Dataset Information

Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models.

ABSTRACT: Bayesian inference for coupled hidden Markov models frequently relies on data augmentation techniques for imputation of the hidden state processes. Considerable progress has been made on developing such techniques, mainly using Markov chain Monte Carlo (MCMC) methods. However, as the dimensionality and complexity of the hidden processes increase some of these methods become inefficient, either because they produce MCMC chains with high autocorrelation or because they become computationally intractable. Motivated by this fact we developed a novel MCMC algorithm, which is a modification of the forward filtering backward sampling algorithm, that achieves a good balance between computation and mixing properties, and thus can be used to analyze models with large numbers of hidden chains. Even though our approach is developed under the assumption of a Markovian model, we show how this assumption can be relaxed leading to minor modifications in the algorithm. Our approach is particularly well suited to epidemic models, where the hidden Markov chains represent the infection status of an individual through time. The performance of our method is assessed on simulated data on epidemic models for the spread of Escherichia coli O157:H7 in cattle. Supplementary materials for this article are available online.

SUBMITTER: Touloupou P

PROVIDER: S-EPMC7455056 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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Publications

Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models.

Touloupou Panayiota P Finkenstädt Bärbel B Spencer Simon E F SEF

Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20190918 2

Bayesian inference for coupled hidden Markov models frequently relies on data augmentation techniques for imputation of the hidden state processes. Considerable progress has been made on developing such techniques, mainly using Markov chain Monte Carlo (MCMC) methods. However, as the dimensionality and complexity of the hidden processes increase some of these methods become inefficient, either because they produce MCMC chains with high autocorrelation or because they become computationally intra ...[more]

PMID: 32939192

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Project description:Understanding animal movement and behaviour can aid spatial planning and inform conservation management. However, it is difficult to directly observe behaviours in remote and hostile terrain such as the marine environment. Different underlying states can be identified from telemetry data using hidden Markov models (HMMs). The inferred states are subsequently associated with different behaviours, using ecological knowledge of the species. However, the inferred behaviours are not typically validated due to difficulty obtaining 'ground truth' behavioural information. We investigate the accuracy of inferred behaviours by considering a unique data set provided by Joint Nature Conservation Committee. The data consist of simultaneous proxy movement tracks of the boat (defined as visual tracks as birds are followed by eye) and seabird behaviour obtained by observers on the boat. We demonstrate that visual tracking data is suitable for our study. Accuracy of HMMs ranging from 71% to 87% during chick-rearing and 54% to 70% during incubation was generally insensitive to model choice, even when AIC values varied substantially across different models. Finally, we show that for foraging, a state of primary interest for conservation purposes, identified missed foraging bouts lasted for only a few seconds. We conclude that HMMs fitted to tracking data have the potential to accurately identify important conservation-relevant behaviours, demonstrated by a comparison in which visual tracking data provide a 'gold standard' of manually classified behaviours to validate against. Confidence in using HMMs for behavioural inference should increase as a result of these findings, but future work is needed to assess the generalisability of the results, and we recommend that, wherever feasible, validation data be collected alongside GPS tracking data to validate model performance. This work has important implications for animal conservation, where the size and location of protected areas are often informed by behaviours identified using HMMs fitted to movement data.

Dataset Information

Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models.

Publications

Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models.

Similar Datasets

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