That's not the Mona Lisa! How to interpret spatial capture-recapture density surface estimates.

Spatial capture-recapture methods are often used to produce density surfaces, and these surfaces are often misinterpreted. In particular, spatial change in density is confused with spatial change in uncertainty about density. We illustrate correct and incorrect inference visually by treating a grayscale image of the Mona Lisa as an activity center intensity or density surface and simulating spatial capture-recapture survey data from it. Inferences can be drawn about the intensity of the point process generating activity centers, and about the likely locations of activity centers associated with the capture histories obtained from a single survey of a single realization of this process. We show that treating probabilistic predictions of activity center locations as estimates of the intensity of the process results in invalid and misleading ecological inferences, and that predictions are highly dependent on where the detectors are placed and how much survey effort is used. Estimates of the activity center density surface should be obtained by estimating the intensity of a point process model for activity centers. Practitioners should state explicitly whether they are estimating the intensity or making predictions of activity center location, and predictions of activity center locations should not be confused with estimates of the intensity.

Inferring HIV transmission patterns from viral deep-sequence data via latent typed point processes.

Viral deep-sequencing data play a crucial role toward understanding disease transmission network flows, providing higher resolution compared to standard Sanger sequencing. To more fully utilize these rich data and account for the uncertainties in outcomes from phylogenetic analyses, we propose a spatial Poisson process model to uncover human immunodeficiency virus (HIV) transmission flow patterns at the population level. We represent pairings of individuals with viral sequence data as typed points, with coordinates representing covariates such as gender and age and point types representing the unobserved transmission statuses (linkage and direction). Points are associated with observed scores on the strength of evidence for each transmission status that are obtained through standard deep-sequence phylogenetic analysis. Our method is able to jointly infer the latent transmission statuses for all pairings and the transmission flow surface on the source-recipient covariate space. In contrast to existing methods, our framework does not require preclassification of the transmission statuses of data points, and instead learns them probabilistically through a fully Bayesian inference scheme. By directly modeling continuous spatial processes with smooth densities, our method enjoys significant computational advantages compared to previous methods that rely on discretization of the covariate space. We demonstrate that our framework can capture age structures in HIV transmission at high resolution, bringing valuable insights in a case study on viral deep-sequencing data from Southern Uganda.

Spatial cumulant models enable spatially informed treatment strategies and analysis of local interactions in cancer systems.

Theoretical and applied cancer studies that use individual-based models (IBMs) have been limited by the lack of a mathematical formulation that enables rigorous analysis of these models. However, spatial cumulant models (SCMs), which have arisen from theoretical ecology, describe population dynamics generated by a specific family of IBMs, namely spatio-temporal point processes (STPPs). SCMs are spatially resolved population models formulated by a system of differential equations that approximate the dynamics of two STPP-generated summary statistics: first-order spatial cumulants (densities), and second-order spatial cumulants (spatial covariances). We exemplify how SCMs can be used in mathematical oncology by modelling theoretical cancer cell populations comprising interacting growth factor-producing and non-producing cells. To formulate model equations, we use computational tools that enable the generation of STPPs, SCMs and mean-field population models (MFPMs) from user-defined model descriptions (Cornell et al. Nat Commun 10:4716, 2019). To calculate and compare STPP, SCM and MFPM-generated summary statistics, we develop an application-agnostic computational pipeline. Our results demonstrate that SCMs can capture STPP-generated population density dynamics, even when MFPMs fail to do so. From both MFPM and SCM equations, we derive treatment-induced death rates required to achieve non-growing cell populations. When testing these treatment strategies in STPP-generated cell populations, our results demonstrate that SCM-informed strategies outperform MFPM-informed strategies in terms of inhibiting population growths. We thus demonstrate that SCMs provide a new framework in which to study cell-cell interactions, and can be used to describe and perturb STPP-generated cell population dynamics. We, therefore, argue that SCMs can be used to increase IBMs' applicability in cancer research.

Gaussian determinantal processes: A new model for directionality in data.

Determinantal point processes (DPPs) have recently become popular tools for modeling the phenomenon of negative dependence, or repulsion, in data. However, our understanding of an analogue of a classical parametric statistical theory is rather limited for this class of models. In this work, we investigate a parametric family of Gaussian DPPs with a clearly interpretable effect of parametric modulation on the observed points. We show that parameter modulation impacts the observed points by introducing directionality in their repulsion structure, and the principal directions correspond to the directions of maximal (i.e., the most long-ranged) dependency. This model readily yields a viable alternative to principal component analysis (PCA) as a dimension reduction tool that favors directions along which the data are most spread out. This methodological contribution is complemented by a statistical analysis of a spiked model similar to that employed for covariance matrices as a framework to study PCA. These theoretical investigations unveil intriguing questions for further examination in random matrix theory, stochastic geometry, and related topics.

Point process temporal structure characterizes electrodermal activity.

Electrodermal activity (EDA) is a direct readout of the body's sympathetic nervous system measured as sweat-induced changes in the skin's electrical conductance. There is growing interest in using EDA to track physiological conditions such as stress levels, sleep quality, and emotional states. Standardized EDA data analysis methods are readily available. However, none considers an established physiological feature of EDA. The sympathetically mediated pulsatile changes in skin sweat measured as EDA resemble an integrate-and-fire process. An integrate-and-fire process modeled as a Gaussian random walk with drift diffusion yields an inverse Gaussian model as the interpulse interval distribution. Therefore, we chose an inverse Gaussian model as our principal probability model to characterize EDA interpulse interval distributions. To analyze deviations from the inverse Gaussian model, we considered a broader model set: the generalized inverse Gaussian distribution, which includes the inverse Gaussian and other diffusion and nondiffusion models; the lognormal distribution which has heavier tails (lower settling rates) than the inverse Gaussian; and the gamma and exponential probability distributions which have lighter tails (higher settling rates) than the inverse Gaussian. To assess the validity of these probability models we recorded and analyzed EDA measurements in 11 healthy volunteers during 1 h of quiet wakefulness. Each of the 11 time series was accurately described by an inverse Gaussian model measured by Kolmogorov-Smirnov measures. Our broader model set offered a useful framework to enhance further statistical descriptions of EDA. Our findings establish that a physiologically based inverse Gaussian probability model provides a parsimonious and accurate description of EDA.

A mechanistic spatio-temporal modeling of COVID-19 data.

Understanding the evolution of an epidemic is essential to implement timely and efficient preventive measures. The availability of epidemiological data at a fine spatio-temporal scale is both novel and highly useful in this regard. Indeed, having geocoded data at the case level opens the door to analyze the spread of the disease on an individual basis, allowing the detection of specific outbreaks or, in general, of some interactions between cases that are not observable if aggregated data are used. Point processes are the natural tool to perform such analyses. We analyze a spatio-temporal point pattern of Coronavirus disease 2019 (COVID-19) cases detected in Valencia (Spain) during the first 11 months (February 2020 to January 2021) of the pandemic. In particular, we propose a mechanistic spatio-temporal model for the first-order intensity function of the point process. This model includes separate estimates of the overall temporal and spatial intensities of the model and a spatio-temporal interaction term. For the latter, while similar studies have considered different forms of this term solely based on the physical distances between the events, we have also incorporated mobility data to better capture the characteristics of human populations. The results suggest that there has only been a mild level of spatio-temporal interaction between cases in the study area, which to a large extent corresponds to people living in the same residential location. Extending our proposed model to larger areas could help us gain knowledge on the propagation of COVID-19 across cities with high mobility levels.

Renewal approach for the energy-momentum relation of the Fröhlich polaron.

We study the qualitative behaviour of the energy-momentum relation of the Fröhlich polaron at fixed coupling strength. Among other properties, we show that it is non-decreasing and that the correction to the quasi-particle energy is negative. We give a proof that the effective mass lies in (1,∞) that does not need the validity of a central limit theorem for the path measure.

Entanglement entropy and hyperuniformity of Ginibre and Weyl-Heisenberg ensembles.

We show that, for a class of planar determinantal point processes (DPP) X, the growth of the entanglement entropy S(X(Ω)) of X on a compact region Ω⊂R2d, is related to the variance VX(Ω) as follows: VX(Ω)≲SX(Ω)≲VX(Ω).Therefore, such DPPs satisfy an area law SXg(Ω)≲∂Ω, where ∂Ω is the boundary of Ω if they are of Class I hyperuniformity (VX(Ω)≲∂Ω), while the area law is violated if they are of Class II hyperuniformity (as L→∞, VX(LΩ)∼CΩLd-1logL). As a result, the entanglement entropy of Weyl-Heisenberg ensembles (a family of DPPs containing the Ginibre ensemble and Ginibre-type ensembles in higher Landau levels), satisfies an area law, as a consequence of its hyperuniformity.

Noise dissipation in gene regulatory networks via second order statistics of networks of infinite server queues.

RNA and protein concentrations within cells constantly fluctuate. Some molecular species typically have very low copy numbers, so stochastic changes in their abundances can dramatically alter cellular concentration levels. Such noise can be harmful through constrained functionality or reduced efficiency. Gene regulatory networks have evolved to be robust in the face of noise. We obtain exact analytical expressions for noise dissipation in an idealised stochastic model of a gene regulatory network. We show that noise decays exponentially fast. The decay rate for RNA molecular counts is given by the integral of the tail of the cumulative distribution function of the degradation time. For proteins, it is given by the slowest rate-limiting step of RNA degradation or proteolytic breakdown. This is intuitive because memory of the chemical composition of the system is manifested through molecular persistence. The results are obtained by analysing a non-standard tandem of infinite server queues, in which the number of customers present in one queue modulates the arrival rate into the next.

Enhancing human learning via spaced repetition optimization.

Spaced repetition is a technique for efficient memorization which uses repeated review of content following a schedule determined by a spaced repetition algorithm to improve long-term retention. However, current spaced repetition algorithms are simple rule-based heuristics with a few hard-coded parameters. Here, we introduce a flexible representation of spaced repetition using the framework of marked temporal point processes and then address the design of spaced repetition algorithms with provable guarantees as an optimal control problem for stochastic differential equations with jumps. For two well-known human memory models, we show that, if the learner aims to maximize recall probability of the content to be learned subject to a cost on the reviewing frequency, the optimal reviewing schedule is given by the recall probability itself. As a result, we can then develop a simple, scalable online spaced repetition algorithm, MEMORIZE, to determine the optimal reviewing times. We perform a large-scale natural experiment using data from Duolingo, a popular language-learning online platform, and show that learners who follow a reviewing schedule determined by our algorithm memorize more effectively than learners who follow alternative schedules determined by several heuristics.

Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance.

Hawkes processes are temporal self-exciting point processes. They are well established in earthquake modelling or finance and their application is spreading to diverse areas. Most models from the literature have two major drawbacks regarding their potential application to insurance. First, they use an exponentially-decaying form of excitation, which does not allow a delay between the occurrence of an event and its excitation effect on the process and does not fit well on insurance data consequently. Second, theoretical results developed from these models are valid only when time of observation tends to infinity, whereas the time horizon for an insurance use case is of several months or years. In this paper, we define a complete framework of Hawkes processes with a Gamma density excitation function (i.e. estimation, simulation, goodness-of-fit) instead of an exponential-decaying function and we demonstrate some mathematical properties (i.e. expectation, variance) about the transient regime of the process. We illustrate our results with real insurance data about natural disasters in Luxembourg.

Modeling Performance of Microservices Systems with Growth Theory.

CONTEXT: The microservices architectural style is gaining momentum in the IT industry. This style does not guarantee that a target system can continuously meet acceptable performance levels. The ability to study the violations of performance requirements and eventually predict them would help practitioners to tune techniques like dynamic load balancing or horizontal scaling to achieve the resilience property. OBJECTIVE: The goal of this work is to study the violations of performance requirements of microservices through time series analysis and provide practical instruments that can detect resilient and non-resilient microservices and possibly predict their performance behavior. METHOD: We introduce a new method based on growth theory to model the occurrences of violations of performance requirements as a stochastic process. We applied our method to an in-vitro e-commerce benchmark and an in-production real-world telecommunication system. We interpreted the resulting growth models to characterize the microservices in terms of their transient performance behavior. RESULTS: Our empirical evaluation shows that, in most of the cases, the non-linear S-shaped growth models capture the occurrences of performance violations of resilient microservices with high accuracy. The bounded nature associated with this models tell that the performance degradation is limited and thus the microservice is able to come back to an acceptable performance level even under changes in the nominal number of concurrent users. We also detect cases where linear models represent a better description. These microservices are not resilient and exhibit constant growth and unbounded performance violations over time. The application of our methodology to a real in-production system identified additional resilience profiles that were not observed in the in-vitro experiments. These profiles show the ability of services to react differently to the same solicitation. We found that when a service is resilient it can either decrease the rate of the violations occurrences in a continuous manner or with repeated attempts (periodical or not). CONCLUSIONS: We showed that growth theory can be successfully applied to study the occurences of performance violations of in-vitro and in-production real-world systems. Furthermore, the cost of our model calibration heuristics, based on the mathematical expression of the selected non-linear growth models, is limited. We discussed how the resulting models can shed some light on the trend of performance violations and help engineers to spot problematic microservice operations that exhibit performance issues. Thus, meaningful insights from the application of growth theory have been derived to characterize the behavior of (non) resilient microservices operations.

Extracting neuronal functional network dynamics via adaptive Granger causality analysis.

Quantifying the functional relations between the nodes in a network based on local observations is a key challenge in studying complex systems. Most existing time series analysis techniques for this purpose provide static estimates of the network properties, pertain to stationary Gaussian data, or do not take into account the ubiquitous sparsity in the underlying functional networks. When applied to spike recordings from neuronal ensembles undergoing rapid task-dependent dynamics, they thus hinder a precise statistical characterization of the dynamic neuronal functional networks underlying adaptive behavior. We develop a dynamic estimation and inference paradigm for extracting functional neuronal network dynamics in the sense of Granger, by integrating techniques from adaptive filtering, compressed sensing, point process theory, and high-dimensional statistics. We demonstrate the utility of our proposed paradigm through theoretical analysis, algorithm development, and application to synthetic and real data. Application of our techniques to two-photon Ca2+ imaging experiments from the mouse auditory cortex reveals unique features of the functional neuronal network structures underlying spontaneous activity at unprecedented spatiotemporal resolution. Our analysis of simultaneous recordings from the ferret auditory and prefrontal cortical areas suggests evidence for the role of rapid top-down and bottom-up functional dynamics across these areas involved in robust attentive behavior.

Functional modeling of recurrent events on time-to-event processes.

In clinical practice, it is often the case where the association between the occurrence of events and time-to-event outcomes is of interest; thus, it can be modeled within the framework of recurrent events. The purpose of our study is to enrich the information available for modeling survival with relevant dynamic features, properly taking into account their possibly time-varying nature, as well as to provide a new setting for quantifying the association between time-varying processes and time-to-event outcomes. We propose an innovative methodology to model information carried out by time-varying processes by means of functional data, modeling each time-varying variable as the compensator of marked point process the recurrent events are supposed to derive from. By means of Functional Principal Component Analysis, a suitable dimensional reduction of these objects is carried out in order to plug them into a Cox-type functional regression model for overall survival. We applied our methodology to data retrieved from the administrative databases of Lombardy Region (Italy), related to patients hospitalized for Heart Failure (HF) between 2000 and 2012. We focused on time-varying processes of HF hospitalizations and multiple drugs consumption and we studied how they influence patients' overall survival. This novel way to account for time-varying variables allowed to model self-exciting behaviors, for which the occurrence of events in the past increases the probability of a new event, and to quantify the effect of personal behaviors and therapeutic patterns on survival, giving new insights into the direction of personalized treatment.

High-performance sampling of generic determinantal point processes.

Determinantal point processes (DPPs) were introduced by Macchi (Macchi 1975 Adv. Appl. Probab. 7, 83-122) as a model for repulsive (fermionic) particle distributions. But their recent popularization is largely due to their usefulness for encouraging diversity in the final stage of a recommender system (Kulesza & Taskar 2012 Found. Trends Mach. Learn. 5, 123-286). The standard sampling scheme for finite DPPs is a spectral decomposition followed by an equivalent of a randomly diagonally pivoted Cholesky factorization of an orthogonal projection, which is only applicable to Hermitian kernels and has an expensive set-up cost. Researchers Launay et al. 2018 (http://arxiv.org/abs/1802.08429); Chen & Zhang 2018 NeurIPS (https://papers.nips.cc/paper/7805-fast-greedy-map-inference-for-determinantal-point-process-to-improve-recommendation-diversity.pdf) have begun to connect DPP sampling to LDLH factorizations as a means of avoiding the initial spectral decomposition, but existing approaches have only outperformed the spectral decomposition approach in special circumstances, where the number of kept modes is a small percentage of the ground set size. This article proves that trivial modifications of LU and LDLH factorizations yield efficient direct sampling schemes for non-Hermitian and Hermitian DPP kernels, respectively. Furthermore, it is experimentally shown that even dynamically scheduled, shared-memory parallelizations of high-performance dense and sparse-direct factorizations can be trivially modified to yield DPP sampling schemes with essentially identical performance. The software developed as part of this research, Catamari (hodgestar.com/catamari) is released under the Mozilla Public License v.2.0. It contains header-only, C++14 plus OpenMP 4.0 implementations of dense and sparse-direct, Hermitian and non-Hermitian DPP samplers. This article is part of a discussion meeting issue 'Numerical algorithms for high-performance computational science'.

Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions.

We present exact analytical expressions of moments of all orders for neuronal membrane potentials in the multiplicative nonstationary Poisson shot noise model. As an application, we derive closed-form Gram-Charlier density expansions that show how the probability density functions of potentials in such models differ from their Gaussian diffusion approximations. This approach extends the results of Brigham and Destexhe (Preprint, 2015a; Phys Rev E 91:062102, 2015b) by the use of exact combinatorial expressions for the moments of multiplicative nonstationary filtered shot noise processes. Our results are confirmed by stochastic simulations and apply to single- and multiple-noise-source models.

Bayesian spatial modelling of childhood cancer incidence in Switzerland using exact point data: a nationwide study during 1985-2015.

BACKGROUND: The aetiology of most childhood cancers is largely unknown. Spatially varying environmental factors such as traffic-related air pollution, background radiation and agricultural pesticides might contribute to the development of childhood cancer. This study is the first investigation of the spatial disease mapping of childhood cancers using exact geocodes of place of residence. METHODS: We included 5947 children diagnosed with cancer in Switzerland during 1985-2015 at 0-15 years of age from the Swiss Childhood Cancer Registry. We modelled cancer risk using log-Gaussian Cox processes and indirect standardisation to adjust for age and year of diagnosis. We examined whether the spatial variation of risk can be explained by modelled ambient air concentration of NO2, modelled exposure to background ionising radiation, area-based socio-economic position (SEP), linguistic region, duration in years of general cancer registration in the canton or degree of urbanisation. RESULTS: For all childhood cancers combined, the posterior median relative risk (RR), compared to the national level, varied by location from 0.83 to 1.13 (min to max). Corresponding ranges were 0.96 to 1.09 for leukaemia, 0.90 to 1.13 for lymphoma, and 0.82 to 1.23 for central nervous system (CNS) tumours. The covariates considered explained 72% of the observed spatial variation for all cancers, 81% for leukaemia, 82% for lymphoma and 64% for CNS tumours. There was weak evidence of an association of CNS tumour incidence with modelled exposure to background ionising radiation (RR per SD difference 1.17; 0.98-1.40) and with SEP (1.6; 1.00-1.13). CONCLUSION: Of the investigated diagnostic groups, childhood CNS tumours showed the largest spatial variation. The selected covariates only partially explained the observed variation of CNS tumours suggesting that other environmental factors also play a role.

Multitaper Analysis of Semi-Stationary Spectra from Multivariate Neuronal Spiking Observations.

Extracting the spectral representations of neural processes that underlie spiking activity is key to understanding how brain rhythms mediate cognitive functions. While spectral estimation of continuous time-series is well studied, inferring the spectral representation of latent non-stationary processes based on spiking observations is challenging due to the underlying nonlinearities that limit the spectrotemporal resolution of existing methods. In this paper, we address this issue by developing a multitaper spectral estimation methodology that can be directly applied to multivariate spiking observations in order to extract the semi-stationary spectral density of the latent non-stationary processes that govern spiking activity. We establish theoretical bounds on the bias-variance trade-off of our proposed estimator. Finally, application of our proposed technique to simulated and real data reveals significant performance gains over existing methods.

The distance decay of similarity in tropical rainforests. A spatial point processes analytical formulation.

In this paper we are concerned with the analytical description of the change in floristic composition (species turnover) with the distance between two plots of a tropical rainforest due to the clustering of the individuals of the different species. We describe the plant arrangement by a superposition of spatial point processes and in this framework we introduce an analytical function which represents the average spatial density of the Sørensen similarity between two infinitesimal plots at distance r. We see that the decay in similarity with the distance is essentially described by the pair correlation function of the superposed process and that it is governed by the most abundant species. We test our analytical model with empirical data obtained for the Barro Colorado Island and Pasoh rainforests. To this end we adopt the statistical estimator for the pair correlation function in Shimatani (2001) and we design a novel one for the Sørensen similarity. Furthermore, we test our analytical formula by modeling the forest study area with Neyman-Scott point processes. We conclude comparing the advantages of our approach with other ones existing in literature.

Modeling associations between latent event processes governing time series of pulsing hormones.

This work is motivated by a desire to quantify relationships between two time series of pulsing hormone concentrations. The locations of pulses are not directly observed and may be considered latent event processes. The latent event processes of pulsing hormones are often associated. It is this joint relationship we model. Current approaches to jointly modeling pulsing hormone data generally assume that a pulse in one hormone is coupled with a pulse in another hormone (one-to-one association). However, pulse coupling is often imperfect. Existing joint models are not flexible enough for imperfect systems. In this article, we develop a more flexible class of pulse association models that incorporate parameters quantifying imperfect pulse associations. We propose a novel use of the Cox process model as a model of how pulse events co-occur in time. We embed the Cox process model into a hormone concentration model. Hormone concentration is the observed data. Spatial birth and death Markov chain Monte Carlo is used for estimation. Simulations show the joint model works well for quantifying both perfect and imperfect associations and offers estimation improvements over single hormone analyses. We apply this model to luteinizing hormone (LH) and follicle stimulating hormone (FSH), two reproductive hormones. Use of our joint model results in an ability to investigate novel hypotheses regarding associations between LH and FSH secretion in obese and non-obese women.