Parameter estimation for discretely observed linear birth-and-death processes

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, as the likelihood can become numerically unstable when data arise from the most common sampling schemes, such as annual population censuses. A further difficulty arises when the discrete observations are not equi-spaced, for example, when census data are unavailable for some years. We present two approaches to estimating the birth, death, and growth rates of a discretely observed linear birth-and-death process: via an embedded Galton-Watson process and by maximizing a saddlepoint approximation to the likelihood. We study asymptotic properties of the estimators, compare them on numerical examples, and apply the methodology to data on monitored populations.

Statistical Inference for Partially Observed Stochastic Epidemics

Andrea Kraus

This work is concerned with the estimation of the spreading potential of the disease in the initial stages of an epidemic. A speedy and accurate estimation is important for determining whether or not interventions are necessary to prevent a major outbreak. At the same time, the information available in the early stages is scarce and data collection imperfect. We consider an epidemic in a large susceptible population, and address the estimation based on temporally aggregated counts of new cases that are subject to unknown random under-reporting. We allow for an influence of the detection process on the evolution of the epidemic. While the proportion of infectious individuals in the population is small, the role of chance in the spread of the disease may be substantial. Therefore, stochastic epidemic models are applied. As these are difficult to analyse, the time evolution of the number of infectious individuals is approximated by branching processes. We study the estimation in a partially observed Galton–Watson process and in a partially observed linear birth and death process; and in each case focus on the parameter characterising the growth of the process. We aim at estimators that perform well in the asymptotic sense where a single trajectory is observed over a long period of time, and study the asymptotics conditionally on the eventual explosion of the process. The partially observed Galton–Watson process has been recently proposed in the literature as a model for the initial stages of an epidemic. Its probabilistic structure has been explored and estimation has been partially addressed, in that consistent estimators have been constructed. However, the estimation-related uncertainty has not been evaluated. We address this issue here by constructing estimators that are motivated from the asymptotic dependence structure of the process. We show that they are consistent and asymptotically normal, consistently estimate their asymptotic variances, and construct asymptotic confidence intervals. In addition, we evaluate their finite-sample performance in a simulation study and their practical performance on real data. The observation mechanism in the partially observed Galton–Watson process is inherently discrete. To allow for continuous-time dynamics, we incorporate partial observation in the linear birth and death process. In particular, we propose a model where the birth process is completely unobserved, while a random proportion of the death process is observed at discrete time points. We study the estimation in this model. Motivated by its counting process structure, we arrive at consistent and asymptotically normal estimators, consistently estimate their asymptotic variances, and construct asymptotic confidence intervals. We also evaluate the finite-sample and practical performance of the estimators in a simulation study and on real data.

EPFL2013

Modélisation et analyse numérique de problèmes de réaction-diffusion provenant de la solidification d'alliages binaires

In this work, we are interested in elaborating models and numerical methods in order to study some phenomena which arise in the solidification of binary alloys. We propose two distinct models based on the mass and energy conservation laws as well as on classical thermodynamics. The first model is based on the irreversible process theory and therefore requires the computation of the entropy of the system to complete the description. To obtain this quantity, we develop a formalism and a method which yields numerical results. This construction is made so that the entropy function inherits some interesting mathematical properties from physical requirements. These properties allow us to elaborate and analyze mathematically an original scheme using a time discretization depending on a real parameter to solve the solidification problem. In particular, we are able to prove that the scheme is stable for all values of the time step if the parameter is chosen correctly. Furthermore, we give some numerical results to support the theory. The second model, called phase-field model, is used to describe dendrites' formation during the solidification of binary alloys. The nature of the problem constrains us to use very fine meshes in some physical regions. To reduce the number of discrete unknowns, we develop an adaptive mesh strategy based on an ad-hoc error estimator. We make numerical tests showing that the method converges on regular meshes and that the estimator is in good agreement with the true error. We also show that the mesh refinement strategy gives good results in academic and physical cases.

EPFL1999

Inverse problems in acoustic tomography

Ivana Jovanovic

Acoustic tomography aims at recovering the unknown parameters that describe a field of interest by studying the physical characteristics of sound propagating through the considered field. The tomographic approach is appealing in that it is non-invasive and allows to obtain a significantly larger amount of data compared to the classical one-sensor one-measurement setup. It has, however, two major drawbacks which may limit its applicability in a practical setting: the methods by which the tomographic data are acquired and then converted to the field values are computationally intensive and often ill-conditioned. This thesis specifically addresses these two shortcomings by proposing novel acoustic tomography algorithms for signal acquisition and field reconstruction. The first part of our exposition deals with some theoretical aspects of the tomographic sampling problems and associated reconstruction schemes for scalar and vector tomography. We show that the classical time-of-flight measurements are not sufficient for full vector field reconstruction. As a solution, an additional set of measurements is proposed. The main advantage of the proposed set is that it can be directly computed from acoustic measurements. It thus avoids the need for extra measuring devices. We then describe three novel reconstruction methods that are conceptually quite different. The first one is based on quadratic optimization and does not require any a priori information. The second method builds upon the notion of sparsity in order to increase the reconstruction accuracy when little data is available. The third approach views tomographic reconstruction as a parametric estimation problem and solves it using recent sampling results on non-bandlimited signals. The proposed methods are compared and their respective advantages are outlined. The second part of our work is dedicated to the application of the proposed algorithms to three practical problems: breast cancer detection, thermal therapy monitoring, and temperature monitoring in the atmosphere. We address the problem of breast cancer detection by computing a map of sound speed in breast tissue. A noteworthy contribution of this thesis is the development of a signal processing technique that significantly reduces the artifacts that arise in very inhomogeneous and absorbent tissue. Temperature monitoring during thermal therapies is then considered. We show how some of our algorithms allow for an increased spatial resolution and propose ways to reduce the computational complexity. Finally, we demonstrate the feasibility of tomographic temperature monitoring in the atmosphere using a custom-built laboratory-scale experiment. In particular, we discuss various practical aspects of time-of-flight measurement using cheap, off-the-shelf sensing devices.