Embedding Population Dynamics Models in Inference

Increasing pressures on the environment are generating an ever-increasing need to manage animal and plant populations sustainably, and to protect and rebuild endangered populations. Effective management requires reliable mathematical models, so that the effects of management action can be predicted, and the uncertainty in these predictions quantified. These models must be able to predict the response of populations to anthropogenic change, while handling the major sources of uncertainty. We describe a simple ``building block'' approach to formulating discrete-time models. We show how to estimate the parameters of such models from time series of data, and how to quantify uncertainty in those estimates and in numbers of individuals of different types in populations, using computer-intensive Bayesian methods. We also discuss advantages and pitfalls of the approach, and give an example using the British grey seal population.Comment: Published at http://dx.doi.org/10.1214/088342306000000673 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Highly efficient Bayesian joint inversion for receiver-based data and its application to lithospheric structure beneath the southern Korean Peninsula

With the deployment of extensive seismic arrays, systematic and efficient parameter and uncertainty estimation is of increasing importance and can provide reliable, regional models for crustal and upper-mantle structure.We present an efficient Bayesian method for the joint inversion of surface-wave dispersion and receiver-function data that combines trans-dimensional (trans-D) model selection in an optimization phase with subsequent rigorous parameter uncertainty estimation. Parameter and uncertainty estimation depend strongly on the chosen parametrization such that meaningful regional comparison requires quantitative model selection that can be carried out efficiently at several sites. While significant progress has been made for model selection (e.g. trans-D inference) at individual sites, the lack of efficiency can prohibit application to large data volumes or cause questionable results due to lack of convergence. Studies that address large numbers of data sets have mostly ignored model selection in favour of more efficient/simple estimation techniques (i.e. focusing on uncertainty estimation but employing ad-hoc model choices). Our approach consists of a two-phase inversion that combines trans-D optimization to select the most probable parametrization with subsequent Bayesian sampling for uncertainty estimation given that parametrization. The trans-D optimization is implemented here by replacing the likelihood function with the Bayesian information criterion (BIC). The BIC provides constraints on model complexity that facilitate the search for an optimal parametrization. Parallel tempering (PT) is applied as an optimization algorithm. After optimization, the optimal model choice is identified by the minimum BIC value from all PT chains. Uncertainty estimation is then carried out in fixed dimension. Data errors are estimated as part of the inference problem by a combination of empirical and hierarchical estimation. Data covariance matrices are estimated from data residuals (the difference between prediction and observation) and periodically updated. In addition, a scaling factor for the covariance matrix magnitude is estimated as part of the inversion. The inversion is applied to both simulated and observed data that consist of phase- and group-velocity dispersion curves (Rayleigh wave), and receiver functions. The simulation results show that model complexity and important features are well estimated by the fixed dimensional posterior probability density. Observed data for stations in different tectonic regions of the southern Korean Peninsula are considered. The results are consistent with published results, but important features are better constrained than in previous regularized inversions and are more consistent across the stations. For example, resolution of crustal and Moho interfaces, and absolute values and gradients of velocities in lower crust and upper mantle are better constrained

Exploiting network topology for large-scale inference of nonlinear reaction models

The development of chemical reaction models aids understanding and prediction in areas ranging from biology to electrochemistry and combustion. A systematic approach to building reaction network models uses observational data not only to estimate unknown parameters, but also to learn model structure. Bayesian inference provides a natural approach to this data-driven construction of models. Yet traditional Bayesian model inference methodologies that numerically evaluate the evidence for each model are often infeasible for nonlinear reaction network inference, as the number of plausible models can be combinatorially large. Alternative approaches based on model-space sampling can enable large-scale network inference, but their realization presents many challenges. In this paper, we present new computational methods that make large-scale nonlinear network inference tractable. First, we exploit the topology of networks describing potential interactions among chemical species to design improved "between-model" proposals for reversible-jump Markov chain Monte Carlo. Second, we introduce a sensitivity-based determination of move types which, when combined with network-aware proposals, yields significant additional gains in sampling performance. These algorithms are demonstrated on inference problems drawn from systems biology, with nonlinear differential equation models of species interactions

Dynamic filtering of static dipoles in magnetoencephalography

We consider the problem of estimating neural activity from measurements of the magnetic fields recorded by magnetoencephalography. We exploit the temporal structure of the problem and model the neural current as a collection of evolving current dipoles, which appear and disappear, but whose locations are constant throughout their lifetime. This fully reflects the physiological interpretation of the model. In order to conduct inference under this proposed model, it was necessary to develop an algorithm based around state-of-the-art sequential Monte Carlo methods employing carefully designed importance distributions. Previous work employed a bootstrap filter and an artificial dynamic structure where dipoles performed a random walk in space, yielding nonphysical artefacts in the reconstructions; such artefacts are not observed when using the proposed model. The algorithm is validated with simulated data, in which it provided an average localisation error which is approximately half that of the bootstrap filter. An application to complex real data derived from a somatosensory experiment is presented. Assessment of model fit via marginal likelihood showed a clear preference for the proposed model and the associated reconstructions show better localisation

Pilot interaction with automated airborne decision making systems

An investigation was made of interaction between a human pilot and automated on-board decision making systems. Research was initiated on the topic of pilot problem solving in automated and semi-automated flight management systems and attempts were made to develop a model of human decision making in a multi-task situation. A study was made of allocation of responsibility between human and computer, and discussed were various pilot performance parameters with varying degrees of automation. Optimal allocation of responsibility between human and computer was considered and some theoretical results found in the literature were presented. The pilot as a problem solver was discussed. Finally the design of displays, controls, procedures, and computer aids for problem solving tasks in automated and semi-automated systems was considered

Simulation-based Estimation Methods for Financial Time Series Models

This chapter overviews some recent advances on simulation-based methods of estimating financial time series models that are widely used in financial economics. The simulation-based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms, and hence, the maximum likelihood (ML) method and the generalized method of moments (GMM) are diffcult to use. They are also capable of improving the finite sample performance of the traditional methods. Both frequentist's and Bayesian simulation-based methods are reviewed. Frequentist's simulation-based methods cover various forms of simulated maximum likelihood (SML) methods, the simulated generalized method of moments (SGMM), the efficient method of moments (EMM), and the indirect inference (II) method. Bayesian simulation-based methods cover various MCMC algorithms. Each simulation-based method is discussed in the context of a specific financial time series model as a motivating example. Empirical applications, based on real exchange rates, interest rates and equity data, illustrate how the simulation-based methods are implemented. In particular, SML is applied to a discrete time stochastic volatility model, EMM to estimate a continuous time stochastic volatility model, MCMC to a credit risk model, the II method to a term structure model.Generalized method of moments, Maximum likelihood, MCMC, Indirect Inference, Credit risk, Stock price, Exchange rate, Interest rate..