Duality and the well-posedness of a martingale problem.

For two Polish state spaces EX and EY, and an operator GX, we obtain existence and uniqueness of a GX-martingale problem provided there is a bounded continuous duality function H on EX×EY together with a dual process Y on EY which is the unique solution of a GY-martingale problem. For the corresponding solutions [Formula: see text] and [Formula: see text] , duality with respect to a function H in its simplest form means that the relation Ex[H(Xt,y)]=Ey[H(x,Yt)] holds for all (x,y)∈EX×EY and t≥0. While duality is well-known to imply uniqueness of the GX-martingale problem, we give here a set of conditions under which duality also implies existence without using approximating sequences of processes of a different kind (e.g. jump processes to approximate diffusions) which is a widespread strategy for proving existence of solutions of martingale problems. Given the process [Formula: see text] and a duality function H, to prove existence of [Formula: see text] one has to show that the r.h.s. of the duality relation defines for each y a measure on EX, i.e. there are transition kernels [Formula: see text] from EX to EX such that Ey[H(x,Yt)]=∫µt(x,dx')H(x',y) for all (x,y)∈EX×EY and all t≥0. As examples, we treat resampling and branching models, such as the Fleming-Viot measure-valued diffusion and its spatial counterparts (with both, discrete and continuum space), as well as branching systems, such as Feller's branching diffusion. While our main result as well as all examples come with (locally) compact state spaces, we discuss the strategy to lift our results to genealogy-valued processes or historical processes, leading to non-compact (discrete and continuum) state spaces. Such applications will be tackled in forthcoming work based on the present article.

Seasonal variability and stochastic branching process in malaria outbreak probability.

BACKGROUND: Malaria is the world's most fatal and challenging parasitic disease, caused by the Plasmodium parasite, which is transmitted to humans by the bites of infected female mosquitoes. Bangladesh is the most vulnerable region to spread malaria because of its geographic position. In this paper, we have considered the dynamics of vector-host models and observed the stochastic behavior. This study elaborates on the seasonal variability and calculates the probability of disease outbreaks. METHODS: We present a model for malaria disease transmission and develop its corresponding continuous-time Markov chain (CTMC) representation. The proposed vector-host models illustrate the malaria transmission model along with sensitivity analysis. The deterministic model with CTMC curves is depicted to show the randomness in real scenarios. Sequentially, we expand these studies to a time-varying stochastic vector-host model that incorporates seasonal variability. Phase plane analysis is conducted to explore the characteristics of the disease, examine interactions among various compartments, and evaluate the impact of key parameters. The branching process approximation is developed for the corresponding vector-host model to calculate the probability outbreak. Numerous numerical results are accomplished to observe the analytical investigation. RESULTS: Seasonality and contact patterns affect the dynamics of disease outbreaks. The numerical illustration provides that the probability of a disease outbreak depends on the infected host or vector. Additionally, periodic transmission rates have a great influence on the probability outbreak. The basic reproduction number (R0) is derived, which is the main justification for studying the dynamical behavior of epidemic models. CONCLUSIONS: Seasonal variability significantly impacts malaria transmission, and the probability of disease outbreaks is influenced by time and the initial number of infected individuals. Moreover, the branching process approximation is applicable when the population size is large enough and the basic reproduction number is less than 1. In the future, such analysis can help decision-makers understand the impact of various parameters and their stochastic behavior in the vector-host model to prevent such types of disease outbreaks.

A branching stochastic evolutionary model of the B-cell repertoire.

We propose a stochastic framework to describe the evolution of the B-cell repertoire during germinal center (GC) reactions. Our model is formulated as a multitype age-dependent branching process with time-varying immigration. The immigration process captures the mechanism by which founder B cells initiate clones by gradually seeding GC over time, while the branching process describes the temporal evolution of the composition of these clones. The model assigns a type to each cell to represent attributes of interest. Examples of attributes include the binding affinity class of the B cells, their clonal family, or the nucleotide sequence of the heavy and light chains of their receptors. The process is generally non-Markovian. We present its properties, including as t → ∞ when the process is supercritical, the most relevant case to study expansion of GC B cells. We introduce temporal alpha and beta diversity indices for multitype branching processes. We focus on the dynamics of clonal dominance, highlighting its non-stationarity, and the accumulation of somatic hypermutations in the context of sequential immunization. We evaluate the impact of the ongoing seeding of GC by founder B cells on the dynamics of the B-cell repertoire, and quantify the effect of precursor frequency and antigen availability on the timing of GC entry. An application of the model illustrates how it may help with interpretation of BCR sequencing data.

An SEIR network epidemic model with manual and digital contact tracing allowing delays.

We consider an SEIR epidemic model on a network also allowing random contacts, where recovered individuals could either recover naturally or be diagnosed. Upon diagnosis, manual contact tracing is triggered such that each infected network contact is reported, tested and isolated with some probability and after a random delay. Additionally, digital tracing (based on a tracing app) is triggered if the diagnosed individual is an app-user, and then all of its app-using infectees are immediately notified and isolated. The early phase of the epidemic with manual and/or digital tracing is approximated by different multi-type branching processes, and three respective reproduction numbers are derived. The effectiveness of both contact tracing mechanisms is numerically quantified through the reduction of the reproduction number. This shows that app-using fraction plays an essential role in the overall effectiveness of contact tracing. The relative effectiveness of manual tracing compared to digital tracing increases if: more of the transmission occurs on the network, when the tracing delay is shortened, and when the network degree distribution is heavy-tailed. For realistic values, the combined tracing case can reduce R0 by 20%-30%, so other preventive measures are needed to reduce the reproduction number down to 1.2-1.4 for contact tracing to make it successful in avoiding big outbreaks.

Polygenic dynamics underlying the response of quantitative traits to directional selection.

We study the response of a quantitative trait to exponential directional selection in a finite haploid population, both at the genetic and the phenotypic level. We assume an infinite sites model, in which the number of new mutations per generation in the population follows a Poisson distribution (with mean Θ) and each mutation occurs at a new, previously monomorphic site. Mutation effects are beneficial and drawn from a distribution. Sites are unlinked and contribute additively to the trait. Assuming that selection is stronger than random genetic drift, we model the initial phase of the dynamics by a supercritical Galton-Watson process. This enables us to obtain time-dependent results. We show that the copy-number distribution of the mutant in generation n, conditioned on non-extinction until n, is described accurately by the deterministic increase from an initial distribution with mean 1. This distribution is related to the absolutely continuous part W+ of the random variable, typically denoted W, that characterizes the stochasticity accumulating during the mutant's sweep. A suitable transformation yields the approximate dynamics of the mutant frequency distribution in a Wright-Fisher population of size N. Our expression provides a very accurate approximation except when mutant frequencies are close to 1. On this basis, we derive explicitly the (approximate) time dependence of the expected mean and variance of the trait and of the expected number of segregating sites. Unexpectedly, we obtain highly accurate approximations for all times, even for the quasi-stationary phase when the expected per-generation response and the trait variance have equilibrated. The latter refine classical results. In addition, we find that Θ is the main determinant of the pattern of adaptation at the genetic level, i.e., whether the initial allele-frequency dynamics are best described by sweep-like patterns at few loci or small allele-frequency shifts at many. The number of segregating sites is an appropriate indicator for these patterns. The selection strength determines primarily the rate of adaptation. The accuracy of our results is tested by comprehensive simulations in a Wright-Fisher framework. We argue that our results apply to more complex forms of directional selection.

On multi-type Cannings models and multi-type exchangeable coalescents.

A multi-type neutral Cannings population model with migration and fixed subpopulation sizes is analyzed. Under appropriate conditions, as all subpopulation sizes tend to infinity, the ancestral process, properly time-scaled, converges to a multi-type coalescent sharing the exchangeability and consistency property. The proof gains from coalescent theory for single-type Cannings models and from decompositions of transition probabilities into parts concerning reproduction and migration respectively. The following section deals with a different but closely related multi-type Cannings model with mutation and fixed total population size but stochastically varying subpopulation sizes. The latter model is analyzed forward and backward in time with an emphasis on its behavior as the total population size tends to infinity. Forward in time, multi-type limiting branching processes arise for large population size. Its backward structure and related open problems are briefly discussed.

A Countable-Type Branching Process Model for the Tug-of-War Cancer Cell Dynamics.

We consider a time-continuous Markov branching process of proliferating cells with a countable collection of types. Among-type transitions are inspired by the Tug-of-War process introduced by McFarland et al. (Proc Natl Acad Sci 111(42):15138-15143, 2014) as a mathematical model for competition of advantageous driver mutations and deleterious passenger mutations in cancer cells. We introduce a version of the model in which a driver mutation pushes the type of the cell L-units up, while a passenger mutation pulls it 1-unit down. The distribution of time to divisions depends on the type (fitness) of cell, which is an integer. The extinction probability given any initial cell type is strictly less than 1, which allows us to investigate the transition between types (type transition) in an infinitely long cell lineage of cells. The analysis leads to the result that under driver dominance, the type transition process escapes to infinity, while under passenger dominance, it leads to a limit distribution. Implications in cancer cell dynamics and population genetics are discussed.

Supercritical and homogenous transmission of monkeypox in the capital of China.

Starting from May 31, 2023, the local transmission of monkeypox (Mpox) in mainland China began in Beijing. Till now, the transmission characteristics have not been explored. Based on the daily Mpox incidence data in the first 3 weeks of Beijing (from May 31 to June 21, 2023), we employed the instant-individual heterogeneity transmission model to simultaneously calculate the effective reproduction number (Re ) and the degree of heterogeneity (k) of the Beijing epidemic. We additionally simulated the monthly infection size in Beijing from July to November and compared with the reported data to project subsequent transmission dynamics. We estimated Re to be 1.68 (95% highest posterior density [HPD]: 1.12-2.41), and k to be 2.57 [95% HPD: 0.54-83.88], suggesting the transmission of Mpox in Beijing was supercritical and didn't have considerable transmission heterogeneity. We projected that Re fell in the range of 0.95-1.0 from July to November, highlighting more efforts needed to further reduce the Mpox transmissibility. Our findings revealed supercritical and homogeneous transmission of the Mpox epidemic in Beijing. Our results could serve as a reference for understanding and predicting the ongoing Mpox transmission in other regions of China and evaluating the effect of control measures.

Coalescence and sampling distributions for Feller diffusions.

Consider the diffusion process defined by the forward equation ut(t,x)=12{xu(t,x)}xx-α{xu(t,x)}x for t,x≥0 and -∞<α<∞, with an initial condition u(0,x)=δ(x-x0). This equation was introduced and solved by Feller to model the growth of a population of independently reproducing individuals. We explore important coalescent processes related to Feller's solution. For any α and x0>0 we calculate the distribution of the random variable An(s;t), defined as the finite number of ancestors at a time s in the past of a sample of size n taken from the infinite population of a Feller diffusion at a time t since its initiation. In a subcritical diffusion we find the distribution of population and sample coalescent trees from time t back, conditional on non-extinction as t→∞. In a supercritical diffusion we construct a coalescent tree which has a single founder and derive the distribution of coalescent times.

A stochastic multi-host model for West Nile virus transmission.

When initially introduced into a susceptible population, a disease may die out or result in a major outbreak. We present a Continuous-Time Markov Chain model for enzootic WNV transmission between two avian host species and a single vector, and use multitype branching process theory to determine the probability of disease extinction based upon the type of infected individual initially introducing the disease into the population - an exposed vector, infectious vector, or infectious host of either species. We explore how the likelihood of disease extinction depends on the ability of each host species to transmit WNV, vector biting rates on host species, and the relative abundance of host species, as well as vector abundance. Theoretical predictions are compared to the outcome of stochastic simulations. We find the community composition of hosts and vectors, as well as the means of disease introduction, can greatly affect the probability of disease extinction.

Effectiveness of a COVID-19 contact tracing app in a simulation model with indirect and informal contact tracing.

During the COVID-19 pandemic, contact tracing was used to identify individuals who had been in contact with a confirmed case so that these contacted individuals could be tested and quarantined to prevent further spread of the SARS-CoV-2 virus. Many countries developed mobile apps to find these contacted individuals faster. We evaluate the epidemiological effectiveness of the Dutch app CoronaMelder, where we measure effectiveness as the reduction of the reproduction number R. To this end, we use a simulation model of SARS-CoV-2 spread and contact tracing, informed by data collected during the study period (December 2020 - March 2021) in the Netherlands. We show that the tracing app caused a clear but small reduction of the reproduction number, and the magnitude of the effect was found to be robust in sensitivity analyses. The app could have been more effective if more people had used it, and if notification of contacts could have been done directly by the user and thus reducing the time intervals between symptom onset and reporting of contacts. The model has two innovative aspects: i) it accounts for the clustered nature of social networks and ii) cases can alert their contacts informally without involvement of health authorities or the tracing app.

Mathematical Model of Intrinsic Drug Resistance in Lung Cancer.

Drug resistance is a bottleneck in cancer treatment. Commonly, a molecular treatment for cancer leads to the emergence of drug resistance in the long term. Thus, some drugs, despite their initial excellent response, are withdrawn from the market. Lung cancer is one of the most mutated cancers, leading to dozens of targeted therapeutics available against it. Here, we have developed a mechanistic mathematical model describing sensitization to nine groups of targeted therapeutics and the emergence of intrinsic drug resistance. As we focus only on intrinsic drug resistance, we perform the computer simulations of the model only until clinical diagnosis. We have utilized, for model calibration, the whole-exome sequencing data combined with clinical information from over 1000 non-small-cell lung cancer patients. Next, the model has been applied to find an answer to the following questions: When does intrinsic drug resistance emerge? And how long does it take for early-stage lung cancer to grow to an advanced stage? The results show that drug resistance is inevitable at diagnosis but not always detectable and that the time interval between early and advanced-stage tumors depends on the selection advantage of cancer cells.

Parameter estimation for contact tracing in graph-based models.

We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is R0. The estimator is tested in a simulation study and is furthermore applied to COVID-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical COVID-19 data, we compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution fit the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency of the estimates on the reproduction number. Finally, we discuss the relevance of our findings.

Cell Population Growth Kinetics in the Presence of Stochastic Heterogeneity of Cell Phenotype.

Recent studies at individual cell resolution have revealed phenotypic heterogeneity in nominally clonal tumor cell populations. The heterogeneity affects cell growth behaviors, which can result in departure from the idealized uniform exponential growth of the cell population. Here we measured the stochastic time courses of growth of an ensemble of populations of HL60 leukemia cells in cultures, starting with distinct initial cell numbers to capture a departure from the uniform exponential growth model for the initial growth ("take-off"). Despite being derived from the same cell clone, we observed significant variations in the early growth patterns of individual cultures with statistically significant differences in growth dynamics, which could be explained by the presence of inter-converting subpopulations with different growth rates, and which could last for many generations. Based on the hypothesis of existence of multiple subpopulations, we developed a branching process model that was consistent with the experimental observations.

Stochastic model for cell population dynamics quantifies homeostasis in colonic crypts and its disruption in early tumorigenesis.

The questions of how healthy colonic crypts maintain their size, and how homeostasis is disrupted by driver mutations, are central to understanding colorectal tumorigenesis. We propose a three-type stochastic branching process, which accounts for stem, transit-amplifying (TA) and fully differentiated (FD) cells, to model the dynamics of cell populations residing in colonic crypts. Our model is simple in its formulation, allowing us to estimate all but one of the model parameters from the literature. Fitting the single remaining parameter, we find that model results agree well with data from healthy human colonic crypts, capturing the considerable variance in population sizes observed experimentally. Importantly, our model predicts a steady-state population in healthy colonic crypts for relevant parameter values. We show that APC and KRAS mutations, the most significant early alterations leading to colorectal cancer, result in increased steady-state populations in mutated crypts, in agreement with experimental results. Finally, our model predicts a simple condition for unbounded growth of cells in a crypt, corresponding to colorectal malignancy. This is predicted to occur when the division rate of TA cells exceeds their differentiation rate, with implications for therapeutic cancer prevention strategies.

Temporal and Probabilistic Comparisons of Epidemic Interventions.

Forecasting disease spread is a critical tool to help public health officials design and plan public health interventions. However, the expected future state of an epidemic is not necessarily well defined as disease spread is inherently stochastic, contact patterns within a population are heterogeneous, and behaviors change. In this work, we use time-dependent probability generating functions (PGFs) to capture these characteristics by modeling a stochastic branching process of the spread of a disease over a network of contacts in which public health interventions are introduced over time. To achieve this, we define a general transmissibility equation to account for varying transmission rates (e.g. masking), recovery rates (e.g. treatment), contact patterns (e.g. social distancing) and percentage of the population immunized (e.g. vaccination). The resulting framework allows for a temporal and probabilistic analysis of an intervention's impact on disease spread, which match continuous-time stochastic simulations that are much more computationally expensive. To aid policy making, we then define several metrics over which temporal and probabilistic intervention forecasts can be compared: Looking at the expected number of cases and the worst-case scenario over time, as well as the probability of reaching a critical level of cases and of not seeing any improvement following an intervention. Given that epidemics do not always follow their average expected trajectories and that the underlying dynamics can change over time, our work paves the way for more detailed short-term forecasts of disease spread and more informed comparison of intervention strategies.

Cell population growth kinetics in the presence of stochastic heterogeneity of cell phenotype.

Recent studies at individual cell resolution have revealed phenotypic heterogeneity in nominally clonal tumor cell populations. The heterogeneity affects cell growth behaviors, which can result in departure from the idealized uniform exponential growth of the cell population. Here we measured the stochastic time courses of growth of an ensemble of populations of HL60 leukemia cells in cultures, starting with distinct initial cell numbers to capture a departure from the uniform exponential growth model for the initial growth ("take-off"). Despite being derived from the same cell clone, we observed significant variations in the early growth patterns of individual cultures with statistically significant differences in growth dynamics, which could be explained by the presence of inter-converting subpopulations with different growth rates, and which could last for many generations. Based on the hypothesis of existence of multiple subpopulations, we developed a branching process model that was consistent with the experimental observations.

Reducing Bias and Quantifying Uncertainty in Fluorescence Produced by PCR.

We present a new approach for relating nucleic-acid content to fluorescence in a real-time Polymerase Chain Reaction (PCR) assay. By coupling a two-type branching process for PCR with a fluorescence analog of Beer's Law, the approach reduces bias and quantifies uncertainty in fluorescence. As the two-type branching process distinguishes between complementary strands of DNA, it allows for a stoichiometric description of reactions between fluorescent probes and DNA and can capture the initial conditions encountered in assays targeting RNA. Analysis of the expected copy-number identifies additional dynamics that occur at short times (or, equivalently, low cycle numbers), while investigation of the variance reveals the contributions from liquid volume transfer, imperfect amplification, and strand-specific amplification (i.e., if one strand is synthesized more efficiently than its complement). Linking the branching process to fluorescence by the Beer's Law analog allows for an a priori description of background fluorescence. It also enables uncertainty quantification (UQ) in fluorescence which, in turn, leads to analytical relationships between amplification efficiency (probability) and limit of detection. This work sets the stage for UQ-PCR, where both the input copy-number and its uncertainty are quantified from fluorescence kinetics.

Unifying incidence and prevalence under a time-varying general branching process.

Renewal equations are a popular approach used in modelling the number of new infections, i.e., incidence, in an outbreak. We develop a stochastic model of an outbreak based on a time-varying variant of the Crump-Mode-Jagers branching process. This model accommodates a time-varying reproduction number and a time-varying distribution for the generation interval. We then derive renewal-like integral equations for incidence, cumulative incidence and prevalence under this model. We show that the equations for incidence and prevalence are consistent with the so-called back-calculation relationship. We analyse two particular cases of these integral equations, one that arises from a Bellman-Harris process and one that arises from an inhomogeneous Poisson process model of transmission. We also show that the incidence integral equations that arise from both of these specific models agree with the renewal equation used ubiquitously in infectious disease modelling. We present a numerical discretisation scheme to solve these equations, and use this scheme to estimate rates of transmission from serological prevalence of SARS-CoV-2 in the UK and historical incidence data on Influenza, Measles, SARS and Smallpox.

Use of Bluetooth contact tracing technology to model COVID-19 quarantine policies in high-risk closed populations.

Containment measures in high-risk closed settings, like migrant worker (MW) dormitories, are critical for mitigating emerging infectious disease outbreaks and protecting potentially vulnerable populations in outbreaks such as coronavirus disease 2019 (COVID-19). The direct impact of social distancing measures can be assessed through wearable contact tracing devices. Here, we developed an individual-based model using data collected through a Bluetooth wearable device that collected 33.6M and 52.8M contact events in two dormitories in Singapore, one apartment style and the other a barrack style, to assess the impact of measures to reduce the social contact of cases and their contacts. The simulation of highly detailed contact networks accounts for different infrastructural levels, including room, floor, block, and dormitory, and intensity in terms of being regular or transient. Via a branching process model, we then simulated outbreaks that matched the prevalence during the COVID-19 outbreak in the two dormitories and explored alternative scenarios for control. We found that strict isolation of all cases and quarantine of all contacts would lead to very low prevalence but that quarantining only regular contacts would lead to only marginally higher prevalence but substantially fewer total man-hours lost in quarantine. Reducing the density of contacts by 30% through the construction of additional dormitories was modelled to reduce the prevalence by 14 and 9% under smaller and larger outbreaks, respectively. Wearable contact tracing devices may be used not just for contact tracing efforts but also to inform alternative containment measures in high-risk closed settings.