Efficient sequential Monte Carlo algorithms for integrated population models

TL;DR

This paper introduces an efficient particle MCMC algorithm tailored for integrated population models with count data, improving parameter estimation and model comparison in complex ecological systems.

Contribution

The authors develop a novel particle MCMC method that leverages model structure for efficient estimation in non-linear, non-Gaussian state-space ecological models.

Findings

Algorithm performs well on real datasets

Enhances efficiency of demographic parameter estimation

Facilitates model comparison for ecological data

Abstract

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov processes, where each component corresponds to a different characterisation of the population, such as age group, gender or breeding status. The associated system process equations describe the biological mechanisms under which the system evolves over time. However, there is often limited information in the count data alone to sensibly estimate demographic parameters of interest, so these are often combined with additional ecological observations leading to an integrated data analysis. Unfortunately, fitting these models to the data can be challenging, especially if the state-space model for the count data is non-linear or non-Gaussian. We propose an efficient particle Markov chain Monte Carlo algorithm to estimate the demographic parameters without the need for resorting to linear or Gaussian approximations. In particular, we exploit the integrated model structure to enhance the efficiency of the algorithm. We then incorporate the algorithm into a sequential Monte Carlo sampler in order to perform model comparison with regards to the dependence structure of the demographic parameters. Finally, we demonstrate the applicability and computational efficiency of our algorithms on two real datasets.