A comparison of numerical approaches for statistical inference with stochastic models.

Due to our limited knowledge about complex environmental systems, our predictions of their behavior under different scenarios or decision alternatives are subject to considerable uncertainty. As this uncertainty can often be relevant for societal decisions, the consideration, quantification and communication of it is very important. Due to internal stochasticity, often poorly known influence factors, and only partly known mechanisms, in many cases, a stochastic model is needed to get an adequate description of uncertainty. As this implies the need to infer constant parameters, as well as the time-course of stochastic model states, a very high-dimensional inference problem for model calibration has to be solved. This is very challenging from a methodological and a numerical perspective. To illustrate aspects of this problem and show options to successfully tackle it, we compare three numerical approaches: Hamiltonian Monte Carlo, Particle Markov Chain Monte Carlo, and Conditional Ornstein-Uhlenbeck Sampling. As a case study, we select the analysis of hydrological data with a stochastic hydrological model. We conclude that the performance of the investigated techniques is comparable for the analyzed system, and that also generality and practical considerations may be taken into account to guide the choice of which technique is more appropriate for a particular application. Supplementary Information: The online version contains supplementary material available at 10.1007/s00477-023-02434-z.

Second-order phase transition in phytoplankton trait dynamics.

Key traits of unicellular species, such as cell size, often follow scale-free or self-similar distributions, hinting at the possibility of an underlying critical process. However, linking such empirical scaling laws to the critical regime of realistic individual-based model classes is difficult. Here, we reveal new empirical scaling evidence associated with a transition in the population and the chlorophyll dynamics of phytoplankton. We offer a possible explanation for these observations by deriving scaling laws in the vicinity of the critical point of a new universality class of non-local cell growth and division models. This "criticality hypothesis" can be tested through new scaling predictions derived for our model class, for the response of chlorophyll distributions to perturbations. The derived scaling laws may also be generalized to other cellular traits and environmental drivers relevant to phytoplankton ecology.

Modelling survival: exposure pattern, species sensitivity and uncertainty.

The General Unified Threshold model for Survival (GUTS) integrates previously published toxicokinetic-toxicodynamic models and estimates survival with explicitly defined assumptions. Importantly, GUTS accounts for time-variable exposure to the stressor. We performed three studies to test the ability of GUTS to predict survival of aquatic organisms across different pesticide exposure patterns, time scales and species. Firstly, using synthetic data, we identified experimental data requirements which allow for the estimation of all parameters of the GUTS proper model. Secondly, we assessed how well GUTS, calibrated with short-term survival data of Gammarus pulex exposed to four pesticides, can forecast effects of longer-term pulsed exposures. Thirdly, we tested the ability of GUTS to estimate 14-day median effect concentrations of malathion for a range of species and use these estimates to build species sensitivity distributions for different exposure patterns. We find that GUTS adequately predicts survival across exposure patterns that vary over time. When toxicity is assessed for time-variable concentrations species may differ in their responses depending on the exposure profile. This can result in different species sensitivity rankings and safe levels. The interplay of exposure pattern and species sensitivity deserves systematic investigation in order to better understand how organisms respond to stress, including humans.

Computationally Efficient Implementation of a Novel Algorithm for the General Unified Threshold Model of Survival (GUTS).

The General Unified Threshold model of Survival (GUTS) provides a consistent mathematical framework for survival analysis. However, the calibration of GUTS models is computationally challenging. We present a novel algorithm and its fast implementation in our R package, GUTS, that help to overcome these challenges. We show a step-by-step application example consisting of model calibration and uncertainty estimation as well as making probabilistic predictions and validating the model with new data. Using self-defined wrapper functions, we show how to produce informative text printouts and plots without effort, for the inexperienced as well as the advanced user. The complete ready-to-run script is available as supplemental material. We expect that our software facilitates novel re-analysis of existing survival data as well as asking new research questions in a wide range of sciences. In particular the ability to quickly quantify stressor thresholds in conjunction with dynamic compensating processes, and their uncertainty, is an improvement that complements current survival analysis methods.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Toxicokinetic-toxicodynamic modeling of quantal and graded sublethal endpoints: a brief discussion of concepts.

We report on the advantages and problems of using toxicokinetic-toxicodynamic (TKTD) models for the analysis, understanding, and simulation of sublethal effects. Only a few toxicodynamic approaches for sublethal effects are available. These differ in their effect mechanism and emphasis on linkages between endpoints. We discuss how the distinction between quantal and graded endpoints and the type of linkage between endpoints can guide model design and selection. Strengths and limitations of two main approaches and possible ways forward are outlined.

General unified threshold model of survival--a toxicokinetic-toxicodynamic framework for ecotoxicology.

Toxicokinetic-toxicodynamic models (TKTD models) simulate the time-course of processes leading to toxic effects on organisms. Even for an apparently simple endpoint as survival, a large number of very different TKTD approaches exist. These differ in their underlying hypotheses and assumptions, although often the assumptions are not explicitly stated. Thus, our first objective was to illuminate the underlying assumptions (individual tolerance or stochastic death, speed of toxicodynamic damage recovery, threshold distribution) of various existing modeling approaches for survival and show how they relate to each other (e.g., critical body residue, critical target occupation, damage assessment, DEBtox survival, threshold damage). Our second objective was to develop a general unified threshold model for survival (GUTS), from which a large range of existing models can be derived as special cases. Specific assumptions to arrive at these special cases are made and explained. Finally, we illustrate how special cases of GUTS can be fitted to survival data. We envision that GUTS will help increase the application of TKTD models in ecotoxicological research as well as environmental risk assessment of chemicals. It unifies a wide range of previously unrelated approaches, clarifies their underlying assumptions, and facilitates further improvement in the modeling of survival under chemical stress.