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Efficient Sequential Monte Carlo Algorithms for Integrated Population Models

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Abstract

In statistical ecology, state-space models are commonly used to represent the biological mechanisms by which population counts—often subdivided according to characteristics such as age group, gender or breeding status—evolve over time. As the counts are only noisily or partially observed, they are typically not sufficiently informative about demographic parameters of interest and must be combined with additional ecological observations within an integrated data analysis. Fitting integrated models can be challenging, especially if the constituent state-space model is nonlinear/non-Gaussian. We first propose an efficient particle Markov chain Monte Carlo algorithm to estimate demographic parameters without a need for linear or Gaussian approximations. We then incorporate this algorithm into a sequential Monte Carlo sampler to perform model comparison. We also exploit the integrated model structure to enhance the efficiency of both algorithms. The methods are demonstrated on two real data sets: little owls and grey herons. For the owls, we find that the data do not support an ecological hypothesis found in the literature. For the herons, our methodology highlights the limitations of existing models which we address through a novel regime-switching model. Supplementary materials accompanying this paper appear online.

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Acknowledgements

This work was supported by The Alan Turing Institute under the EPSRC Grant EP/N510129/1. AB and AF were funded by a Leverhulme Trust Prize.

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Authors and Affiliations

  1. Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore

    Axel Finke

  2. Department of Statistical Science, University College London, London, UK

    Alexandros Beskos & Petros Dellaportas

  3. School of Mathematics, University of Edinburgh, Edinburgh, UK

    Ruth King

  4. The Alan Turing Institute, London, UK

    Ruth King, Alexandros Beskos & Petros Dellaportas

  5. Department of Statistics, Athens University of Economics and Business, Athens, Greece

    Petros Dellaportas

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  1. Axel Finke
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  2. Ruth King
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  3. Alexandros Beskos
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  4. Petros Dellaportas
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Correspondence to Axel Finke.

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13253_2018_349_MOESM1_ESM.pdf

Web Appendices and Figures, referenced in Sections 3--6, are available at [link to supplementary pdf file goes here]. All data and C++/R code necessary for reproducing the results can be found at https://github.com/AxelFinke/monte-carlo-rcpp. (345KB)

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Finke, A., King, R., Beskos, A. et al. Efficient Sequential Monte Carlo Algorithms for Integrated Population Models. JABES 24, 204–224 (2019). https://doi.org/10.1007/s13253-018-00349-9

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  • DOI: https://doi.org/10.1007/s13253-018-00349-9

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