Copulas provide a powerful and flexible tool for modeling the dependence structure of random vectors, and they have many applications in finance, insurance, engineering, hydrology, and other fields. One well-known class of copulas in two dimensions is the Farlie–Gumbel–Morgenstern (FGM) copula, since its simple analytic shape enables closed-form solutions to many problems in applied probability. However, the classical definition of the high-dimensional FGM copula does not enable a straightforward understanding of the effect of the copula parameters on the dependence, nor a geometric understanding of their admissible range. We circumvent this issue by analyzing the FGM copula from a probabilistic approach based on multivariate Bernoulli distributions. This paper examines high-dimensional exchangeable FGM copulas, a subclass of FGM copulas. We show that the dependence parameters of exchangeable FGM copulas can be expressed as a convex hull of a finite number of extreme points. We also leverage the probabilistic interpretation to develop efficient sampling and estimating procedures and provide a simulation study. Throughout, we discover geometric interpretations of the copula parameters that assist one in decoding the dependence of high-dimensional exchangeable FGM copulas.

Extreme value theory plays an important role in providing approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An important one is given by the generalised Pareto distribution $H_\gamma(x)$ as an approximation of the distribution $F_t(s(t)x)$ of the excesses over a threshold t, where s(t) is a suitable norming function. We study the rate of convergence of $F_t(s(t)\cdot)$ to $H_\gamma$ in variational and Hellinger distances and translate it into that regarding the Kullback–Leibler divergence between the respective densities.

In Beijing, the capital of China, routine measles mass vaccination has been in place for decades with high coverage; and since the 2000s, catch-up vaccination programmes have been implemented for migrant workers coming to the city. However, measles epidemics in Beijing persisted. Here, we explored the contributing factors of persistent measles transmission in Beijing using an epidemic model in conjunction with a particle filter. Model inputs included data on birth, death, migration, and vaccination. We formulated a series of hypotheses covering the impact of migrant influx, early waning of maternal immunity, and increased mixing among infants; we compared the plausibility of the hypotheses based on model fit to age-grouped, weekly measles incidence data from January 2005 to December 2014, and out-of-fit prediction during 2015–2019. Our best models showed close agreement with the data, and the out-of-fit prediction generally captured the trend of measles incidence from 2015 to 2019. We found that large influx of migrants with considerably higher susceptibility likely contributed to the persistent measles transmission in Beijing. Our findings suggest that stronger catch-up vaccination programmes for migrants may help eliminate measles transmission in Beijing.

Motivated by applications to COVID dynamics, we describe a model of a branching process in a random environment $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving periods of increase and decrease leading to supercritical and subcritical regimes. Even though the process is not Markov, we identify subsequences at random time points $\{(\tau_j, \nu_j)\}$—specifically the values of the process at crossing times, viz. $\{(Z_{\tau_j}, Z_{\nu_j})\}$—along which the process retains the Markov structure. Under mild moment and regularity conditions, we establish that the subsequences possess a regenerative structure and prove that the limiting normal distributions of the growth rates of the process in supercritical and subcritical regimes decouple. For this reason, we establish limit theorems concerning the length of supercritical and subcritical regimes and the proportion of time the process spends in these regimes. As a byproduct of our analysis, we explicitly identify the limiting variances in terms of the functionals of the offspring distribution, threshold distribution, and environmental sequences.

Systemic risk measures have been shown to be predictive of financial crises and declines in real activity. Thus, forecasting them is of major importance in finance and economics. In this paper, we propose a new forecasting method for systemic risk as measured by the marginal expected shortfall (MES). It is based on first de-volatilizing the observations and, then, calculating systemic risk for the residuals using an estimator based on extreme value theory. We show the validity of the method by establishing the asymptotic normality of the MES forecasts. The good finite-sample coverage of the implied MES forecast intervals is confirmed in simulations. An empirical application to major U.S. banks illustrates the significant time variation in the precision of MES forecasts, and explores the implications of this fact from a regulatory perspective.

Dog vaccination is the key to controlling rabies in human populations. However, in countries like India, with large free-roaming dog populations, vaccination strategies that rely only on parenteral vaccines are unlikely to be either feasible or successful. Oral rabies vaccines could be used to reach these dogs. We use cost estimates for an Indian city and linear optimisation to find the most cost-effective vaccination strategies. We show that an oral bait handout method for dogs that are never confined can reduce the per dog costs of vaccination and increase vaccine coverage. This finding holds even when baits cost up to 10x the price of parenteral vaccines, if there is a large dog population or proportion of dogs that are never confined. We suggest that oral rabies vaccine baits will be part of the most cost-effective strategies to eliminate human deaths from dog-mediated rabies by 2030.

We consider Poisson hail models and characterize up to boundaries the collection of critical moments which guarantee stability. In particular, we treat the case of infinite speed of propagation.

Real networks often exhibit clustering, the tendency to form relatively small groups of nodes with high edge densities. This clustering property can cause large numbers of small and dense subgraphs to emerge in otherwise sparse networks. Subgraph counts are an important and commonly used source of information about the network structure and function. We study probability distributions of subgraph counts in a community affiliation graph. This is a random graph generated as an overlay of m partly overlapping independent Bernoulli random graphs (layers) $G_1,\dots,G_m$ with variable sizes and densities. The model is parameterised by a joint distribution of layer sizes and densities. When m grows linearly in the number of nodes n, the model generates sparse random graphs with a rich statistical structure, admitting a nonvanishing clustering coefficient and a power-law limiting degree distribution. In this paper we establish the normal and $\alpha$-stable approximations to the numbers of small cliques, cycles, and more general 2-connected subgraphs of a community affiliation graph.

Post COVID-19 condition (PCC) refers to persistent or recurring symptoms (>8 weeks) occurring ≤12 weeks following acute COVID-19. The objective of this systematic review was to assess the evidence on the risk of PCC with vaccination before or after COVID-19 or after developing PCC, and the safety of vaccination among those already experiencing PCC. A search was conducted up to 13 December 2022 and standard systematic review methodology was followed. Thirty-one observational studies were included. There is moderate confidence that two doses of vaccine given pre-infection reduced the odds of PCC (pooled OR (pOR) 0.67, 95% CI 0.60–0.74, I2 = 59.9%), but low confidence that one dose may not reduce the odds (pOR 0.64, 95% CI 0.31#x2013;1.31, I2 = 99.2%), and the evidence is very uncertain about the effect of three doses (pOR 0.45, 95% CI 0.10#x2013;1.99, I2 = 30.9%). One of three studies suggested vaccination shortly after COVID-19 may offer additional protection from developing PCC compared to unvaccinated individuals, but this evidence was very uncertain. For those with PCC, vaccination was not associated with worsening PCC symptoms (10 studies) and appears safe (3 studies), but it is unclear if vaccination may change established PCC symptoms.

Consider the following migration process based on a closed network of N queues with $K_N$ customers. Each station is a $\cdot$/M/$\infty$ queue with service (or migration) rate $\mu$. Upon departure, a customer is routed independently and uniformly at random to another station. In addition to migration, these customers are subject to a susceptible–infected–susceptible (SIS) dynamics. That is, customers are in one of two states: I for infected, or S for susceptible. Customers can swap their state either from I to S or from S to I only in stations. More precisely, at any station, each susceptible customer becomes infected with the instantaneous rate $\alpha Y$ if there are Y infected customers in the station, whereas each infected customer recovers and becomes susceptible with rate $\beta$. We let N tend to infinity and assume that $\lim_{N\to \infty} K_N/N= \eta $, where $\eta$ is a positive constant representing the customer density. The main problem of interest concerns the set of parameters of such a system for which there exists a stationary regime where the epidemic survives in the limiting system. The latter limit will be referred to as the thermodynamic limit. We use coupling and stochastic monotonicity arguments to establish key properties of the associated Markov processes, which in turn allow us to give the structure of the phase transition diagram of this thermodynamic limit with respect to $\eta$. The analysis of the Kolmogorov equations of this SIS model reduces to that of a wave-type PDE for which we have found no explicit solution. This plain SIS model is one among several companion stochastic processes that exhibit both random migration and contagion. Two of them are discussed in the present paper as they provide variants to the plain SIS model as well as some bounds and approximations. These two variants are the departure-on-change-of-state (DOCS) model and the averaged-infection-rate (AIR) model, which both admit closed-form solutions. The AIR system is a classical mean-field model where the infection mechanism based on the actual population of infected customers is replaced by a mechanism based on some empirical average of the number of infected customers in all stations. The latter admits a product-form solution. DOCS features accelerated migration in that each change of SIS state implies an immediate departure. This model leads to another wave-type PDE that admits a closed-form solution. In this text, the main focus is on the closed stochastic networks and their limits. The open systems consisting of a single station with Poisson input are instrumental in the analysis of the thermodynamic limits and are also of independent interest. This class of SIS dynamics has incarnations in virtually all queueing networks of the literature.

Scabies is a parasitic infestation with high global burden. Mass drug administrations (MDAs) are recommended for communities with a scabies prevalence of >10%. Quantitative analyses are needed to demonstrate the likely effectiveness of MDA recommendations. In this study, we developed an agent-based model of scabies transmission calibrated to demographic and epidemiological data from Monrovia. We used this model to compare the effectiveness of MDA scenarios for achieving scabies elimination and reducing scabies burden, as measured by time until recrudescence following delivery of an MDA and disability-adjusted-life-years (DALYs) averted. Our model showed that three rounds of MDA delivered at six-month intervals and reaching 80% of the population could reduce prevalence below 2% for three years following the final round, before recrudescence. When MDAs were followed by increased treatment uptake, prevalence was maintained below 2% indefinitely. Increasing the number of and coverage of MDA rounds increased the probability of achieving elimination and the number of DALYs averted. Our results suggest that acute reduction of scabies prevalence by MDA can support a transition to improved treatment access. This study demonstrates how modelling can be used to estimate the expected impact of MDAs by projecting future epidemiological dynamics and health gains under alternative scenarios.

Data has become a critical trans-national and cross-border resource. Yet, the lack of a well-defined approach to using it poses challenges to harnessing its value. This article explores the increasing importance of global data governance due to the rapid growth of data, and the need for responsible data practices. The purpose of this paper is to compare approaches and identify patterns in the emergent data governance ecosystem within sectors close to the international development field, ultimately presenting key takeaways and reflections on when and why a global data governance framework may be needed. Overall, the paper provides information about the conditions when a more holistic, coordinated transnational approach to data governance may be needed to responsibly manage the global flow of data. The report does this by (a) considering conditions specified by the literature that may be conducive to global data governance, and (b) analyzing and comparing existing frameworks, specifically investigating six key elements: purpose, principles, anchoring documents, data description and lifecycle, processes, and practices. The article closes with a series of final recommendations, which include adopting a broader concept of data stewardship to reconcile data protection and promotion, focusing on responsible reuse of data to unlock socioeconomic value, harmonizing meanings to operationalize principles, incorporating global human rights frameworks to provide common North Stars, unifying key definitions of data, adopting a data lifecycle approach, incorporating participatory processes and collective agency, investing in new professions with specific roles, improving accountability through oversight and compliance mechanisms, and translating recommendations into practical tools.

Finding paths is a fundamental problem in graph theory and algorithm design due to its many applications. Recently, this problem has been considered on temporal graphs, where edges may change over a discrete time domain. The analysis of graphs has also taken into account the relevance of vertex properties, modeled by assigning to vertices labels or colors. In this work, we deal with a problem that, given a static or temporal graph, whose vertices are colored graph looks for a path such that (1) the vertices of the path have distinct colors and (2) that path includes the maximum number of colors. We analyze the approximation complexity of the problem on static and temporal graphs, and we prove an inapproximability bound. Then, we consider the problem on temporal graphs, and we design a heuristic for it. We present an experimental evaluation of our heuristic, both on synthetic and real-world graphs. The experimental results show that for many instances of the problem, our method is able to return near-optimal solutions.

Previous studies have shown that relationship sentiments in families follow a pattern wherein either all maintain positive relationships or there are two antagonistic factions. This result is consistent with the network theory of structural balance that individuals befriend their friends’ friend and become enemies with their friends’ enemies. Fault lines in families would then endogenously emerge through the same kinds of interactional processes that organize nations into axis and allies. We argue that observed patterns may instead exogenously come about as the result of personal characteristics or homophilous partitions of family members. Disentangling these alternate theoretical possibilities requires longitudinal data. The present study tracks the sentiment dynamics of 1,710 families in a longitudinal panel study. Results show the same static patterns suggestive of balancing processes identified in earlier research, yet dynamic analysis reveals that conflict in families is not generated or resolved in accordance with balance theory.

We propose a family of range-based risk measures to generalize the role of value at risk (VaR) in the formulation of range value at risk (RVaR) considering other risk measures induced by a tail level. We discuss this type of measure in detail and its theoretical properties and representations. Moreover, we present a score function to evaluate the forecasts of these measures. In order to present the proposed concepts in an applied way, we performed illustrations using Monte Carlo simulations and real financial data.

Many international organisations have recently acknowledged the significance of whistleblowing in preventing institutional corruption, particularly in the public sector. Likewise, many countries have enacted whistleblower protection laws, though a robust whistleblower protection system certainly requires much more than legislation. One challenge in developing effective protection systems is finding empirical evidence to evaluate existing systems. Can we measure the effectiveness of whistleblower protection systems accross different countries? What conditions do we need to make the whistleblower protection system work effectively in the public sector? This paper investigates two cases: South Korea and the Republic of Kosovo. South Korean data comes from the Anti-Corruption and Civil Rights Commission of South Korea, while its counterpart from Kosovo comes from a survey of 400 public officials about whistleblower protection. By analysing both datasets, this paper creates a new index that evaluates the effectiveness of whistleblower protection. Composed of quantitative and qualitative sub-indices, the index serves as a digital comparison tool for assessing whistleblower protection systems across different countries and at different times. In addition to enacting high-quality laws, this index identifies several additional measures that can strengthen whistleblower protection systems in the public sector.

The coronavirus disease-2019 (COVID-19) pandemic has led to the irrational use of drugs in the absence of clinical management guidelines. Access to individual participant data (IPD) from clinical trials aids the evidence synthesis approaches. We undertook a rapid review to infer IPD sharing intentions based on data availability statements by the principal investigators (PIs) of drug and vaccine trials in the context of COVID-19.

Searches were conducted on PubMed (NCBI). We considered randomized controlled trial (RCT) publications from January 1, 2020, to October 31, 2021. IPD sharing intentions were inferred based on the data availability statements in the full-text manuscript publications. We included 180 articles. Of these, 81.7% (147/180) of the publications have arrived from the findings of the RCTs alone, 12.8% (23/180) of the publications were protocol publications alone, and 5.6% (10/180) of the RCTs had both published protocol and publication from the trial findings. We have reported IPD sharing intentions separately in RCT protocol publications (n = 23 + 10) and publications from RCT findings (n = 147 + 10). Among RCT protocol publications, one-third (11/33) of the PIs intended to share IPD. In fact, over half of the PIs (52.2%, 82/157) in their published RCT findings intended to share IPD. However, information to share about IPD was missing for 57.6% (19/33) of RCT protocols and 38.2% (60/157) of published RCT findings.

Stakeholders must work together to ensure that overarching factors, such as legislation that governs clinical trial practices, are streamlined to bolster IPD sharing mechanisms.

Bacterial antimicrobial resistance (AMR) is among the leading global health challenges of the century. Animals and their products are known contributors to the human AMR burden, but the extent of this contribution is not clear. This systematic literature review aimed to identify studies investigating the direct impact of animal sources, defined as livestock, aquaculture, pets, and animal-based food, on human AMR. We searched four scientific databases and identified 31 relevant publications, including 12 risk assessments, 16 source attribution studies, and three other studies. Most studies were published between 2012 and 2022, and most came from Europe and North America, but we also identified five articles from South and South-East Asia. The studies differed in their methodologies, conceptual approaches (bottom-up, top-down, and complex), definitions of the AMR hazard and outcome, the number and type of sources they addressed, and the outcome measures they reported. The most frequently addressed animal source was chicken, followed by cattle and pigs. Most studies investigated bacteria–resistance combinations. Overall, studies on the direct contribution of animal sources of AMR are rare but increasing. More recent publications tailor their methodologies increasingly towards the AMR hazard as a whole, providing grounds for future research to build on.

SARS-CoV-2 rapidly spreads among humans via social networks, with social mixing and network characteristics potentially facilitating transmission. However, limited data on topological structural features has hindered in-depth studies. Existing research is based on snapshot analyses, preventing temporal investigations of network changes. Comparing network characteristics over time offers additional insights into transmission dynamics. We examined confirmed COVID-19 patients from an eastern Chinese province, analyzing social mixing and network characteristics using transmission network topology before and after widespread interventions. Between the two time periods, the percentage of singleton networks increased from 38.9$ \% $ to 62.8$ \% $$ (p<0.001) $; the average shortest path length decreased from 1.53 to 1.14 $ (p<0.001) $; the average betweenness reduced from 0.65 to 0.11$ (p<0.001) $; the average cluster size dropped from 4.05 to 2.72 $ (p=0.004) $; and the out-degree had a slight but nonsignificant decline from 0.75 to 0.63 $ (p=0.099). $ Results show that nonpharmaceutical interventions effectively disrupted transmission networks, preventing further disease spread. Additionally, we found that the networks’ dynamic structure provided more information than solely examining infection curves after applying descriptive and agent-based modeling approaches. In summary, we investigated social mixing and network characteristics of COVID-19 patients during different pandemic stages, revealing transmission network heterogeneities.