Hierarchical modeling of count data with application to nuclear fall-out

We propose a method for a Bayesian hierarchical analysis of count data that are observed at irregular locations in a bounded domain of R². We model the data as having been observed on a fine regular lattice, where we do not have observations at all the sites. The counts are assumed to be independent Poisson random variables whose means are given by a log Gaussian process. In this article, the Gaussian process is assumed to be either a Markov random field (MRF) or a geostatistical model, and we compare the two models on an environmental data set. To make the comparison, we calibrate priors for the parameters in the geostatistical model to priors for the parameters in the MRF. The calibration is obtained empirically. The main goal is to predict the hidden Poisson-mean process at all sites on the lattice, given the spatially irregular count data; to do this we use an efficient MCMC. The spatial Bayesian methods are illustrated on radioactivity counts analyzed by Diggle et al. (1998).     

Using hidden Markov chains and empirical Bayes change-point estimation for transect data

Consider a lattice of locations in one dimension at which data are observed. We model the data as a random hierarchical process. The hidden process is assumed to have a (prior) distribution that is derived from a two-state Markov chain. The states correspond to the mean values (high and low) of the observed data. Conditional on the states, the observations are modelled, for example, as independent Gaussian random variables with identical variances. In this model, there are four free parameters: the Gaussian variance, the high and low mean values, and the transition probability in the Markov chain. A parametric empirical Bayes approach requires estimation of these four parameters from the marginal (unconditional) distribution of the data and we use the EM-algorithm to do this. From the posterior of the hidden process, we use simulated annealing to find the maximum a posteriori (MAP) estimate. Using a Gibbs sampler, we also obtain the maximum marginal posterior probability (MMPP) estimate of the hidden process. We use these methods to determine where change-points occur in spatial transects through grassland vegetation, a problem of considerable interest to plant ecologists.     

Prediction of non-methane hydrocarbons in Kuwait using regression and Bayesian kriged Kalman model

This article describes the hierarchical Bayesian approach for predicting average hourly concentrations of ambient non-methane hydrocarbons (NMHC) in Kuwait where records of six monitor stations located in different sites are observed at successive time points. Our objective is to predict the concentration level of NMHC in unmonitored areas. Here an attempt is made for the prediction of unmeasured concentration of NMHC at two additional locations in Kuwait. We will implement a kriged Kalman filter (KKF) hierarchical Bayesian approach assuming a Gaussian random field, a technique that allows the pooling of data from different sites in order to predict the exposure of the NMHC in different regions of Kuwait. In order to increase the accuracy of the KKF we will use other statistical models such as imputation, regression, principal components, and time series analysis in our approach. We considered four different types of imputation techniques to address the missing data. At the primary level, the logarithmic field is modeled as a trend plus Gaussian stochastic residual model. The trend model depends on hourly meteorological predictors which are common to all sites. The residuals are then modeled using KKF, and the prediction equation is derived conditioned on adjoining hours. On this basis we developed a spatial predictive distribution for these residuals at unmonitored sites. By transforming the predicted residuals back to the original data scales, we can impute Kuwait’s hourly non-methane hydrocarbons field.     

Major PM10 source location by a spatial multivariate receptor model

We present a multivariate receptor model for identifying the spatial location of major PM₁₀ pollution sources through the concentrations at multiple monitoring stations. We build on a mixed multiplicative log-normal factor model adjusting the source contributions for meteorological covariates and for temporal correlation and considering source profiles as compositional Gaussian random fields, to account for the variability induced by the spatial distribution of the monitoring sites. Taking a Bayesian approach to estimation, the proposed hierarchical model is implemented and used to analyze average daily PM₁₀ concentration measurements from 13 monitoring sites in Taranto, Italy, for the period April–December 2005. Three major sources of pollution are identified and characterized in terms of their spatial and temporal behavior and in relation to meteorological data.     

Accounting for matching uncertainty in two stage capture–recapture experiments using photographic measurements of natural marks

We propose a Bayesian hierarchical modeling approach for estimating the size of a closed population from data obtained by identifying individuals through photographs of natural markings. We assume that noisy measurements of a set of distinctive features are available for each individual present in a photographic catalogue. To estimate the population size from two catalogues obtained during two different sampling occasions, we embed the standard two-stage $M_t$ capture–recapture model for closed population into a multivariate normal data matching model that identifies the common individuals across the catalogues. In addition to estimating the population size while accounting for the matching process uncertainty, this hierarchical modelling approach allows to identify the common individuals by using the information provided by the capture–recapture model. This way, our model also represents a novel and reliable tool able to reduce the amount of effort researchers have to expend in matching individuals. We illustrate and motivate the proposed approach via a real data set of photo-identification of narwhals. Moreover, we compare our method with a set of possible alternative approaches by using both the empirical data set and a simulation study.     

Modelling the spatial structure of forest stands by multivariate point processes with hierarchical interactions

A stochastic model is applied to describe the spatial structure of a forest stand. We aim at quantifying the strength of the competition process between the trees in terms of interaction within and between different size classes of trees using multivariate Gibbs point processes with hierarchical interactions introduced in [Högmander, H., Särkkä, A., 1999. Multitype spatial point patterns with hierarchical interactions. Biometrics 55, 1051–1058]. The new model overcomes the main limitation of the traditional use of the Gibbs models allowing to describe systems with non-symmetric interactions between different objects. When analyzing interactions between neighbouring trees it is natural to assume that the size of a tree determines its hierarchical level: the largest trees are not influenced by any other trees than the trees in the same size class, while trees in the other size classes are influenced by the other trees in the same class as well as by all larger trees. In this paper, we describe a wide range of Gibbs models with both hierarchical and non-hierarchical interactions as well as a simulation algorithm and a parameter estimation procedure for the hierarchical models. We apply the hierarchical interaction model to the analysis of forest data consisting of locations and diameters of tree stems.     

Invading introduced species in insular heterogeneous environments

We are concerned with the development and analysis of a predator–prey system designed for heterogeneous insular environments; populations are native preys exposed to introduced and invading predators and competitor preys. We first look at the unstructured model; this yields a singular system of ordinary differential equations having interesting dynamical features, such as finite time extinction or persistence of populations. Next we build a spatially heterogeneous structured model upon developing a reaction–diffusion system; then, using numerical experiments we analyze some typical effects of spatial heterogeneities on the persistence or extinction of native or introduced and invading species. The case of Kerguelen sub-Antartic heterogeneous islands where both domestic cats and alien preys have been introduced is taken as an example.     

Multivariate Bayesian analysis of atmosphere–ocean general circulation models

Numerical experiments based on atmosphere–ocean general circulation models (AOGCMs) are one of the primary tools in deriving projections for future climate change. Although each AOGCM has the same underlying partial differential equations modeling large scale effects, they have different small scale parameterizations and different discretizations to solve the equations, resulting in different climate projections. This motivates climate projections synthesized from results of several AOGCMs’ output. We combine present day observations, present day and future climate projections in a single highdimensional hierarchical Bayes model. The challenging aspect is the modeling of the spatial processes on the sphere, the number of parameters and the amount of data involved. We pursue a Bayesian hierarchical model that separates the spatial response into a large scale climate change signal and an isotropic process representing small scale variability among AOGCMs. Samples from the posterior distributions are obtained with computer-intensive MCMC simulations. The novelty of our approach is that we use gridded, high resolution data covering the entire sphere within a spatial hierarchical framework. The primary data source is provided by the Coupled Model Intercomparison Project (CMIP) and consists of 9 AOGCMs on a 2.8 by 2.8 degree grid under several different emission scenarios. In this article we consider mean seasonal surface temperature and precipitation as climate variables. Extensions to our model are also discussed.     

Automatic construction of concept hierarchies: The case of foliage-dwelling spiders

In this paper, we present the hierarchical variable dependencies that were obtained from raw data with the use of two machine learning techniques on an ecological data set. The data set contains features of field margins and the corresponding number of spider species inhabiting them. This data set was used before by domain experts to construct a fuzzy qualitative model with hierarchical variable dependencies, which we use for comparison with our results. One of the machine learning methods constructs a hierarchical structure similar to the one in the experts’ model, while revealing some additional interesting relations of environmental features with respect to the number of spider species. The other method constructs a different hierarchy from the one proposed by the experts, which, according to our classification performance experiments, might be even more appropriate.     

An integrated approach for predicting fates of reintroductions with demographic data from multiple populations

We devised a novel approach to model reintroduced populations whereby demographic data collected from multiple sites are integrated into a Bayesian hierarchical model. Integrating data from multiple reintroductions allows more precise population-growth projections to be made, especially for populations for which data are sparse, and allows projections that account for random site-to-site variation to be made before new reintroductions are attempted. We used data from reintroductions of the North Island Robin (Petroica longipes), an endemic New Zealand passerine, to 10 sites where non-native mammalian predators are controlled. A comparison of candidate models that we based on deviance information criterion showed that rat-tracking rate (an index of rat density) was a useful predictor of robin fecundity and adult female survival, that landscape connectivity and a binary measure of whether sites were on a peninsula were useful predictors of apparent juvenile survival (probably due to differential dispersal away from reintroduction sites), and that there was unexplained random variation among sites in all demographic rates. We used the two best supported models to estimate the finite rate of increase (λ) for populations at each of the 10 sites, and for a proposed reintroduction site, under different levels of rat control. Only three of the reintroduction sites had λ distributions completely >1 for either model. At two sites, λ was expected to be >1 if rat-tracking rates were <5%. At the other five reintroduction sites, λ was predicted to be close to 1, and it was unclear whether growth was expected. Predictions of λ for the proposed reintroduction site were less precise than for other sites because distributions incorporated the full range of site-to-site random variation in vital rates. Our methods can be applied to any species for which postrelease data on demographic rates are available and potentially can be extended to model multiple species simultaneously.     

Valuation of natural capital under uncertain substitutability

Natural capital is complex to value notably because of the high uncertainties surrounding the substitutability of its future ecosystem services. We examine a Lucas economy in which a consumption good is produced by combining different inputs, one of them being an ecosystem service that is partially substitutable with other inputs. The growth rate of these inputs and the elasticity of substitution evolve in a stochastic way. We characterize the socially efficient ecological discount rates that should be used to value future ecosystem services at different time horizons. We show that the inverse of the elasticity of substitution can be interpreted as the CCAPM beta of natural capital. We also show that any increase in risk of this beta reduces the ecological discount rate. If our collective beliefs about the elasticity of substitution of ecosystem services are Gaussian, the ecological discount rates go to minus infinity for finite maturities. In that case, a marginal increase in natural capital has an infinite value. We provide a realistic calibration of the model that is coherent with observed asset prices by using the model of extreme events of Barro (2006). The bliss maturity for infinite discount factors is less than 100 years in this calibration.     

Building statistical models to analyze species distributions.

Models of the geographic distributions of species have wide application in ecology. But the nonspatial, single-level, regression models that ecologists have often employed do not deal with problems of irregular sampling intensity or spatial dependence, and do not adequately quantify uncertainty. We show here how to build statistical models that can handle these features of spatial prediction and provide richer, more powerful inference about species niche relations, distributions, and the effects of human disturbance. We begin with a familiar generalized linear model and build in additional features, including spatial random effects and hierarchical levels. Since these models are fully specified statistical models, we show that it is possible to add complexity without sacrificing interpretability. This step-by-step approach, together with attached code that implements a simple, spatially explicit, regression model, is structured to facilitate self-teaching. All models are developed in a Bayesian framework. We assess the performance of the models by using them to predict the distributions of two plant species (Proteaceae) from South Africa's Cape Floristic Region. We demonstrate that making distribution models spatially explicit can be essential for accurately characterizing the environmental response of species, predicting their probability of occurrence, and assessing uncertainty in the model results. Adding hierarchical levels to the models has further advantages in allowing human transformation of the landscape to be taken into account, as well as additional features of the sampling process.     

Hierarchical demographic approaches for assessing invasion dynamics of non-indigenous species: An example using northern snakehead (Channa argus)

Models of species’ demographic features are commonly used to understand population dynamics and inform management tactics. Hierarchical demographic models are ideal for the assessment of non-indigenous species because our knowledge of non-indigenous populations is usually limited, data on demographic traits often come from a species’ native range, these traits vary among populations, and traits are likely to vary considerably over time as species adapt to new environments. Hierarchical models readily incorporate this spatiotemporal variation in species’ demographic traits by representing demographic parameters as multi-level hierarchies. As is done for traditional non-hierarchical matrix models, sensitivity and elasticity analyses are used to evaluate the contributions of different life stages and parameters to estimates of population growth rate. We applied a hierarchical model to northern snakehead (Channa argus), a fish currently invading the eastern United States. We used a Monte Carlo approach to simulate uncertainties in the sensitivity and elasticity analyses and to project future population persistence under selected management tactics. We gathered key biological information on northern snakehead natural mortality, maturity and recruitment in its native Asian environment. We compared the model performance with and without hierarchy of parameters. Our results suggest that ignoring the hierarchy of parameters in demographic models may result in poor estimates of population size and growth and may lead to erroneous management advice. In our case, the hierarchy used multi-level distributions to simulate the heterogeneity of demographic parameters across different locations or situations. The probability that the northern snakehead population will increase and harm the native fauna is considerable. Our elasticity and prognostic analyses showed that intensive control efforts immediately prior to spawning and/or juvenile-dispersal periods would be more effective (and probably require less effort) than year-round control efforts. Our study demonstrates the importance of considering the hierarchy of parameters in estimating population growth rate and evaluating different management strategies for non-indigenous invasive species.     

Inference about density and temporary emigration in unmarked populations

Few species are distributed uniformly in space, and populations of mobile organisms are rarely closed with respect to movement, yet many models of density rely upon these assumptions. We present a hierarchical model allowing inference about the density of unmarked populations subject to temporary emigration and imperfect detection. The model can be fit to data collected using a variety of standard survey methods such as repeated point counts in which removal sampling, double-observer sampling, or distance sampling is used during each count. Simulation studies demonstrated that parameter estimators are unbiased when temporary emigration is either "completely random" or is determined by the size and location of home ranges relative to survey points. We also applied the model to repeated removal sampling data collected on Chestnut-sided Warblers (Dendroica pensylvancia) in the White Mountain National Forest, U.S.A. The density estimate from our model, 1.09 birds/ha, was similar to an estimate of 1.11 birds/ha produced by an intensive spot-mapping effort. Our model is also applicable when processes other than temporary emigration affect the probability of being available for detection, such as in studies using cue counts. Functions to implement the model have been added to the R package unmarked.     

Making more out of sparse data: hierarchical modeling of species communities

Community ecologists and conservation biologists often work with data that are too sparse for achieving reliable inference with species-specific approaches. Here we explore the idea of combining species-specific models into a single hierarchical model. The community component of the model seeks for shared patterns in how the species respond to environmental covariates. We illustrate the modeling framework in the context of logistic regression and presence-absence data, but a similar hierarchical structure could also be used in many other types of applications. We first use simulated data to illustrate that the community component can improve parameterization of species-specific models especially for rare species, for which the data would be too sparse to be informative alone. We then apply the community model to real data on 500 diatom species to show that it has much greater predictive power than a collection of independent species-specific models. We use the modeling approach to show that roughly one-third of distance decay in community similarity can be explained by two variables characterizing water quality, rare species typically preferring nutrient-poor waters with high pH, and common species showing a more general pattern of resource use.     

A hierarchical model for spatial capture-recapture data

Estimating density is a fundamental objective of many animal population studies. Application of methods for estimating population size from ostensibly closed populations is widespread, but ineffective for estimating absolute density because most populations are subject to short-term movements or so-called temporary emigration. This phenomenon invalidates the resulting estimates because the effective sample area is unknown. A number of methods involving the adjustment of estimates based on heuristic considerations are in widespread use. In this paper, a hierarchical model of spatially indexed capture-recapture data is proposed for sampling based on area searches of spatial sample units subject to uniform sampling intensity. The hierarchical model contains explicit models for the distribution of individuals and their movements, in addition to an observation model that is conditional on the location of individuals during sampling. Bayesian analysis of the hierarchical model is achieved by the use of data augmentation, which allows for a straightforward implementation in the freely available software WinBUGS. We present results of a simulation study that was carried out to evaluate the operating characteristics of the Bayesian estimator under variable densities and movement patterns of individuals. An application of the model is presented for survey data on the flat-tailed horned lizard (Phrynosoma mcallii) in Arizona, USA.     

Estimation of population parameters from aerial counts of North American mallards: a cautionary tale.

The accuracy of population estimates strongly interferes with our ability to obtain unbiased estimates of population parameters based on analyses of time series of population fluctuations. Here we use long-term data on fluctuations in the size of Mallard populations collected as part of the May Breeding Waterfowl Survey covering a large section of North America. We assume a log-linear model of density dependence and use a hierarchical Bayesian state-space approach in which all parameters are assumed to be realizations from a common underlying distribution. Thus, parameters for different populations are not allowed to vary independently of each other. We then simulated independent time series of aerial counts, using the estimated parameters and adding various levels of observation error. These simulations showed that the estimates of stochastic population growth rate and strength of density dependence were biased even when moderate sampling errors were present. In contrast, the estimates of the environmental stochasticity and the carrying capacity were unbiased even for short time series and large observation error. Our results underline the importance of reducing the magnitude of sampling error in the design of large-scale monitoring programs of population fluctuations.     

Tropical deforestation in Madagascar: analysis using hierarchical,spatially explicit,Bayesian regression models

Establishing cause–effect relationships for deforestation at various scales has proven difficult even when rates of deforestation appear well documented. There is a need for better explanatory models, which also provide insight into the process of deforestation. We propose a novel hierarchical modeling specification incorporating spatial association. The hierarchical aspect allows us to accommodate misalignment between the land-use (response) data layer and explanatory data layers. Spatial structure seems appropriate due to the inherently spatial nature of land use and data layers explaining land use. Typically, there will be missing values or holes in the response data. To accommodate this we propose an imputation strategy. We apply our modeling approach to develop a novel deforestation model for the eastern wet forested zone of Madagascar, a global rain forest “hot spot”. Using five data layers created for this region, we fit a suitable spatial hierarchical model. Though fitting such models is computationally much more demanding than fitting more standard models, we show that the resulting interpretation is much richer. Also, we employ a model choice criterion to argue that our fully Bayesian model performs better than simpler ones. To the best of our knowledge, this is the first work that applies hierarchical Bayesian modeling techniques to study deforestation processes. We conclude with a discussion of our findings and an indication of the broader ecological applicability of our modeling style.     

Constrained ordination analysis with flexible response functions

Canonical correspondence analysis (CCA) is perhaps the most popular multivariate technique used by environmental ecologists for constrained ordination; it is an approximation to the maximum likelihood solution of the Gaussian response model. In this article, we look at the constrained ordination problem from a slightly different point of view and argue that it is this particular point of view that CCA implicitly adopts. This gives us additional insights into the nature of CCA. We then exploit the new perspective to generalize the Gaussian response model to incorporate more flexible response functions. A real example is presented to illustrate the use of the more flexible model.     

Hierarchical Bayesian space-time models

Space-time data are ubiquitous in the environmental sciences. Often, as is the case with atmo- spheric and oceanographic processes, these data contain many different scales of spatial and temporal variability. Such data are often non-stationary in space and time and may involve many observation/prediction locations. These factors can limit the effectiveness of traditional space- time statistical models and methods. In this article, we propose the use of hierarchical space-time models to achieve more flexible models and methods for the analysis of environmental data distributed in space and time. The first stage of the hierarchical model specifies a measurement- error process for the observational data in terms of some 'state' process. The second stage allows for site-specific time series models for this state variable. This stage includes large-scale (e.g. seasonal) variability plus a space-time dynamic process for the anomalies'. Much of our interest is with this anomaly proc ess. In the third stage, the parameters of these time series models, which are distributed in space, are themselves given a joint distribution with spatial dependence (Markov random fields). The Bayesian formulation is completed in the last two stages by speci- fying priors on parameters. We implement the model in a Markov chain Monte Carlo framework and apply it to an atmospheric data set of monthly maximum temperature.