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The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is known about formal estimator properties. Here we will show that its application to observed data is further complicated by the fact that numerical evaluation of the well-known transition probability is an ill-conditioned problem. To overcome this difficulty we will rewrite the transition probability in terms of a Gaussian hypergeometric function and subsequently obtain a three-term recurrence relation for its accurate evaluation. We will also study the properties of the hypergeometric function as a solution to the three-term recurrence relation. We will then provide formulas for the gradient and Hessian of the log-likelihood function and conclude the article by applying our methods for numerically computing maximum likelihood estimates in both simulated and real dataset. [ABSTRACT FROM AUTHOR]

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computationally expensive methods such as matrix exponentiation or Monte Carlo approximation, restricting likelihood-based inference to small systems, or indirect methods such as approximate Bayesian computation. In this paper, we introduce the birth/birth-death process, a tractable bivariate extension of the birth-death process, where rates are allowed to be nonlinear. We develop an efficient algorithm to calculate its transition probabilities using a continued fraction representation of their Laplace transforms. Next, we identify several exemplary models arising in molecular epidemiology, macro-parasite evolution, and infectious disease modeling that fall within this class, and demonstrate advantages of our proposed method over existing approaches to inference in these models. Notably, the ubiquitous stochastic susceptible-infectious-removed (SIR) model falls within this class, and we emphasize that computable transition probabilities newly enable direct inference of parameters in the SIR model. We also propose a very fast method for approximating the transition probabilities under the SIR model via a novel branching process simplification, and compare it to the continued fraction representation method with application to the 17th century plague in Eyam. Although the two methods produce similar maximum a posteriori estimates, the branching process approximation fails to capture the correlation structure in the joint posterior distribution. [ABSTRACT FROM AUTHOR]

We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well-known Lyapunov function of reaction network theory as a scaling limit of the non-equilibrium potential of the stationary distribution of stochastically modeled complex balanced systems. We extend this result to general birth-death models and demonstrate via example that similar scaling limits can yield Lyapunov functions even for models that are not complex or detailed balanced, and may even have multiple equilibria. [ABSTRACT FROM AUTHOR]

Individuals in streams and rivers are constantly at risk of being washed downstream and thereby lost to their population. The possibility of diffusion-mediated persistence of populations in advective environments has been the focus of a multitude of recent modeling efforts. Most of these recent models are deterministic, and they predict the existence of a critical advection velocity, above which a population cannot persist. In this work, we present a stochastic approach to the persistence problem in streams and rivers. We use the dominant eigenvalue of the advection-diffusion operator to transition from a spatially explicit description to a spatially implicit birth-death process, in which individual washout from the domain appears as an additional death term. We find that the deterministic persistence threshold is replaced by a smooth transition from almost sure persistence to extinction as advection velocity increases. More interestingly, we explore how temporal variation in flow rate and other parameters affect the persistence probability. In line with general expectations, we find that temporal variation often decreases the persistence probability, and we focus on a few examples of how variation can increase population persistence. [ABSTRACT FROM AUTHOR]