Estimation for general birth-death processes

Details Estimation for general birth-death processes Estimation for general birth-death processes

2011-11-21

arxiv.org/abs/1111.4954v1

Statistics

Methodology

Scientific paper

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle birth and death rates remains largely limited to restrictive linear BDPs in which per-particle birth and death rates are constant. Researchers often observe the number of particles at discrete times, necessitating data augmentation procedures such as expectation-maximization (EM) to find maximum likelihood estimates. The E-step in the EM algorithm is available in closed-form for some linear BDPs, but otherwise previous work has resorted to approximation or simulation. Remarkably, the E-step conditional expectations can also be expressed as convolutions of computable transition probabilities for any general BDP with arbitrary rates. This important observation, along with a convenient continued fraction representation of the Laplace transforms of the transition probabilities, allows novel and efficient computation of the conditional expectations for all BDPs, eliminating the need for approximation or costly simulation. We use this insight to derive EM algorithms that yield maximum likelihood estimation for general BDPs characterized by various rate models, including generalized linear models. We show that our Laplace convolution technique outperforms competing methods when available and demonstrate a technique to accelerate EM algorithm convergence. Finally, we validate our approach using synthetic data and then apply our methods to estimation of mutation parameters in microsatellite evolution.

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