scholarly journals BayesPostEst: An R Package to Generate Postestimation Quantities for Bayesian MCMC Estimation

2019 ◽  
Vol 4 (42) ◽  
pp. 1722 ◽  
Author(s):  
Shana Scogin ◽  
Johannes Karreth ◽  
Andreas Beger ◽  
Rob Williams
2013 ◽  
pp. 1571-1595 ◽  
Author(s):  
Jeffrey A. Mills ◽  
Olivier Parent

Author(s):  
Daniel Turek ◽  
Cyril Milleret ◽  
Torbjørn Ergon ◽  
Henrik Brøseth ◽  
Perry de Valpine

AbstractCapture-recapture methods are a common tool in ecological statistics, which have been extended to spatial capture-recapture models for data accompanied by location information. However, standard formulations of these models can be unwieldy and computationally intractable for large spatial scales, many individuals, and/or activity center movement. We provide a cumulative series of methods that yield dramatic improvements in Markov chain Monte Carlo (MCMC) estimation for two examples. These include removing unnecessary computations, integrating out latent states, vectorizing declarations, and restricting calculations to the locality of individuals. Our approaches leverage the flexibility provided by the nimble R package. In our first example, we demonstrate an improvement in MCMC efficiency (the rate of generating effectively independent posterior samples) by a factor of 100. In our second example, we reduce the computing time required to generate 10,000 posterior samples from 4.5 hours down to five minutes, and realize an increase in MCMC efficiency by a factor of 25. We also explain how these approaches can be applied generally to other spatially-indexed hierarchical models. R code is provided for all examples, as well as an executable web-appendix.


Author(s):  
Jeffrey A. Mills ◽  
Olivier Parent

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