Bayesian estimation of kinetic rate constants in a food-web model of polycyclic aromatic hydrocarbon bioaccumulation

Water, sediments, fish and other biota were sampled from fixed stations along bayous in the LaBranche Wetlands of Louisiana as part of an environmental contamination study in 1996 and 1997. In order to understand the biological fate of some of these contaminants, a spotted gar (Lepisosteus oculatus) food-web model was developed from site-specific data and established bioaccumulation modeling assumptions. Based on gut contents analysis, the gar were found to feed on terrestrial arthropods, a variety of small fish, aquatic insects, crayfish and grass shrimp. A Bayesian approach (a hierarchical model and Markov Chain Monte Carlo simulation) was used to estimate the kinetic rate constants of uptake from water, dietary uptake and total elimination for the food-web model using site-specific measurements of naphthalene, phenanthrene, and benzanthracene concentrations, reference literature inputs, and a hierarchical statistical model. This iterative simulation method resulted in a distribution of the parameters for each chemical comprised of the last 3000 values from four separate Markov Chains of length 15,000–25,000 iterations. The posterior parameter values were found to be consistent with rate constants published in the literature for various fish species, and were used to determine distributions of predicted gar PAH concentrations.     

Bayesian modelling of extreme wind speed at Cape Town,South Africa

In the framework of generalized extreme value (GEV) distribution, the frequentist and Bayesian methods have been used to analyse the extremes of annual maxima wind speed recorded by automatic weather stations in Cape Town, Western Cape, South Africa. In the frequentist approach, the GEV distribution parameters were estimated using maximum likelihood, whereas in the Bayesian method the Markov Chain Monte Carlo technique with the Metropolis–Hastings algorithm was used. The results show that the GEV model with trend in the location parameter appears to be a better model for annual maxima data. The paper also discusses a method to construct informative priors empirically using historical data of the underlying process from other weather stations. The results from the Bayesian analysis show that posterior inference might be affected by the choice of priors and hence by the distance between a weather station used to formulate the priors and the point of interest.     

Predator–prey models: an application for the plankton dynamics of lake Geneva

In this paper we present a hierarchical Bayesian analysis for a predator–prey model applied to ecology considering the use of Markov Chain Monte Carlo methods. We consider the introduction of a random effect in the model and the presence of a covariate vector. An application to ecology is considered using a data set related to the plankton dynamics of lake Geneva for the year 1990. We also discuss some aspects of discrimination of the proposed models.     

Modelling dependence structures of extreme wind speed using bivariate distribution: a Bayesian approach

When investigating extremes of weather variables, it is seldom that a single weather station determines the damage, and extremes may be caused from the combined behaviour of several weather stations. To investigate joint dependence of extreme wind speed, a bivariate generalised extreme value distribution (BGEVD) was considered from frequentist and Bayesian approaches to analyse the extremes of component-wise monthly maximum wind speed at selected weather stations in South Africa. In the frequentist approach, the parameters of extreme value distributions (EVDs) were estimated with maximum likelihood, whereas in the Bayesian approach the Markov Chain Monte Carlo (MCMC) technique was used with the Metropolis–Hastings algorithm. The results showed that when fitted to component-wise maxima of extreme weather variables, the BGEVD provided apparent benefits over the univariate method, which allowed information to be pooled across stations and resulted in improved precision of the estimates for the parameters and return levels of the distributions. The paper also discusses a method to construct informative priors empirically using historical data of the underlying process from weather characteristics of four pairs of surrounding weather stations at various distances. The results from the Bayesian analysis showed that posterior inference might be affected by the choice of priors that were used to formulate the informative priors. From the results, it could be inferred that the Bayesian approach provides a satisfactory estimation strategy in terms of precision, compared with the frequentist approach, because it accounts for uncertainty in parameters and return level estimations.     

Hierarchical modeling of abundance in closed population capture–recapture models under heterogeneity

Hierarchical modeling of abundance in space or time using closed-population mark-recapture under heterogeneity (model \(\hbox {M}_{\text {h}}\) ) presents two challenges: (i) finding a flexible likelihood in which abundance appears as an explicit parameter and (ii) fitting the hierarchical model for abundance. The first challenge arises because abundance not only indexes the population size, it also determines the dimension of the capture probabilities in heterogeneity models. A common approach is to use data augmentation to include these capture probabilities directly into the likelihood and fit the model using Bayesian inference via Markov chain Monte Carlo (MCMC). Two such examples of this approach are (i) explicit trans-dimensional MCMC, and (ii) superpopulation data augmentation. The superpopulation approach has the advantage of simple specification that is easily implemented in BUGS and related software. However, it reparameterizes the model so that abundance is no longer included, except as a derived quantity. This is a drawback when hierarchical models for abundance, or related parameters, are desired. Here, we analytically compare the two approaches and show that they are more closely related than might appear superficially. We exploit this relationship to specify the model in a way that allows us to include abundance as a parameter and that facilitates hierarchical modeling using readily available software such as BUGS. We use this approach to model trends in grizzly bear abundance in Yellowstone National Park from 1986 to 1998.     

Nutrient criteria for lakes,ponds, and reservoirs: A Bayesian TREED model approach

We develop regional-scale eutrophication models for lakes, ponds, and reservoirs to investigate the link between nutrients and chlorophyll-a. The Bayesian TREED (BTREED) model approach allows association of multiple environmental stressors with biological responses, and quantification of uncertainty sources in the empirical water quality model. Nutrient data for lakes, ponds, and reservoirs across the United States were obtained from the Environmental Protection Agency (EPA) National Nutrient Criteria Database. The nutrient data consist of measurements for both stressor variables (such as total nitrogen and total phosphorus), and response variables (such as chlorophyll-a), used in the BTREED model. Markov chain Monte Carlo (McMC) posterior exploration guides a stochastic search through a rich suite of candidate trees toward models that better fit the data. The Bayes factor provides a goodness of fit criterion for comparison of resultant models. We randomly split the data into training and test sets; the training data were used in model estimation, and the test data were used to evaluate out-of-sample predictive performance of the model. An average relative efficiency of 1.02 between the training and test data for the four highest log-likelihood models suggests good out-of-sample predictive performance. Reduced model uncertainty relative to over-parameterized alternative models makes the BTREED models useful for nutrient criteria development, providing the link between nutrient stressors and meaningful eutrophication response.     

Markov Chain Monte Carlo on optimal adaptive sampling selections

Under a Bayesian population model with a given prior distribution, the optimal sampling strategy with a fixed sample size n is an n-phase adaptive one. That is, the selection of the next sampling units should sequentially depend on the information obtained from the previously selected units, including the observed values of interest. Such an optimal strategy is in general not executable in practice due to its intensive computation. In many survey sampling situations, an important problem is that one would like to select a set of units in addition to a certain number of sampling units which have been observed. If the optimal strategy is an adaptive one, the selection of the additional units should take both the labels and the observed values of the already selected units into account. Hence, a simpler optimal two-phase adaptive sampling strategy under a Bayesian population model is proposed in this article for practical interest. A Markov chain Monte Carlo method is used to approximate the posterior joint distribution of the unobserved population units after the first phase sampling, for the optimal selection of the second phase sample. This approximation method is found to be successful to select the optimal second-phase sample. Finally, this optimal strategy is applied to a set of data from a study of geothermal CO₂ emissions in Yellowstone National Park as a practical illustrative example.     

Semi-parametric Bayesian density estimation using ranked set sample in the presence of ranking error

In this paper, we propose a Bayesian method to estimate the underlying density function of a study variable Y using a ranked set sample in which an auxiliary variable X is used to rank the sampling units. The amount of association between X and Y is not known, resulting in an unknown degree of ranking error. We assume that (X, Y) follows a Morgenstern family of distributions. The study variable Y is assumed to have a parametric distribution, with the distribution of the parameters having a Dirichlet process prior. A Markov chain Monte Carlo procedure is developed to obtain a Bayesian estimator of the desired density function as well as of the ranking error. A simulation study is used to evaluate the performance of the proposed method. An example from forestry is used to illustrate a real-life application of the proposed methodology.     

Use of non-homogeneous Poisson process (NHPP) in presence of change-points to analyze drought periods: a case study in Brazil

Rain precipitation in the last years has been very atypical in different regions of the world, possibly, due to climate changes. We analyze Standard Precipitation Index (SPI) measures (1, 3, 6 and 12-month timescales) for a large city in Brazil: Campinas located in the southeast region of Brazil, São Paulo State, ranging from January 01, 1947 to May 01, 2011. A Bayesian analysis of non-homogeneous Poisson processes in presence or not of change-points is developed using Markov Chain Monte Carlo methods in the data analysis. We consider a special class of models: the power law process. We also discuss some discrimination methods for the choice of the better model to be used for the rain precipitation data.     

Calibration and uncertainty analysis of a simple model of silica-limited diatom growth in the Elbe River

A simple Lagrangian water quality model was designed to investigate the hypothesis of sporadic silica limitations of diatom growth in the lower Elbe River in Germany. For each fluid parcel a limited reservoir of silica was specified to be consumed by diatoms. The model's simplicity notwithstanding, a set of six selected model parameters could not be fully identified from existing observations at one station. After the introduction of prior knowledge of the ranges of meaningful parameter values, calibration of the over-parameterised model manifested itself primarily in the generation of posterior parameter covariances. Estimations of the covariance matrix based on (a) second order partial derivatives of a quadratic cost function at its optimum and (b) Monte Carlo simulations exploring the whole space of parameter values gave consistent results. Diagonalisation of the covariance matrix yielded two linear parameter combinations that were most effectively controlled by data from periods with and without lack of silica, respectively. The two parameter combinations were identified as the essential inputs that govern the successful simulation of intermittently decreasing chlorophyll a concentrations in summer. A satisfactory simulation of the pronounced chlorophyll a minimum in spring, by contrast, was found to be beyond the means of the simple model.     

A zero-inflated Bayesian spatial model with near-locating measurements

Zero-inflated data arise in many contexts. In this paper, we develop a zero-inflated Bayesian hierarchical model which deals with spatial effects, correlation among near-locating measurements as well as excess zeros simultaneously. Inference, including the sampling from the posterior distributions, predictions at new locations, and model selection, is carried out by using computationally efficient Markov chain Monte Carlo techniques. The posterior distributions are simulated using a Gibbs sampler with the embedded ratio-of-uniform method and the slice sampling algorithm. The approach is illustrated via an application to herbaceous data collected in the Missouri Ozark Forest Ecosystem Project. The results from the proposed model are compared with those generated from a non-zero inflated model. The proposed model fully incorporates the information from data collection and provides more reliable inference. A predictive $p$ value is computed for model checking and it indicates that the proposed model fits the data well.     

Multinomial mixture model with heterogeneous classification probabilities

Royle and Link (Ecology 86(9):2505?C2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data.     

Local likelihood disease clustering: development and evaluation

This paper illustrates a method based on local likelihood (LL) for detecting disease clusters. The approach is based on estimating a lasso distance for each region: within which regions are considered to be clustered. An important advantage in implementing this approach is that it does not require any special Monte Carlo Markov Chain (MCMC) algorithm, e.g., reversible jump MCMC, which is essential in hidden Markov model approach. Another advantage is that extending the model to incorporate covariates is straightforward. We illustrate three ways of doing this by using Eastern Germany lip cancer data. By using simulated data, we have made a comparison with the BYM model [Besag et al. (1991) Annals of the Institute of Statistical Mathematics, 43, 1–59] and the mixture model [Lawson and Clark (2002) Disease Mapping and Risk Assessment for Public Health, Chapman and Hall]. We also did a limited examination of the ability of the LL model to recover true relative risk under different priors for lasso parameter. In order to check the edge effects, which has been overlooked in many spatial clustering models for disease mapping but deserves special attention as it lacks observable neighbors, we have adapted here a simple approach to observe the changes in relative risks when the edge regions are omitted. An erratum to this article is available at .     

A process-convolution approach to modelling temperatures in the North Atlantic Ocean

This paper develops a process-convolution approach for space-time modelling. With this approach, a dependent process is constructed by convolving a simple, perhaps independent, process. Since the convolution kernel may evolve over space and time, this approach lends itself to specifying models with non-stationary dependence structure. The model is motivated by an application from oceanography: estimation of the mean temperature field in the North Atlantic Ocean as a function of spatial location and time. The large amount of this data poses some difficulties; hence computational considerations weigh heavily in some modelling aspects. A Bayesian approach is taken here which relies on Markov chain Monte Carlo for exploring the posterior distribution.     

Bayesian areal wombling via adjacency modeling

Recently, public health professionals and other geostatistical researchers have shown increasing interest in boundary analysis, the detection or testing of zones or boundaries that reveal sharp changes in the values of spatially oriented variables. For areal data (i.e., data which consist only of sums or averages over geopolitical regions), Lu and Carlin (Geogr Anal 37: 265–285, 2005) suggested a fully model-based framework for areal wombling using Bayesian hierarchical models with posterior summaries computed using Markov chain Monte Carlo (MCMC) methods, and showed the approach to have advantages over existing non-stochastic alternatives. In this paper, we develop Bayesian areal boundary analysis methods that estimate the spatial neighborhood structure using the value of the process in each region and other variables that indicate how similar two regions are. Boundaries may then be determined by the posterior distribution of either this estimated neighborhood structure or the regional mean response differences themselves. Our methods do require several assumptions (including an appropriate prior distribution, a normal spatial random effect distribution, and a Bernoulli distribution for a set of spatial weights), but also deliver more in terms of full posterior inference for the boundary segments (e.g., direct probability statements regarding the probability that a particular border segment is part of the boundary). We illustrate three different remedies for the computing difficulties encountered in implementing our method. We use simulation to compare among existing purely algorithmic approaches, the Lu and Carlin (2005) method, and our new adjacency modeling methods. We also illustrate more practical modeling issues (e.g., covariate selection) in the context of a breast cancer late detection data set collected at the county level in the state of Minnesota.     

Modeling and spatial prediction of pre-settlement patterns of forest distribution using witness tree data

At the time of European settlement, land surveys were conducted progressively westward throughout the United States. Outside of the original 13 colonies, surveys generally followed the Public Land Survey system in which trees, called witness trees, were regularly recorded at 1 mi by 1 mi grid intersections. This unintentional sampling provides insight into the composition and structure of pre-European settlement forests, which is used as baseline data to assess forest change following settlement. In this paper, a model for the Public Land Surveys of east central Alabama is developed. Assuming that the locations of trees of each species are realized from independent Poisson processes whose respective log intensities are linear functions of environmental covariates (i.e., elevation, landform, and physiographic province), the species observed at the survey grid intersections are independently sampled from a generalized logistic regression model. If all 68 species found in the survey were included, the model would be highly over-parameterized, so only the distribution of the most common taxon, pines, will be considered at this time. To assess the impact of environmental factors not included in the model, a hidden Gaussian random field shall be added as a random effect. A Markov Chain Monte Carlo algorithm is developed for Bayesian inference on model parameters, and for Bayes posterior prediction of the spatial distribution of pines in east central Alabama. Received: June 2004 / Revised: November 2004     

Hierarchical Bayesian Spatial Models for Multispecies Conservation Planning and Monitoring

Abstract: Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence–absence data derived from regional monitoring programs to develop models with both landscape and site‐level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence–absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad‐scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km² hexagons), can increase the relevance of habitat models to multispecies conservation planning.     

Hierarchical modeling for extreme values observed over space and time

We propose a hierarchical modeling approach for explaining a collection of spatially referenced time series of extreme values. We assume that the observations follow generalized extreme value (GEV) distributions whose locations and scales are jointly spatially dependent where the dependence is captured using multivariate Markov random field models specified through coregionalization. In addition, there is temporal dependence in the locations. There are various ways to provide appropriate specifications; we consider four choices. The models can be fitted using a Markov Chain Monte Carlo (MCMC) algorithm to enable inference for parameters and to provide spatio–temporal predictions. We fit the models to a set of gridded interpolated precipitation data collected over a 50-year period for the Cape Floristic Region in South Africa, summarizing results for what appears to be the best choice of model.

Estimating metabolic rate for butadiene at steady state using a Bayesian physiologically-based pharmacokinetic model

In a study of 133 volunteer subjects, demographic, physiologic and pharmacokinetic data through exposure to 1,3-Butadiene (BD) were collected in order to estimate the percentage of BD concentration metabolized at steady state, and to determine whether this percentage varies across gender, racial, and age groups. During the 20 min of continuous exposure to 2 parts per million (ppm) of BD, five measurements of exhaled concentration were made on each subject. In the following 40 min washout period, another five measurements were collected. A Bayesian hierarchical compartmental physiologically-based pharmacokinetic model (PKPB) was used. Using prior information on the model parameters, Markov Chain Monte Carlo (MCMC) simulation was conducted to obtain posterior distributions. The overall estimate of the mean percent of BD metabolized at steady state was 12.7% (95% credible interval: 7.7–17.8%). There was no significant difference in gender with males having a mean of 13.5%, and females 12.3%. Among the racial groups, Hispanic (13.9%), White (13.0%), Asian (12.1%), and Black (10.9%), the significant difference came from the difference between Black and Hispanic with a 95% credible interval from −5.63 to −0.30%. Those older than 30 years had a mean of 12.2% versus 12.9% for the younger group; although this was not a statistically significant difference. Given a constant inhalation input of 2 ppm, at steady state, the overall mean exhaled concentration was estimated to be 1.75ppm (95% credible interval: 1.64–1.84). An equivalent parameter, first-order metabolic rate constant, was also estimated and found to be consistent with the percent of BD metabolized at steady state across gender, race, and age strata.     

Ensemble Bayesian model averaging using Markov Chain Monte Carlo sampling

Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery et al. Mon Weather Rev 133:1155–1174, 2005) has recommended the Expectation–Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model streamflow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.