scholarly journals A generalized Gompertz growth model with applications and related birth-death processes

Author(s):  
Majid Asadi ◽  
Antonio Di Crescenzo ◽  
Farkhondeh A. Sajadi ◽  
Serena Spina

AbstractIn this paper, we propose a flexible growth model that constitutes a suitable generalization of the well-known Gompertz model. We perform an analysis of various features of interest, including a sensitivity analysis of the initial value and the three parameters of the model. We show that the considered model provides a good fit to some real datasets concerning the growth of the number of individuals infected during the COVID-19 outbreak, and software failure data. The goodness of fit is established on the ground of the ISRP metric and the $$d_2$$ d 2 -distance. We also analyze two time-inhomogeneous stochastic processes, namely a birth-death process and a birth process, whose means are equal to the proposed growth curve. In the first case we obtain the probability of ultimate extinction, being 0 an absorbing endpoint. We also deal with a threshold crossing problem both for the proposed growth curve and the corresponding birth process. A simulation procedure for the latter process is also exploited.

2020 ◽  
Author(s):  
Majid Asadi ◽  
Antonio Di Crescenzo ◽  
Farkhondeh A Sajadi ◽  
Serena Spina

Abstract In this paper, we propose a flexible growth model that constitutes a suitable generalization of the well-known Gompertz model. We perform an analysis of various features of interest, including a sensitivity analysis of the initial value and the three parameters of the model. We show that the considered model provides a good fit to some real datasets concerning the growth of the number of individuals infected during the COVID-19 outbreak, and software failure data. The goodness of fit is established on the ground of the ISRP metric and the $d_2$-distance. We also analyze two time-inhomogeneous stochastic processes, namely a birth-death process and a birth process, whose means are equal to the proposed growth curve. In the first case we obtain the probability of ultimate extinction, being 0 an absorbing endpoint. We also deal with a threshold crossing problem both for the proposed growth curve and the corresponding birth process.


2017 ◽  
Author(s):  
Kris V Parag ◽  
Oliver G Pybus

AbstractThe discrete space, continuous time birth-death model is a key process for describing phylogenies in the absence of coalescent approximations. Extensively used in macroevolution for analysing diversification, and in epidemiology for estimating viral dynamics, the birth-death process (BDP) is an important null model for inferring the parameters of reconstructed phylogenies. In this paper we show how optimal, point process (Snyder) filtering techniques can be used for parametric inference on BDPs. Specifically, we introduce the Bayesian Snyder filter (SF) to estimate birth and death rate parameters, given a reconstructed phylogeny. Our estimation procedure makes use of the equivalent Markov birth process description for a reconstructed birth-death phylogeny (Neeet al, 1994). We first analyse the popular constant rate BDP and show that our method gives results consistent with previous work. Among these results is an analytic solution to the special case of the Yule-Furry model. We also find an equivalence between the SF Poisson likelihood and two standard conditioned birth-death model likelihoods. We then generalise our estimation problem to BDPs with time varying rates and numerically solve the SF for two illustrative cases. Our results compare well with a recent Markov chain Monte Carlo method by Hohnaet al(2016) and we numericaly show that both methods are solving the same likelihood functions. Lastly we apply the SF to a model selection problem on empirical data. We use the Australian Agamid dataset and predict the same relative model fit as that of the original maximum likelihood technique developed and used by Rabosky (2006) for this dataset. While several capable parametric and non-parametric birth-death estimators already exist, ours is the first to take the Neeet alapproach, and directly computes the posterior distribution of the parameters. The SF makes no approximations, beyond those required for parameter space discretisation and numerical integration, and is mean square error optimal. It is deterministic, easily implementable and flexible. We think SFs present a promising alternative parametric BDP inference engine.


Mathematics ◽  
2019 ◽  
Vol 7 (6) ◽  
pp. 489 ◽  
Author(s):  
Antonio Di Crescenzo ◽  
Paola Paraggio

We consider the logistic growth model and analyze its relevant properties, such as the limits, the monotony, the concavity, the inflection point, the maximum specific growth rate, the lag time, and the threshold crossing time problem. We also perform a comparison with other growth models, such as the Gompertz, Korf, and modified Korf models. Moreover, we focus on some stochastic counterparts of the logistic model. First, we study a time-inhomogeneous linear birth-death process whose conditional mean satisfies an equation of the same form of the logistic one. We also find a sufficient and necessary condition in order to have a logistic mean even in the presence of an absorbing endpoint. Then, we obtain and analyze similar properties for a simple birth process, too. Then, we investigate useful strategies to obtain two time-homogeneous diffusion processes as the limit of discrete processes governed by stochastic difference equations that approximate the logistic one. We also discuss an interpretation of such processes as diffusion in a suitable potential. In addition, we study also a diffusion process whose conditional mean is a logistic curve. In more detail, for the considered processes we study the conditional moments, certain indices of dispersion, the first-passage-time problem, and some comparisons among the processes.


1986 ◽  
Vol 23 (04) ◽  
pp. 1013-1018
Author(s):  
B. G. Quinn ◽  
H. L. MacGillivray

Sufficient conditions are presented for the limiting normality of sequences of discrete random variables possessing unimodal distributions. The conditions are applied to obtain normal approximations directly for the hypergeometric distribution and the stationary distribution of a special birth-death process.


Genetics ◽  
1997 ◽  
Vol 147 (4) ◽  
pp. 1855-1861 ◽  
Author(s):  
Montgomery Slatkin ◽  
Bruce Rannala

Abstract A theory is developed that provides the sampling distribution of low frequency alleles at a single locus under the assumption that each allele is the result of a unique mutation. The numbers of copies of each allele is assumed to follow a linear birth-death process with sampling. If the population is of constant size, standard results from theory of birth-death processes show that the distribution of numbers of copies of each allele is logarithmic and that the joint distribution of numbers of copies of k alleles found in a sample of size n follows the Ewens sampling distribution. If the population from which the sample was obtained was increasing in size, if there are different selective classes of alleles, or if there are differences in penetrance among alleles, the Ewens distribution no longer applies. Likelihood functions for a given set of observations are obtained under different alternative hypotheses. These results are applied to published data from the BRCA1 locus (associated with early onset breast cancer) and the factor VIII locus (associated with hemophilia A) in humans. In both cases, the sampling distribution of alleles allows rejection of the null hypothesis, but relatively small deviations from the null model can account for the data. In particular, roughly the same population growth rate appears consistent with both data sets.


Author(s):  
Michel Mandjes ◽  
Birgit Sollie

AbstractThis paper considers a continuous-time quasi birth-death (qbd) process, which informally can be seen as a birth-death process of which the parameters are modulated by an external continuous-time Markov chain. The aim is to numerically approximate the time-dependent distribution of the resulting bivariate Markov process in an accurate and efficient way. An approach based on the Erlangization principle is proposed and formally justified. Its performance is investigated and compared with two existing approaches: one based on numerical evaluation of the matrix exponential underlying the qbd process, and one based on the uniformization technique. It is shown that in many settings the approach based on Erlangization is faster than the other approaches, while still being highly accurate. In the last part of the paper, we demonstrate the use of the developed technique in the context of the evaluation of the likelihood pertaining to a time series, which can then be optimized over its parameters to obtain the maximum likelihood estimator. More specifically, through a series of examples with simulated and real-life data, we show how it can be deployed in model selection problems that involve the choice between a qbd and its non-modulated counterpart.


Author(s):  
Phil Diamond

AbstractCompetition between a finite number of searching insect parasites is modelled by differential equations and birth-death processes. In the one species case of intraspecific competition, the deterministic equilibrium is globally stable and, for large populations, approximates the mean of the stationary distribution of the process. For two species, both inter- and intraspecific competition occurs and the deterministic equilibrium is globally stable. When the birth-death process is reversible, it is shown that the mean of the stationary distribution is approximated by the equilibrium. Confluent hypergeometric functions of two variables are important to the theory.


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