Phylogenetic mixture models can reduce node-density artifacts

We investigate the performance of phylogenetic mixture models in reducing a well-known and pervasive artifact of phylogenetic inference known as the node-density effect, comparing them to partitioned analyses of the same data. The node-density effect refers to the tendency for the amount of evolutionary change in longer branches of phylogenies to be underestimated compared to that in regions of the tree where there are more nodes and thus branches are typically shorter. Mixture models allow more than one model of sequence evolution to describe the sites in an alignment without prior knowledge of the evolutionary processes that characterize the data or how they correspond to different sites. If multiple evolutionary patterns are common in sequence evolution, mixture models may be capable of reducing node-density effects by characterizing the evolutionary processes more accurately. In gene-sequence alignments simulated to have heterogeneous patterns of evolution, we find that mixture models can reduce node-density effects to negligible levels or remove them altogether, performing as well as partitioned analyses based on the known simulated patterns. The mixture models achieve this without knowledge of the patterns that generated the data and even in some cases without specifying the full or true model of sequence evolution known to underlie the data. The latter result is especially important in real applications, as the true model of evolution is seldom known. We find the same patterns of results for two real data sets with evidence of complex patterns of sequence evolution: mixture models substantially reduced node-density effects and returned better likelihoods compared to partitioning models specifically fitted to these data. We suggest that the presence of more than one pattern of evolution in the data is a common source of error in phylogenetic inference and that mixture models can often detect these patterns even without prior knowledge of their presence in the data. Routine use of mixture models alongside other approaches to phylogenetic inference may often reveal hidden or unexpected patterns of sequence evolution and can improve phylogenetic inference.

Detecting recombination in 4-taxa DNA sequence alignments with Bayesian hidden Markov models and Markov chain Monte Carlo

This article presents a statistical method for detecting recombination in DNA sequence alignments, which is based on combining two probabilistic graphical models: (1) a taxon graph (phylogenetic tree) representing the relationship between the taxa, and (2) a site graph (hidden Markov model) representing interactions between different sites in the DNA sequence alignments. We adopt a Bayesian approach and sample the parameters of the model from the posterior distribution with Markov chain Monte Carlo, using a Metropolis-Hastings and Gibbs-within-Gibbs scheme. The proposed method is tested on various synthetic and real-world DNA sequence alignments, and we compare its performance with the established detection methods RECPARS, PLATO, and TOPAL, as well as with two alternative parameter estimation schemes.

Biomass partitioning and growth efficiency in four naturally regenerated forest tree species

Current forest growth models and yield tables are almost exclusively based on data from mature trees, reducing their applicability to young and developing stands. To address this gap, young European beech, sessile oak, Scots pine and Norway spruce trees approximately 0 to 10 years old were destructively sampled in a range of naturally regenerated forest stands in Central Europe. Diameter at base and height were first measured in situ for up to 175 individuals per species. Subsequently, the trees were excavated and dry biomass of foliage, branches, stems and roots was measured. Allometric relations were then used to calculate biomass allocation coefficients (BAC) and growth efficiency (GE) patterns in young trees. We found large differences in BAC and GE between broadleaves and conifers, but also between species within these categories. Both BAC and GE are strongly age-specific in young trees, their rapidly changing values reflecting different growth strategies in the earliest stages of growth. We show that linear relationships describing biomass allocation in older trees are not applicable in young trees. To accurately predict forest biomass and carbon stocks, forest growth models need to include species and age specific parameters of biomass allocation patterns.

Assessing the vulnerability of blanket peat to climate change using an ensemble of statistical bioclimatic envelope models

We assessed the vulnerability of blanket peat to climate change in Great Britain using an ensemble of 8 bioclimatic envelope models. We used 4 published models that ranged from simple threshold models, based on total annual precipitation, to Generalised Linear Models (GLMs, based on mean annual temperature). In addition, 4 new models were developed which included measures of water deficit as threshold, classification tree, GLM and generalised additive models (GAM). Models that included measures of both hydrological conditions and maximum temperature provided a better fit to the mapped peat area than models based on hydrological variables alone. Under UKCIP02 projections for high (A1F1) and low (B1) greenhouse gas emission scenarios, 7 out of the 8 models showed a decline in the bioclimatic space associated with blanket peat. Eastern regions (Northumbria, North York Moors, Orkney) were shown to be more vulnerable than higher-altitude, western areas (Highlands, Western Isles and Argyle, Bute and The Trossachs). These results suggest a long-term decline in the distribution of actively growing blanket peat, especially under the high emissions scenario, although it is emphasised that existing peatlands may well persist for decades under a changing climate. Observational data from long-term monitoring and manipulation experiments in combination with process-based models are required to explore the nature and magnitude of climate change impacts on these vulnerable areas more fully.

American option valuation: implied calibration of GARCH pricing models

This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.

Tree species diversity interacts with elevated CO2 to induce a greater root system response

As a consequence of land use change and the burning of fossil fuels, atmospheric concentrations of CO2 are increasing and altering the dynamics of the carbon cycle in forest ecosystems. In a number of studies using single tree species, fine root biomass has been shown to be strongly increased by elevated CO2. However, natural forests are often intimate mixtures of a number of co-occurring species. To investigate the interaction between tree mixture and elevated CO2, Alnus glutinosa, Betula pendula and Fagus sylvatica were planted in areas of single species and a three species polyculture in a free-air CO2 enrichment study (BangorFACE). The trees were exposed to ambient or elevated CO2 (580 µmol mol-1) for four years. Fine and coarse root biomass, together with fine root turnover and fine root morphological characteristics were measured. Fine root biomass, and morphology responded differentially to elevated CO2 at different soil depths in the three species when grown in monocultures. In polyculture, a greater response to elevated CO2 was observed in coarse roots to a depth of 20 cm, and fine root area index to a depth of 30 cm. Total fine root biomass was positively affected by elevated CO2 at the end of the experiment, but not by species diversity. Our data suggest that existing biogeochemical cycling models parameterised with data from species grown in monoculture may be underestimating the belowground response to global change.

Building the niche through time: using 13,000 years of data to predict the effects of climate change on three tree species in Europe

Aim  Species distribution models (SDMs) based on current species ranges underestimate the potential distribution when projected in time and/or space. A multi-temporal model calibration approach has been suggested as an alternative, and we evaluate this using 13,000 years of data. Location  Europe. Methods  We used fossil-based records of presence for Picea abies, Abies alba and Fagus sylvatica and six climatic variables for the period 13,000 to 1000 yr bp. To measure the contribution of each 1000-year time step to the total niche of each species (the niche measured by pooling all the data), we employed a principal components analysis (PCA) calibrated with data over the entire range of possible climates. Then we projected both the total niche and the partial niches from single time frames into the PCA space, and tested if the partial niches were more similar to the total niche than random. Using an ensemble forecasting approach, we calibrated SDMs for each time frame and for the pooled database. We projected each model to current climate and evaluated the results against current pollen data. We also projected all models into the future. Results  Niche similarity between the partial and the total-SDMs was almost always statistically significant and increased through time. SDMs calibrated from single time frames gave different results when projected to current climate, providing evidence of a change in the species realized niches through time. Moreover, they predicted limited climate suitability when compared with the total-SDMs. The same results were obtained when projected to future climates. Main conclusions  The realized climatic niche of species differed for current and future climates when SDMs were calibrated considering different past climates. Building the niche as an ensemble through time represents a way forward to a better understanding of a species' range and its ecology in a changing climate.