Peter Neal

Robust estimation of microbial diversity in theory and in practice.

Quantifying diversity is of central importance for the study of structure, function and evolution of microbial communities. The estimation of microbial diversity has received renewed attention with the advent of large-scale metagenomic studies. Here, we consider what the diversity observed in a sample tells us about the diversity of the community being sampled. First, we argue that one cannot reliably estimate the absolute and relative number of microbial species present in a community without making unsupported assumptions about species abundance distributions. The reason for this is that sample data do not contain information about the number of rare species in the tail of species abundance distributions. We illustrate the difficulty in comparing species richness estimates by applying Chao’s estimator of species richness to a set of in silico communities: they are ranked incorrectly in the presence of large numbers of rare species. Next, we extend our analysis to a general family of diversity metrics (‘Hill diversities’), and construct lower and upper estimates of diversity values consistent with the sample data. The theory generalizes Chao’s estimator, which we retrieve as the lower estimate of species richness. We show that Shannon and Simpson diversity can be robustly estimated for the in silico communities. We analyze nine metagenomic data sets from a wide range of environments, and show that our findings are relevant for empirically-sampled communities. Hence, we recommend the use of Shannon and Simpson diversity rather than species richness in efforts to quantify and compare microbial diversity.

Network epidemic models with two levels of mixing

The study of epidemics on social networks has attracted considerable attention recently. In this paper, we consider a stochastic SIR (susceptible-->infective-->removed) model for the spread of an epidemic on a finite network, having an arbitrary but specified degree distribution, in which individuals also make casual contacts, i.e. with people chosen uniformly from the population. The behaviour of the model as the network size tends to infinity is investigated. In particular, the basic reproduction number R(0), that governs whether or not an epidemic with few initial infectives can become established is determined, as are the probability that an epidemic becomes established and the proportion of the population who are ultimately infected by such an epidemic. For the case when the infectious period is constant and all individuals in the network have the same degree, the asymptotic variance and a central limit theorem for the size of an epidemic that becomes established are obtained. Letting the rate at which individuals make casual contacts decrease to zero yields, heuristically, corresponding results for the model without casual contacts, i.e. for the standard SIR network epidemic model. A deterministic model that approximates the spread of an epidemic that becomes established in a large population is also derived. The theory is illustrated by numerical studies, which demonstrate that the asymptotic approximations work well, even for only moderately sized networks, and that the degree distribution and the inclusion of casual contacts can each have a major impact on the outcome of an epidemic.

Bayesian analysis for emerging infectious diseases

Infectious diseases both within human and animal populations often pose serious health and socioeconomic risks. From a statistical perspective, their prediction is complicated by the fact that no two epidemics are identical due to changing contact habits, mutations of infectious agents, and changing human and animal behaviour in response to the presence of an epidemic. Thus model param- eters governing infectious mechanisms will typically be unknown. On the other hand, epidemic control strategies need to be decided rapidly as data accumulate. In this paper we present a fully Bayesian methodology for performing inference and online prediction for epidemics in structured populations. Key features of our approach are the development of an MCMC- (and adaptive MCMC-) based methodology for parameter estimation, epidemic prediction, and online assessment of risk from currently unobserved infections. We illustrate our methods using two complementary studies: an analysis of the 2001 UK Foot and Mouth epidemic, and modelling the potential risk from a possible future Avian In∞uenza epidemic to the UK Poultry industry.

OPTIMAL SCALING FOR PARTIALLY UPDATING MCMC ALGORITHMS

In this paper we shall consider optimal scaling problems for high-dimensional Metropolis–Hastings algorithms where updates can be chosen to be lower dimensional than the target density itself. We find that the optimal scaling rule for the Metropolis algorithm, which tunes the overall algorithm acceptance rate to be 0.234, holds for the so-called Metropolis-within-Gibbs algorithm as well. Furthermore, the optimal efficiency obtainable is independent of the dimensionality of the update rule. This has important implications for the MCMC practitioner since high-dimensional updates are generally computationally more demanding, so that lower-dimensional updates are therefore to be preferred. Similar results with rather different conclusions are given for so-called Langevin updates. In this case, it is found that high-dimensional updates are frequently most efficient, even taking into account computing costs.

A case study in non-centering for data augmentation: Stochastic epidemics

In this paper, we introduce non-centered and partially non-centered MCMC algorithms for stochastic epidemic models. Centered algorithms previously considered in the literature perform adequately well for small data sets. However, due to the high dependence inherent in the models between the missing data and the parameters, the performance of the centered algorithms gets appreciably worse when larger data sets are considered. Therefore non-centered and partially non-centered algorithms are introduced and are shown to out perform the existing centered algorithms.

Optimal scaling of random walk Metropolis algorithms with discontinuous target densities.

We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms where the target distribution has a discontinuous probability density function. Almost all previous analysis has focused upon continuous target densities. The main result is a weak convergence result as the dimensionality d of the target densities converges to ∞. In particular, when the proposal variance is scaled by d−2, the sequence of stochastic processes formed by the first component of each Markov chain converges to an appropriate Langevin diffusion process. Therefore optimizing the efficiency of the RWM algorithm is equivalent to maximizing the speed of the limiting diffusion. This leads to an asymptotic optimal acceptance rate of e−2 (=0.1353) under quite general conditions. The results have major practical implications for the implementation of RWM algorithms by highlighting the detrimental effect of choosing RWM algorithms over Metropolis-within-Gibbs algorithms.

Efficient likelihood-free Bayesian Computation for household epidemics

Considerable progress has been made in applying Markov chain Monte Carlo (MCMC) methods to the analysis of epidemic data. However, this likelihood based method can be inefficient due to the limited data available concerning an epidemic outbreak. This paper considers an alternative approach to studying epidemic data using Approximate Bayesian Computation (ABC) methodology. ABC is a simulation-based technique for obtaining an approximate sample from the posterior distribution of the parameters of the model and in an epidemic context is very easy to implement. A new approach to ABC is introduced which generates a set of values from the (approximate) posterior distribution of the parameters during each simulation rather than a single value. This is based upon coupling simulations with different sets of parameters and we call the resulting algorithm coupled ABC. The new methodology is used to analyse final size data for epidemics amongst communities partitioned into households. It is shown that for the epidemic data sets coupled ABC is more efficient than ABC and MCMC-ABC.

MCMC for Integer-Valued ARMA Processes

The classical statistical inference for integer-valued time-series has primarily been restricted to the integer-valued autoregressive (INAR) process. Markov chain Monte Carlo (MCMC) methods have been shown to be a useful tool in many branches of statistics and is particularly well suited to integer-valued time-series where statistical inference is greatly assisted by data augmentation. Thus in this article, we outline an efficient MCMC algorithm for a wide class of integer-valued autoregressive moving-average (INARMA) processes. Furthermore, we consider noise corrupted integer-valued processes and also models with change points. Finally, in order to assess the MCMC algorithms inferential and predictive capabilities we use a range of simulated and real data sets.

The great circle epidemic model

We consider a stochastic model for the spread of an epidemic among a population of n individuals that are equally spaced around a circle. Throughout its infectious period, a typical infective, i say, makes global contacts, with individuals chosen independently and uniformly from the whole population, and local contacts, with individuals chosen independently and uniformly according to a contact distribution centred on i. The asymptotic situation in which the local contact distribution converges weakly as n→∞ is analysed. A branching process approximation for the early stages of an epidemic is described and made rigorous as n→∞ by using a coupling argument, yielding a threshold theorem for the model. A central limit theorem is derived for the final outcome of epidemics that take off, by using an embedding representation. The results are specialised to the case of a symmetric, nearest-neighbour local contact distribution.

Efficient order selection algorithms for integer-valued ARMA processes

We consider the problem of model (order) selection for integer-valued autoregressive moving-average (INARMA) processes. A very efficient reversible jump Markov chain Monte Carlo (RJMCMC) algorithm is constructed for moving between INARMA processes of different orders. An alternative in the form of the EM algorithm is given for determining the order of an integer-valued autoregressive (INAR) process. Both algorithms are successfully applied to both simulated and real data sets. Copyright 2008 The Authors. Journal compilation 2008 Blackwell Publishing Ltd