Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 14C Solution Created 2026-09-23 Updated 2026-10-03
This is a birth-death process with birth and death ratesIts transition diagram has the two arrowsThe gain into state comes from a death in state or a birth in state , while the loss is the sum of both rates out of state . The birth-death master equation is consequently
Multiplying by , summing over the nonnegative integers, and shifting the summation indices shows that each birth contributes and each death contributes . Thus the first-moment equation of a birth-death process givesAt a stationary state, use the variance identity . Solving the resulting quadratic equation givesThe minus root is inadmissible whenever it is negative, namely when . Equality would give zero mean, which is also incompatible with a positive immigration rate , so for the minus branch requires even to be a possible mean.
For a continuum approximation, write and . Applying the Kramers-Moyal expansion to the two gain terms and retaining derivatives through second order gives the Fokker-Planck equationwhere the negative drift and infinitesimal jump variance areThis truncation requires the typical population and the scale on which varies to be much larger than the unit jump size, with the rates varying smoothly across that scale.
The positive zero of isso in particular as . Put . The linear noise approximation useswhereand, because ,In a stationary state with zero Fokker-Planck probability current,Its normalized solution is the normal distributionIt follows that
These estimates agree with the exact stationary first-moment relation on its plus branch to leading order: inserting gives . Moreover,Thus the stationary mass lies far from the boundary , is narrow relative to its mean, yet changes across many lattice sites. These are precisely the large-population and slow-variation conditions needed for the diffusion approximation.
Past exam of the mathematics course of the University of Cambridge 2024 ii Paper 3 6A Solution Created 2026-09-23 Updated 2026-09-25
The transition rates of this birth-death process are and . Thus, with ,Multiplying by , summing, and shifting indices givesAt a finite-moment steady state with positive mean and ,Since , this impliesIf , both terms in the mean equation are nonpositive, and stationarity forces . Thus the population is extinct almost surely in any such steady state.
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 3 13A a Solution Created 2026-09-24 Updated 2026-09-25
This birth-death process has birth rates and death rates . With , its birth-death master equation isThe first two terms are inflow by a birth from and a death from ; the bracketed term is the total outflow from .
Past exam of the plant Sciences course of the University of Cambridge 2025 Paper plm3 2 Solution 2026-10-20
Maximum likelihood and Bayesian phylogenetics can use the same model of sequence evolution, but they answer different inferential questions: optimization of the likelihood versus a posterior distribution over trees and other unknowns. Let be a sequence alignment, a phylogenetic tree topology, its branch lengths in expected substitutions per site, and the parameters of a nucleotide substitution model. Both methods can useThe likelihood function sums over unobserved ancestral states, rather than choosing one ancestral sequence and treating it as observed. For conditionally independent sites it is a product of site likelihoods; transitions along a branch can be described by the matrix exponential of a continuous-time Markov chain rate matrix . The phylogenetic pruning algorithm computes the ancestral sums efficiently.[ref]
Evolutionary trees from DNA sequences: a maximum likelihood approach by Joseph Felsenstein. Journal of Molecular Evolution 17, pp. 368–376; likelihood calculation by summing over ancestral states
With maximum likelihood estimation, one seeksIn practice, the enormous discrete tree space requires searches and repeated optimization of continuous parameters; heuristic failure to find the best tree is a computational error distinct from statistical uncertainty. A tree's optimized likelihood is not the probability that it is correct. bootstrap analyses resample alignment columns and repeat inference to assess support under the resampling procedure; their frequencies are not automatically posterior probabilities. Independence assumptions matter, because linked sites and heterogeneous loci can make simple column resampling an imperfect representation of replication.
In Bayesian phylogenetic inference,The prior distribution supplies weights on topologies, branch lengths and model parameters. Integrating over nuisance parameters givesThus a very narrow likelihood peak can lose posterior support to a broader region with a slightly lower maximum. maximum a posteriori estimation is another optimization and does not replace this integration. Markov chain Monte Carlo provides dependent samples approximating the posterior distribution; a clade's posterior probability is the posterior mass of trees containing that clade. The early likelihood-based Bayesian formulation explicitly distinguished these probabilities from bootstrap support.[ref]
Probability distribution of molecular evolutionary trees: a new method of phylogenetic inference by Bruce Rannala and Ziheng Yang. Journal of Molecular Evolution 43, pp. 304–311; posterior probabilities of trees and comparison with bootstrap proportions
Neither approach is protected against systematic error. Poor sequence alignment, incorrect orthology assignments, compositionally heterogeneous sequences, and an inadequate substitution process can support a wrong tree with high apparent confidence. A gene tree can differ from a species tree because of incomplete lineage sorting or introgression; extra sequence from that gene does not automatically fix the mismatch. Model comparison, biological examination of the data and sensitivity to locus sampling are needed in both approaches. In Bayesian analyses, agreement among short chains is not proof of convergence: independent runs, adequate mixing between topologies and an appropriate effective sample size of a Markov chain should be checked. A credible interval and a confidence interval also have different interpretations even if their numerical endpoints happen to resemble one another.
Time inference adds a particularly strong role for assumptions. If a branch spans , with mean rate , its expected length is . Without an external absolute-time anchor, scaling every time by and every rate by leaves the sequence likelihood unchanged. Even a very long alignment can identify branch lengths accurately without identifying an absolute calendar scale. For example, a lineage length substitutions per site is compatible with per site per million years and million years, or twice that rate and half that duration. This is an identifiability issue, not merely a shortage of sampled bases.
In Bayesian divergence-time inference, a schematic joint analysis iswhere is fossil information already used to construct the conditional prior. An alternative generative analysis includes a fossil-sampling likelihood explicitly; the same fossil evidence must not be counted twice. A strict molecular clock equates rates across branches; a relaxed molecular clock allows variation, whose distribution and correlations also require specification. A narrow rate prior favors particular absolute ages, and a strong rate-smoothing assumption can redistribute inferred time among branches. A birth-death process prior on the tree encodes assumptions about lineage origination, extinction and sampling; it is not a neutral choice just because it is mathematically convenient.
fossil calibration must separate a fossil's geological age from the age of the lineage split it constrains. A confidently placed crown fossil gives a minimum age for the relevant crown, whereas a stem fossil does not automatically set that crown minimum. Uncertain placement and the incompleteness of the record complicate upper bounds. hard calibration bounds assign zero probability outside the permitted range; enough sequence cannot overcome a zero prior. soft calibration bounds allow small tail probabilities, exposing rather than eliminating the possibility of conflict. Multiple-calibration analyses demonstrate that changing the treatment of bounds changes inferred times and uncertainty.[ref]
Bayesian estimation of species divergence times under a molecular clock using multiple fossil calibrations with soft bounds by Ziheng Yang and Bruce Rannala. Molecular Biology and Evolution 23, pp. 212–226; hard versus soft bounds and the divergence-time prior
Furthermore, separately specified calibration densities are not necessarily the marginal priors the program uses. The rule that an ancestor must be older than its descendant truncates their joint possibilities. If two ages are initially independent uniform variables on , conditioning on gives marginal densities and , respectively. Neither remains uniform. Combining tree-process priors, calibration densities and ordering constraints can therefore introduce substantial information unintentionally.[ref]
Conceptual issues in Bayesian divergence time estimation by Bruce Rannala. Sections on node ordering and the realized joint prior; recommendation to sample the prior with a fixed likelihood
The practical response is to run the analysis without sequence information to inspect the effective prior distribution, then compare it with the posterior distribution. Repeat under defensible calibration tails, rate models, tree priors and fossil placements; report which ages change and whether the data sharpen relative ages more than absolute ages. Examine prior predictive checks and posterior predictive checks, and keep numerical mixing diagnostics separate from biological model adequacy. Priors can legitimately supply the time information missing from sequences, but narrow posterior ages are persuasive only when that information and its sensitivity are explicit.
Uniform conditional law for a triangular-wedge walk Created 2026-10-14 Updated 2026-10-31
For a triangular-lattice walk in a sixty-degree wedge with rate on interior edges and doubled outward boundary rates, the horizontal position is conditionally uniform on given its current vertical level and past levels. Within level , the reflecting horizontal generator is symmetric, while vertical killing has constant rate , so the uniform law survives any holding period. Each column of the upward or downward transition-rate block has sum for , yielding a uniform conditional law at the next level. The induced birth-death process has rates and . Its probability of ever hitting zero from level is , so it is transient.