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The formation of congestion on an urban road network is a key issue for the development of sustainable mobility in future smart cities. In this work, we propose a reductionist approach by studying the stationary states of a simple transport model using a random process on a graph, where each node represents a location and the link weights give the transition rates to move from one node to another, representing the mobility demand. Each node has a maximum flow rate and a maximum load capacity, and we assume that the average incoming flow equals the outgoing flow. In the approximation of the single-step process, we are able to analytically characterize the traffic load distribution on the single nodes using a local maximum entropy principle. Our results explain how congested nodes emerge as the total traffic load increases, analogous to a percolation transition where the appearance of a congested node is an independent random event. However, using numerical simulations, we show that in the more realistic case of synchronous dynamics for the nodes, entropic forces introduce correlations among the node states and favor the clustering of empty and congested nodes. Our aim is to highlight the universal properties of congestion formation and, in particular, to understand the role of traffic load fluctuations as a possible precursor of congestion in a transport network.

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In this work, we present a novel methodology for performing the supervised classification of time-ordered noisy data; we call this methodology Entropic Sparse Probabilistic Approximation with Markov regularization (eSPA-Markov). It is an extension of entropic learning methodologies, allowing the simultaneous learning of segmentation patterns, entropy-optimal feature space discretizations, and Bayesian classification rules. We prove the conditions for the existence and uniqueness of the learning problem solution and propose a one-shot numerical learning algorithm that-in the leading order-scales linearly in dimension. We show how this technique can be used for the computationally scalable identification of persistent (metastable) regime affiliations and regime switches from high-dimensional non-stationary and noisy time series, i.e., when the size of the data statistics is small compared to their dimensionality and when the noise variance is larger than the variance in the signal. We demonstrate its performance on a set of toy learning problems, comparing eSPA-Markov to state-of-the-art techniques, including deep learning and random forests. We show how this technique can be used for the analysis of noisy time series from DNA and RNA Nanopore sequencing.

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We consider a cell population subject to a parasite infection. Cells divide at a constant rate and, at division, share the parasites they contain between their two daughter cells. The sharing may be asymmetric, and its law may depend on the number of parasites in the mother. Cells die at a rate which may depend on the number of parasites they carry, and are also killed when this number explodes. We study the survival of the cell population as well as the mean number of parasites in the cells, and focus on the role of the parasites partitioning kernel at division.

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The Markov method is a common reliability assessment method. It is often used to describe the dynamic characteristics of a system, such as its repairability, fault sequence and multiple degradation states. However, the "curse of dimensionality", which refers to the exponential growth of the system state space with the increase in system complexity, presents a challenge to reliability assessments for complex systems based on the Markov method. In response to this challenge, a novel reliability assessment method for complex systems based on non-homogeneous Markov processes is proposed. This method entails the decomposition of a complex system into multilevel subsystems, each with a relatively small state space, in accordance with the system function. The homogeneous Markov model or the non-homogeneous Markov model is established for each subsystem/system from bottom to top. In order to utilize the outcomes of the lower-level subsystem models as inputs to the upper-level subsystem model, an algorithm is proposed for converting the unavailability curve of a subsystem into its corresponding 2×2 dynamic state transition probability matrix (STPM). The STPM is then employed as an input to the upper-level system's non-homogeneous Markov model. A case study is presented using the reliability assessment of the Reactor Protection System (RPS) based on the proposed method, which is then compared with the models based on the other two contrast methods. This comparison verifies the effectiveness and accuracy of the proposed method.

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We study an extension of the stochastic SIS (Susceptible-Infectious-Susceptible) model in continuous time that accounts for variation amongst individuals. By examining its limiting behaviour as the population size grows we are able to exhibit conditions for the infection to become endemic.

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Many nonequilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases, the irreversible character of the underlying microscopic dynamics becomes blurred, e.g., when the projection hides dissipative cycles. As a result, the observations appear less irreversible, and it is very challenging to infer the degree of broken time-reversal symmetry. Here we show, contrary to intuition, that by ignoring parts of the already coarse-grained state space we may-via a process called milestoning-improve entropy-production estimates. We present diverse examples where milestoning systematically renders observations "closer to underlying microscopic dynamics" and thereby improves thermodynamic inference from lumped data assuming a given range of memory, and we hypothesize that this effect is quite general. Moreover, whereas the correct general physical definition of time reversal in the presence of memory remains unknown, we here show by means of physically relevant examples that at least for semi-Markov processes of first and second order, waiting-time contributions arising from adopting a naive Markovian definition of time reversal generally must be discarded.

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We propose a general mathematical and computational approach to study cellular transport driven by a group of kinesin motors. It is a framework for multi-scale modeling that integrates kinetic models of single kinesin motors, including detachment and reattachment events, to study group behaviors of several motors. By formulating the problem as a semi-Markov process and applying a central limit theorem, asymptotic velocity and diffusivity can be readily calculated, which offers considerable computational advantage over Monte Carlo simulations in tasks such as parameter sensitivity analysis and model selection. We demonstrate the method with some examples. The importance of incorporating the intrinsic microscopic-level dynamics of individual motors is illustrated by showing how changes at the microscopic level propagate to the motor-cargo complex at a mesoscopic level. Particularly, we showcase an example in which changes in the second moment of single-motor characteristics gives rise to different first moment characteristics of the motor group.

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The linear framework uses finite, directed graphs with labelled edges to model biomolecular systems. Graph vertices represent chemical species or molecular states, edges represent reactions or transitions and edge labels represent rates that also describe how the system is interacting with its environment. The present paper is a sequel to a recent review of the framework that focussed on how graph-theoretic methods give insight into steady states as rational algebraic functions of the edge labels. Here, we focus on the transient regime for systems that correspond to continuous-time Markov processes. In this case, the graph specifies the infinitesimal generator of the process. We show how the moments of the first-passage time distribution, and related quantities, such as splitting probabilities and conditional first-passage times, can also be expressed as rational algebraic functions of the labels. This capability is timely, as new experimental methods are finally giving access to the transient dynamic regime and revealing the computations and information processing that occur before a steady state is reached. We illustrate the concepts, methods and formulas through examples and show how the results may be used to illuminate previous findings in the literature.

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The main objective of this paper is to propose a novel SEIR stochastic epidemic model. A distinguishing feature of this new model is that it allows us to consider a setup under general latency and infectious period distributions. To some extent, queuing systems with infinitely many servers and a Markov chain with time-varying transition rate comprise the very technical underpinning of the paper. Although more general, the Markov chain is as tractable as previous models for exponentially distributed latency and infection periods. It is also significantly more straightforward and tractable than semi-Markov models with a similar level of generality. Based on stochastic stability, we derive a sufficient condition for a shrinking epidemic regarding the queuing system's occupation rate that drives the dynamics. Relying on this condition, we propose a class of ad-hoc stabilising mitigation strategies that seek to keep a balanced occupation rate after a prescribed mitigation-free period. We validate the approach in the light of the COVID-19 epidemic in England and in the state of Amazonas, Brazil, and assess the effect of different stabilising strategies in the latter setting. Results suggest that the proposed approach can curb the epidemic with various occupation rate levels if the mitigation is timely.

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BACKGROUND: Traditionally, depression phenotypes have been defined based on interindividual differences that distinguish between subgroups of individuals expressing distinct depressive symptoms often from cross-sectional data. Alternatively, depression phenotypes can be defined based on intraindividual differences, differentiating between transitory states of distinct symptoms profiles that a person transitions into or out of over time. Such within-person phenotypic states are less examined, despite their potential significance for understanding and treating depression. METHODS: The current study used intensive longitudinal data of youths (N = 120) at risk for depression. Clinical interviews (at baseline, 4, 10, 16, and 22 months) yielded 90 weekly assessments. We applied a multilevel hidden Markov model to identify intraindividual phenotypes of weekly depressive symptoms for at-risk youth. RESULTS: Three intraindividual phenotypes emerged: a low-depression state, an elevated-depression state, and a cognitive-physical-symptom state. Youth had a high probability of remaining in the same state over time. Furthermore, probabilities of transitioning from one state to another did not differ by age or ethnoracial minority status; girls were more likely than boys to transition from a low-depression state to either the elevated-depression state or the cognitive-physical symptom state. Finally, these intraindividual phenotypes and their dynamics were associated with comorbid externalizing symptoms. CONCLUSION: Identifying these states as well as the transitions between them characterizes how symptoms of depression change over time and provide potential directions for intervention efforts.

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The purpose of this article is to study new non-Archimedean pseudo-differential operators whose symbols are determined from the behavior of two functions defined on the p-adic numbers. Thanks to the characteristics of our symbols, we can find connections between these operators and new types of non-homogeneous differential equations, Feller semigroups, contraction semigroups and strong Markov processes.

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In this paper, we consider discounted penalty functions, also called Gerber-Shiu functions, in a Markovian shot-noise environment. At first, we exploit the underlying structure of piecewise-deterministic Markov processes (PDMPs) to show that these penalty functions solve certain partial integro-differential equations (PIDEs). Since these equations cannot be solved exactly, we develop a numerical scheme that allows us to determine an approximation of such functions. These numerical solutions can be identified with penalty functions of continuous-time Markov chains with finite state space. Finally, we show the convergence of the corresponding generators over suitable sets of functions to prove that these Markov chains converge weakly against the original PDMP. That gives us that the numerical approximations converge to the discounted penalty functions of the original Markovian shot-noise environment.

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Researchers studying the evolution of viral pathogens and other organisms increasingly encounter and use large and complex data sets from multiple different sources. Statistical research in Bayesian phylogenetics has risen to this challenge. Researchers use phylogenetics not only to reconstruct the evolutionary history of a group of organisms, but also to understand the processes that guide its evolution and spread through space and time. To this end, it is now the norm to integrate numerous sources of data. For example, epidemiologists studying the spread of a virus through a region incorporate data including genetic sequences (e.g. DNA), time, location (both continuous and discrete) and environmental covariates (e.g. social connectivity between regions) into a coherent statistical model. Evolutionary biologists routinely do the same with genetic sequences, location, time, fossil and modern phenotypes, and ecological covariates. These complex, hierarchical models readily accommodate both discrete and continuous data and have enormous combined discrete/continuous parameter spaces including, at a minimum, phylogenetic tree topologies and branch lengths. The increased size and complexity of these statistical models have spurred advances in computational methods to make them tractable. We discuss both the modeling and computational advances below, as well as unsolved problems and areas of active research.

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With tools originating from Markov processes, we investigate the similarities and differences between genomic sequences in FASTA format coming from four variants of the SARS-CoV 2 virus, B.1.1.7 (UK), B.1.351 (South Africa), B.1.617.2 (India), and P.1 (Brazil). We treat the virus' sequences as samples of finite memory Markov processes acting in A = { a , c , g , t } . We model each sequence, revealing some heterogeneity between sequences belonging to the same variant. We identified the five most representative sequences for each variant using a robust notion of classification, see Fernández et al. (Math Methods Appl Sci 43(13):7537-7549. 10.1002/mma.5705 ). Using a notion derived from a metric between processes, see García et al. (Appl Stoch Models Bus Ind 34(6):868-878. 10.1002/asmb.2346), we identify four groups, each group representing a variant. It is also detected, by this metric, global proximity between the variants B.1.351 and B.1.1.7. With the selected sequences, we assemble a multiple partition model, see Cordeiro et al. (Math Methods Appl Sci 43(13):7677-7691. 10.1002/mma.6079), revealing in which states of the state space the variants differ, concerning the mechanisms for choosing the next element in A. Through this model, we identify that the variants differ in their transition probabilities in eleven states out of a total of 256 states. For these eleven states, we reveal how the transition probabilities change from variant (group of variants) to variant (group of variants). In other words, we indicate precisely the stochastic reasons for the discrepancies.

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Human health and physiology is strongly influenced by interactions between human cells and intestinal microbiota in the gut. In mammals, the host-microbiota crosstalk is mainly mediated by regulations at the intestinal crypt level: the epithelial cell turnover in crypts is directly influenced by metabolites produced by the microbiota. Conversely, enterocytes maintain hypoxia in the gut, favorable to anaerobic bacteria which dominate the gut microbiota. We constructed an individual-based model of epithelial cells interacting with the microbiota-derived chemicals diffusing in the crypt lumen. This model is formalized as a piecewise deterministic Markov process (PDMP). It accounts for local interactions due to cell contact (among which are mechanical interactions), for cell proliferation, differentiation and extrusion which are regulated spatially or by chemicals concentrations. It also includes chemicals diffusing and reacting with cells. A deterministic approximated model is also introduced for a large population of small cells, expressed as a system of porous media type equations. Both models are extensively studied through numerical exploration. Their biological relevance is thoroughly assessed by recovering bio-markers of an healthy crypt, such as cell population distribution along the crypt or population turn-over rates. Simulation results from the deterministic model are compared to the PMDP model and we take advantage of its lower computational cost to perform a sensitivity analysis by Morris method. We finally use the crypt model to explore butyrate supplementation to enhance recovery after infections by enteric pathogens.

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Multistate life table methods are an important tool for producing easily understood measures of population health. Most contemporary uses of these methods involve sample data, thus requiring techniques for capturing uncertainty in estimates. In recent decades, several methods have been developed to do so. Among these methods, the Bayesian approach proposed by Lynch and Brown has several unique advantages. However, the approach is limited to estimating years to be spent in only two living states, such as "healthy" and "unhealthy." In this article, the authors extend this method to allow for large state spaces with "quasi-absorbing" states. The authors illustrate the new method and show its advantages using data from the Health and Retirement Study to investigate U.S. regional differences in years of remaining life to be spent with diabetes, chronic conditions, and disabilities. The method works well and yields rich output for reporting and subsequent analyses. The expanded method also should facilitate the use of multi-state life tables to address a wider array of social science research questions.

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Differentiation is the process whereby a cell acquires a specific phenotype, by differential gene expression as a function of time. This is thought to result from the dynamical functioning of an underlying Gene Regulatory Network (GRN). The precise path from the stochastic GRN behavior to the resulting cell state is still an open question. In this work we propose to reduce a stochastic model of gene expression, where a cell is represented by a vector in a continuous space of gene expression, to a discrete coarse-grained model on a limited number of cell types. We develop analytical results and numerical tools to perform this reduction for a specific model characterizing the evolution of a cell by a system of piecewise deterministic Markov processes (PDMP). Solving a spectral problem, we find the explicit variational form of the rate function associated to a large deviations principle, for any number of genes. The resulting Lagrangian dynamics allows us to define a deterministic limit of which the basins of attraction can be identified to cellular types. In this context the quasipotential, describing the transitions between these basins in the weak noise limit, can be defined as the unique solution of an Hamilton-Jacobi equation under a particular constraint. We develop a numerical method for approximating the coarse-grained model parameters, and show its accuracy for a symmetric toggle-switch network. We deduce from the reduced model an approximation of the stationary distribution of the PDMP system, which appears as a Beta mixture. Altogether those results establish a rigorous frame for connecting GRN behavior to the resulting cellular behavior, including the calculation of the probability of jumps between cell types.

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Understanding the main determinants of species coexistence across space and time is a central question in ecology. However, ecologists still know little about the scales and conditions at which biotic interactions matter and how these interact with the environment to structure species assemblages. Here we use recent theoretical developments to analyse plant distribution and trait data across Europe and find that plant height clustering is related to both evapotranspiration (ET) and gross primary productivity. This clustering is a signal of interspecies competition between plants, which is most evident in mid-latitude ecoregions, where conditions for growth (reflected in actual ET rates and gross primary productivities) are optimal. Away from this optimum, climate severity probably overrides the effect of competition, or other interactions become increasingly important. Our approach bridges the gap between species-rich competition theories and large-scale species distribution data analysis.

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We present a hypothetical argument against finite-state processes in statistical language modeling that is based on semantics rather than syntax. In this theoretical model, we suppose that the semantic properties of texts in a natural language could be approximately captured by a recently introduced concept of a perigraphic process. Perigraphic processes are a class of stochastic processes that satisfy a Zipf-law accumulation of a subset of factual knowledge, which is time-independent, compressed, and effectively inferrable from the process. We show that the classes of finite-state processes and of perigraphic processes are disjoint, and we present a new simple example of perigraphic processes over a finite alphabet called Oracle processes. The disjointness result makes use of the Hilberg condition, i.e., the almost sure power-law growth of algorithmic mutual information. Using a strongly consistent estimator of the number of hidden states, we show that finite-state processes do not satisfy the Hilberg condition whereas Oracle processes satisfy the Hilberg condition via the data-processing inequality. We discuss the relevance of these mathematical results for theoretical and computational linguistics.

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Phylogenetic networks can represent evolutionary events that cannot be described by phylogenetic trees. These networks are able to incorporate reticulate evolutionary events such as hybridization, introgression, and lateral gene transfer. Recently, network-based Markov models of DNA sequence evolution have been introduced along with model-based methods for reconstructing phylogenetic networks. For these methods to be consistent, the network parameter needs to be identifiable from data generated under the model. Here, we show that the semi-directed network parameter of a triangle-free, level-1 network model with any fixed number of reticulation vertices is generically identifiable under the Jukes-Cantor, Kimura 2-parameter, or Kimura 3-parameter constraints.

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