self-updating optimal parameter estimates. The method put forward in this paper is a hybridisation of signal-processing algorithms. It highlights the critical role and beneficial utility of data fusion methods. Its appropriateness and novelty support the advancements of accurate predictive analytics involving big financial data sets. The algorithm's performance is tested on historical return spread between Coca-Cola and Pepsi Inc.'s equities. Through a back-testing trade, a hypothetical trader might earn a non-zero profit under the assumption of no transaction costs and bid-ask spreads. The method's success is illustrated by a trading simulation. The findings from this work show that there is high potential to gain when the transaction fees are low, and an investor is able to benefit from the proposed interplay of the two filtering methods.

Using the Ornstein-Uhlenbeck process to model the evolution of interacting populations

The Ornstein-Uhlenbeck (OU) process plays a major role in the analysis of the evolution of phenotypic traits along phylogenies. The standard OU process includes random perturbations and stabilizing selection and assumes that species evolve independently. However, evolving species may interact through various ecological process and also exchange genes especially in plants. This is particularly true if we want to study phenotypic evolution among diverging populations within species. In this work we present a straightforward statistical approach with analytical solutions that allows for the inclusion of adaptation and migration in a common phylogenetic framework, which can also be useful for studying local adaptation among populations within the same species. We furthermore present a detailed simulation study that clearly indicates the adverse effects of ignoring migration. Similarity between species due to migration could be misinterpreted as very strong convergent evolution without proper correction for these additional dependencies. Finally, we show that our model can be interpreted in terms of ecological interactions between species, providing a general framework for the evolution of traits between "interacting" species or populations.

A single spike deteriorates synaptic conductance estimation

We investigated the estimation accuracy of synaptic conductances by analyzing simulated voltage traces generated by a Hodgkin-Huxley type model. We show that even a single spike substantially deteriorates the estimation. We also demonstrate that two approaches, namely, negative current injection and spike removal, can ameliorate this deterioration.

Parent-offspring regression to estimate the heritability of an HIV-1 trait in a realistic setup

Background

Parent-offspring (PO) regression is a central tool to determine the heritability of phenotypic traits; i.e., the relative extent to which those traits are controlled by genetic factors. The applicability of PO regression to viral traits is unclear because the direction of viral transmission—who is the donor (parent) and who is the recipient (offspring)—is typically unknown and viral phylogenies are sparsely sampled.

Methods

We assessed the applicability of PO regression in a realistic setting using Ornstein–Uhlenbeck simulated data on phylogenies built from 11,442 Swiss HIV Cohort Study (SHCS) partial pol sequences and set-point viral load (SPVL) data from 3293 patients.

Results

We found that the misidentification of donor and recipient plays a minor role in estimating heritability and showed that sparse sampling does not influence the mean heritability estimated by PO regression. A mixed-effect model approach yielded the same heritability as PO regression but could be extended to clusters of size greater than 2 and allowed for the correction of confounding effects. Finally, we used both methods to estimate SPVL heritability in the SHCS. We employed a wide range of transmission pair criteria to measure heritability and found a strong dependence of the heritability estimates to these criteria. For the most conservative genetic distance criteria, for which heritability estimates are conceptually expected to be closest to true heritability, we found estimates ranging from 32 to 46% across different bootstrap criteria. For less conservative distance criteria, we found estimates ranging down to 8%. All estimates did not change substantially after adjusting for host-demographic factors in the mixed-effect model (±2%).

Conclusions

For conservative transmission pair criteria, both PO regression and mixed-effect models are flexible and robust tools to estimate the contribution of viral genetic effects to viral traits under real-world settings. Overall, we find a strong effect of viral genetics on SPVL that is not confounded by host demographics.

Electronic supplementary material

The online version of this article (doi:10.1186/s12977-017-0356-3) contains supplementary material, which is available to authorized users.

Phylogenetic effective sample size

In this paper I address the question-how large is a phylogenetic sample? I propose a definition of a phylogenetic effective sample size for Brownian motion and Ornstein-Uhlenbeck processes-the regression effective sample size. I discuss how mutual information can be used to define an effective sample size in the non-normal process case and compare these two definitions to an already present concept of effective sample size (the mean effective sample size). Through a simulation study I find that the AICc is robust if one corrects for the number of species or effective number of species. Lastly I discuss how the concept of the phylogenetic effective sample size can be useful for biodiversity quantification, identification of interesting clades and deciding on the importance of phylogenetic correlations.

SCOUP: a probabilistic model based on the Ornstein-Uhlenbeck process to analyze single-cell expression data during differentiation

BACKGROUND

Single-cell technologies make it possible to quantify the comprehensive states of individual cells, and have the power to shed light on cellular differentiation in particular. Although several methods have been developed to fully analyze the single-cell expression data, there is still room for improvement in the analysis of differentiation.

RESULTS

In this paper, we propose a novel method SCOUP to elucidate differentiation process. Unlike previous dimension reduction-based approaches, SCOUP describes the dynamics of gene expression throughout differentiation directly, including the degree of differentiation of a cell (in pseudo-time) and cell fate. SCOUP is superior to previous methods with respect to pseudo-time estimation, especially for single-cell RNA-seq. SCOUP also successfully estimates cell lineage more accurately than previous method, especially for cells at an early stage of bifurcation. In addition, SCOUP can be applied to various downstream analyses. As an example, we propose a novel correlation calculation method for elucidating regulatory relationships among genes. We apply this method to a single-cell RNA-seq data and detect a candidate of key regulator for differentiation and clusters in a correlation network which are not detected with conventional correlation analysis.

CONCLUSIONS

We develop a stochastic process-based method SCOUP to analyze single-cell expression data throughout differentiation. SCOUP can estimate pseudo-time and cell lineage more accurately than previous methods. We also propose a novel correlation calculation method based on SCOUP. SCOUP is a promising approach for further single-cell analysis and available at https://github.com/hmatsu1226/SCOUP.

Stochastic dynamic models and Chebyshev splines

In this article, we establish a connection between a stochastic dynamic model (SDM) driven by a linear stochastic differential equation (SDE) and a Chebyshev spline, which enables researchers to borrow strength across fields both theoretically and numerically. We construct a differential operator for the penalty function and develop a reproducing kernel Hilbert space (RKHS) induced by the SDM and the Chebyshev spline. The general form of the linear SDE allows us to extend the well-known connection between an integrated Brownian motion and a polynomial spline to a connection between more complex diffusion processes and Chebyshev splines. One interesting special case is connection between an integrated Ornstein-Uhlenbeck process and an exponential spline. We use two real data sets to illustrate the integrated Ornstein-Uhlenbeck process model and exponential spline model and show their estimates are almost identical.

A unified view on weakly correlated recurrent networks

The diversity of neuron models used in contemporary theoretical neuroscience to investigate specific properties of covariances in the spiking activity raises the question how these models relate to each other. In particular it is hard to distinguish between generic properties of covariances and peculiarities due to the abstracted model. Here we present a unified view on pairwise covariances in recurrent networks in the irregular regime. We consider the binary neuron model, the leaky integrate-and-fire (LIF) model, and the Hawkes process. We show that linear approximation maps each of these models to either of two classes of linear rate models (LRM), including the Ornstein-Uhlenbeck process (OUP) as a special case. The distinction between both classes is the location of additive noise in the rate dynamics, which is located on the output side for spiking models and on the input side for the binary model. Both classes allow closed form solutions for the covariance. For output noise it separates into an echo term and a term due to correlated input. The unified framework enables us to transfer results between models. For example, we generalize the binary model and the Hawkes process to the situation with synaptic conduction delays and simplify derivations for established results. Our approach is applicable to general network structures and suitable for the calculation of population averages. The derived averages are exact for fixed out-degree network architectures and approximate for fixed in-degree. We demonstrate how taking into account fluctuations in the linearization procedure increases the accuracy of the effective theory and we explain the class dependent differences between covariances in the time and the frequency domain. Finally we show that the oscillatory instability emerging in networks of LIF models with delayed inhibitory feedback is a model-invariant feature: the same structure of poles in the complex frequency plane determines the population power spectra.