Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)

We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We apply this novel methodology to five population growth models, including models with strong and weak Allee effects, and test if it can efficiently sample from the complex likelihood surface that is often associated with these models. Utilising real and also synthetically generated data sets we examine the extent to which observation noise and process error may frustrate efforts to choose between these models. Our novel algorithm involves an Adaptive Metropolis proposal combined with an SIR Particle MCMC algorithm (AdPMCMC). We show that the AdPMCMC algorithm samples complex, high-dimensional spaces efficiently, and is therefore superior to standard Gibbs or Metropolis Hastings algorithms that are known to converge very slowly when applied to the non-linear state space ecological models considered in this paper. Additionally, we show how the AdPMCMC algorithm can be used to recursively estimate the Bayesian Cram\'er-Rao Lower Bound of Tichavsk\'y (1998). We derive expressions for these Cram\'er-Rao Bounds and estimate them for the models considered. Our results demonstrate a number of important features of common population growth models, most notably their multi-modal posterior surfaces and dependence between the static and dynamic parameters. We conclude by sampling from the posterior distribution of each of the models, and use Bayes factors to highlight how observation noise significantly diminishes our ability to select among some of the models, particularly those that are designed to reproduce an Allee effect

Bayesian coherent analysis of in-spiral gravitational wave signals with a detector network

The present operation of the ground-based network of gravitational-wave laser interferometers in "enhanced" configuration brings the search for gravitational waves into a regime where detection is highly plausible. The development of techniques that allow us to discriminate a signal of astrophysical origin from instrumental artefacts in the interferometer data and to extract the full range of information are some of the primary goals of the current work. Here we report the details of a Bayesian approach to the problem of inference for gravitational wave observations using a network of instruments, for the computation of the Bayes factor between two hypotheses and the evaluation of the marginalised posterior density functions of the unknown model parameters. The numerical algorithm to tackle the notoriously difficult problem of the evaluation of large multi-dimensional integrals is based on a technique known as Nested Sampling, which provides an attractive alternative to more traditional Markov-chain Monte Carlo (MCMC) methods. We discuss the details of the implementation of this algorithm and its performance against a Gaussian model of the background noise, considering the specific case of the signal produced by the in-spiral of binary systems of black holes and/or neutron stars, although the method is completely general and can be applied to other classes of sources. We also demonstrate the utility of this approach by introducing a new coherence test to distinguish between the presence of a coherent signal of astrophysical origin in the data of multiple instruments and the presence of incoherent accidental artefacts, and the effects on the estimation of the source parameters as a function of the number of instruments in the network.Comment: 22 page