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.     

Aggregation error in ecological models

Models of complex ecosystems require the representation of a large number of components by a few variables. The exact nature of the limitations imposed by this abstraction process has received surprisingly little treatment. In this study, models with k variables were taken, for the sake of argument, to exactly represent a system. Models with k — n variables were then developed for the same system and differences in output examined. As a result of the study, we suggest some simple rules for minimizing aggregation error, including lumping components with similar turnover times and lumping rare species with common ones.     

Bayesian analysis of Jolly-Seber type models

We propose the use of finite mixtures of continuous distributions in modelling the process by which new individuals, that arrive in groups, become part of a wildlife population. We demonstrate this approach using a data set of migrating semipalmated sandpipers (Calidris pussila) for which we extend existing stopover models to allow for individuals to have different behaviour in terms of their stopover duration at the site. We demonstrate the use of reversible jump MCMC methods to derive posterior distributions for the model parameters and the models, simultaneously. The algorithm moves between models with different numbers of arrival groups as well as between models with different numbers of behavioural groups. The approach is shown to provide new ecological insights about the stopover behaviour of semipalmated sandpipers but is generally applicable to any population in which animals arrive in groups and potentially exhibit heterogeneity in terms of one or more other processes.     

Optimized quantity-within-distance models of spatial welfare heterogeneity

Spatial welfare heterogeneity is frequently modeled within stated preference analysis as a function of discrete or continuous distance between households and affected resources. A common example is distance-decay analysis. Although distance-based models such as these are easily estimated, the ubiquity of this paradigm can lead to analyses that overlook other forms of analysis with equal or greater relevance. This paper develops an alternative approach to spatial heterogeneity in stated preference willingness to pay (WTP) based on the quantity or area of an affected resource surrounding each respondent at an optimized distance band or radius, with distance bands optimized using a grid-search algorithm that maximizes model likelihood. Methods and results are illustrated using a choice experiment on riparian land restoration in Maine, USA. The resulting quantity-within-distance model identifies systematic spatial patterns that are undetectable using distance-based analysis and directly relevant for welfare analysis.     

Space-time Bayesian small area disease risk models: development and evaluation with a focus on cluster detection

This paper extends the spatial local-likelihood model and the spatial mixture model to the space-time (ST) domain. For comparison, a standard random effect space-time (SREST) model is examined to allow evaluation of each model’s ability in relation to cluster detection. To pursue this evaluation, we use the ST counterparts of spatial cluster detection diagnostics. The proposed criteria are based on posterior estimates (e.g., misclassification rate) and some are based on post-hoc analysis of posterior samples (e.g., exceedance probability). In addition, we examine more conventional model fit criteria including mean square error (MSE). We illustrate the methodology with a real ST dataset, Georgia throat cancer mortality data for the years 1994–2005, and a simulated dataset where different levels and shapes of clusters are embedded. Overall, it is found that conventional SREST models fair well in ST cluster detection and in goodness-of-fit, while for extreme risk detection the local likelihood ST model does best.     

Integrated ecological models: simulation of socio-cultural constraints on ecological dynamics

We suggest that general systems theory provides a common philosophical basis for dialog between ecological and social scientists interested in studying the reciprocal interactions of humans and their environment. We (1) provide a synopsis of the ‘systems approach' as viewed from the biological and social sciences, respectively; (2) develop a conceptual framework for the explicit linking of ecological and social variables, and (3) draw upon game theoretic results of the Prisoner's Dilemma to represent human decision-making quantitatively in a model that simulates the tragedy of the commons. The model consists of 5 submodels that represent the ‘observers world' and each of 4 ‘participant's worlds.' The observer's-world represents the decision processes, either Optimize or Tit-for-Tat, by which each of 2 users decides to add or remove animals. The 4 perceived worlds represent hypothetical situations in which (1) persons A and B both add an animal; (2) A adds and B does not; (3) B adds and A does not, and (4) neither A nor B add an animal. Simulation results indicate that net worth of the community and of each person individually under Tit-for-Tat is more than double the net worth attained under Optimize. Replacement of the static payoff matrix assumed in game theory with a dynamic quantitative model illustrates how ‘norm-based' approaches to ecosystem management can outperform optimizing approaches based on predicted outcomes. Although ‘soft systems' techniques may better help decision-makers reach norm-based agreements on ecosystem management, quantitative models have more explanatory value, and if developed sufficiently such models could incorporate complex social dimensions that would enhance further their explanatory value.     

Misspecification of within-area exposure distribution in ecological Poisson models

Ecological studies enable investigation of geographic variations in exposure to environmental variables, across groups, in relation to health outcomes measured on a geographic scale. Such studies are subject to ecological biases, including pure specification bias which arises when a nonlinear individual exposure-risk model is assumed to apply at the area level. Introduction of the within-area variance of exposure should induce a marked reduction in this source of ecological bias. Assuming several measurements per area of exposure and no confounding risk factors, we study the model including the within-area exposure variability when Gaussian within-area exposure distribution is assumed. The robustness is assessed when the within-area exposure distribution is misspecified. Two underlying exposure distributions are studied: the Gamma distribution and an unimodal mixture of two Gaussian distributions. In case of strong ecological association, this model can reduce the bias and improve the precision of the individual parameter estimates when the within-area exposure means and variances are correlated. These different models are applied to analyze the ecological association between radon concentration and childhood acute leukemia in France.

Scaling-up spatially-explicit ecological models using graphics processors

How the properties of ecosystems relate to spatial scale is a prominent topic in current ecosystem research. Despite this, spatially explicit models typically include only a limited range of spatial scales, mostly because of computing limitations. Here, we describe the use of graphics processors to efficiently solve spatially explicit ecological models at large spatial scale using the CUDA language extension. We explain this technique by implementing three classical models of spatial self-organization in ecology: a spiral-wave forming predator-prey model, a model of pattern formation in arid vegetation, and a model of disturbance in mussel beds on rocky shores. Using these models, we show that the solutions of models on large spatial grids can be obtained on graphics processors with up to two orders of magnitude reduction in simulation time relative to normal pc processors. This allows for efficient simulation of very large spatial grids, which is crucial for, for instance, the study of the effect of spatial heterogeneity on the formation of self-organized spatial patterns, thereby facilitating the comparison between theoretical results and empirical data. Finally, we show that large-scale spatial simulations are preferable over repetitions at smaller spatial scales in identifying the presence of scaling relations in spatially self-organized ecosystems. Hence, the study of scaling laws in ecology may benefit significantly from implementation of ecological models on graphics processors.     

Definition and calculation of uncertainty in ecological process models

We present a method of multi-criteria assessment for the analysis of process model uncertainty that combines analysis of model structure, parameters and data requirements. There are three components in calculation and definition of uncertainty.

(1)

Assessment criteria: Uncertainty in a process model is reduced as the model can simultaneously simulate an increased number of assessment criteria selected to test specific aspects of the theory being investigated, and within acceptable limits set for those criteria. This reduces incomplete specification of the model—the characteristic that a model may explain some, but not all, of the observed features of a phenomenon. The calculation required is computation of the Pareto set which provides the list of simultaneously achieved criteria within specified ranges.     

Bayesian hierarchical mixture models for otolith microchemistry analysis

The field of fisheries research commonly uses classical statistical classification methods to estimate the proportion of fish that return to natal spawning grounds to spawn. With the advent of otolith microchemical analysis, researchers are able to extract information from fish ear stones (otoliths) about the chemical composition of water in which fish have spent distinct periods of their lives. Here we present a method of analysis set in the Bayesian statistical paradigm which enables explicit incorporation of habitat information into the analysis. The ecological system is seen as arising from a mixture of disparate fish populations and information from the biological relationships inherent in otolith formation is exploited through the hierarchical model structure. We present the model and motivation, demonstrate the validity of the model through simulation studies, and conclude with an analysis of a data set from Lake Erie.     

A Bayesian state-space formulation of dynamic occupancy models

Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by non-detection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and WinBUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site-specific heterogeneity in model parameters. The results indicate relatively low turnover and a stable distribution of Cerulean Warblers which is in contrast to analyses of counts of individuals from the same survey that indicate important declines. This discrepancy illustrates the inertia in occupancy relative to actual abundance. Furthermore, the model reveals a declining patch survival probability, and increasing turnover, toward the edge of the range of the species, which is consistent with metapopulation perspectives on the genesis of range edges. Given detection/non-detection data, dynamic occupancy models as described here have considerable potential for the study of distributions and range dynamics.     

Bayesian multi-species N-mixture models for unmarked animal communities

Environmental and Ecological Statistics - We propose an extension of the N-mixture model that enables the estimation of abundances of multiple species as well as the correlations between them. Our...     

A Bayesian framework for stable isotope mixing models

Stable isotope sourcing is used to estimate proportional contributions of sources to a mixture, such as in the analysis of animal diets and plant nutrient use. Statistical methods for inference on the diet proportions using stable isotopes have focused on the linear mixing model. Existing frequentist methods provide inferences when the diet proportion vector can be uniquely solved for in terms of the isotope ratios. Bayesian methods apply for arbitrary numbers of isotopes and diet sources but existing models are somewhat limited as they assume that trophic fractionation or discrimination is estimated without error or that isotope ratios are uncorrelated. We present a Bayesian model for the estimation of mean diet that accounts for uncertainty in source means and discrimination and allows correlated isotope ratios. This model is easily extended to allow the diet proportion vector to depend on covariates, such as time. Two data sets are used to illustrate the methodology. Code is available for selected analyses.     

Ecological boundary detection using Bayesian areal wombling

The study of ecological boundaries and their dynamics is of fundamental importance to much of ecology, biogeography, and evolution. Over the past two decades, boundary analysis (of which wombling is a subfield) has received considerable research attention, resulting in multiple approaches for the quantification of ecological boundaries. Nonetheless, few methods have been developed that can simultaneously (1) analyze spatially homogenized data sets (i.e., areal data in the form of polygons rather than point-reference data); (2) account for spatial structure in these data and uncertainty associated with them; and (3) objectively assign probabilities to boundaries once detected. Here we describe the application of a Bayesian hierarchical framework for boundary detection developed in public health, which addresses these issues but which has seen limited application in ecology. As examples, we analyze simulated spread data and the historic pattern of spread of an invasive species, the hemlock woolly adelgid (Adelges tsugae), using county-level summaries of the year of first reported infestation and several covariates potentially important to influencing the observed spread dynamics. Bayesian areal wombling is a promising approach for analyzing ecological boundaries and dynamics related to changes in the distributions of native and invasive species.     

Testing ecological models: the meaning of validation

The ecological literature reveals considerable confusion about the meaning of validation in the context of simulation models. The confusion arises as much from semantic and philosophical considerations as from the selection of validation procedures. Validation is not a procedure for testing scientific theory or for certifying the ‘truth’ of current scientific understanding, nor is it a required activity of every modelling project. Validation means that a model is acceptable for its intended use because it meets specified performance requirements.Before validation is undertaken, (1) the purpose of the model, (2) the performance criteria, and (3) the model context must be specified. The validation process can be decomposed into several components: (1) operation, (2) theory, and (3) data. Important concepts needed to understand the model evaluation process are verification, calibration, validation, credibility, and qualification. These terms are defined in a limited technical sense applicable to the evaluation of simulation models, and not as general philosophical concepts. Different tests and standards are applied to the operational, theoretical, and data components. The operational and data components can be validated; the theoretical component cannot.The most common problem with ecological and environmental models is failure to state what the validation criteria are. Criteria must be explicitly stated because there are no universal standards for selecting what test procedures or criteria to use for validation. A test based on comparison of simulated versus observed data is generally included whenever possible. Because the objective and subjective components of validation are not mutually exclusive, disagreements over the meaning of validation can only be resolved by establishing a convention.     

Integrated models to support multiobjective ecological restoration decisions

Many objectives motivate ecological restoration, including improving vegetation condition, increasing the range and abundance of threatened species, and improving species richness and diversity. Although models have been used to examine the outcomes of ecological restoration, few researchers have attempted to develop models to account for multiple, potentially competing objectives. We developed a combined state‐and‐transition, species‐distribution model to predict the effects of restoration actions on vegetation condition and extent, bird diversity, and the distribution of several bird species in southeastern Australian woodlands. The actions reflected several management objectives. We then validated the models against an independent data set and investigated how the best management decision might change when objectives were valued differently. We also used model results to identify effective restoration options for vegetation and bird species under a constrained budget. In the examples we evaluated, no one action (improving vegetation condition and extent, increasing bird diversity, or increasing the probability of occurrence for threatened species) provided the best outcome across all objectives. In agricultural lands, the optimal management actions for promoting the occurrence of the Brown Treecreeper (Climacteris picumnus), an iconic threatened species, resulted in little improvement in the extent of the vegetation and a high probability of decreased vegetation condition. This result highlights that the best management action in any situation depends on how much the different objectives are valued. In our example scenario, no management or weed control were most likely to be the best management options to satisfy multiple restoration objectives. Our approach to exploring trade‐offs in management outcomes through integrated modeling and structured decision‐support approaches has wide application for situations in which trade‐offs exist between competing conservation objectives.     

A Bayesian hierarchical framework for calibrating aquatic biogeochemical models

Model practitioners increasingly place emphasis on rigorous quantitative error analysis in aquatic biogeochemical models and the existing initiatives range from the development of alternative metrics for goodness of fit, to data assimilation into operational models, to parameter estimation techniques. However, the treatment of error in many of these efforts is arguably selective and/or ad hoc. A Bayesian hierarchical framework enables the development of robust probabilistic analysis of error and uncertainty in model predictions by explicitly accommodating measurement error, parameter uncertainty, and model structure imperfection. This paper presents a Bayesian hierarchical formulation for simultaneously calibrating aquatic biogeochemical models at multiple systems (or sites of the same system) with differences in their trophic conditions, prior precisions of model parameters, available information, measurement error or inter-annual variability. Our statistical formulation also explicitly considers the uncertainty in model inputs (model parameters, initial conditions), the analytical/sampling error associated with the field data, and the discrepancy between model structure and the natural system dynamics (e.g., missing key ecological processes, erroneous formulations, misspecified forcing functions). The comparison between observations and posterior predictive monthly distributions indicates that the plankton models calibrated under the Bayesian hierarchical scheme provided accurate system representations for all the scenarios examined. Our results also suggest that the Bayesian hierarchical approach allows overcoming problems of insufficient local data by “borrowing strength” from well-studied sites and this feature will be highly relevant to conservation practices of regions with a high number of freshwater resources for which complete data could never be practically collected. Finally, we discuss the prospect of extending this framework to spatially explicit biogeochemical models (e.g., more effectively connect inshore with offshore areas) along with the benefits for environmental management, such as the optimization of the sampling design of monitoring programs and the alignment with the policy practice of adaptive management.     

Combining state and transition models with dynamic Bayesian networks

Bashari et al. (2009) propose combining state and transition models (STMs) with Bayesian networks for decision support tools where the focus is on modelling the system dynamics. There is already an extension of Bayesian networks - so-called dynamic Bayesian networks (DBNs) - for explicitly modelling systems that change over time, that has also been applied in ecological modelling. In this paper we propose a combination of STMs and DBNs that overcome some of the limitations of Bashari et al.’s approach including providing an explicit representation of the next state, while retaining its advantages, such an the explicit representation of transitions. We then show that the new model can be applied iteratively to predict into the future consistently with different time frames. We use Bashari et al.’s rangeland management problem as an illustrative case study. We present a comparative complexity analysis of the different approaches, based on the structure inherent in the problem being modelled. This analysis showed that any models that explicitly represent all the transitions only remain tractable when there are natural constraints in the domain. Thus we recommend modellers should analyse these aspects of their problem before deciding whether to use the framework.     

Age-dependent survival analyzed with Bayesian models of mark-recapture data

We describe a Bayesian random effects model of mark-recapture data that accounts for age-dependence in survival and individual heterogeneity in capture probabilities and survival. The model is applied to data on the Glanville fritillary butterfly (Melitaea cinxia) collected from a population enclosed in a large cage in the field. The cage population consisted of a mixture of butterflies originating from newly established and old populations in a large metapopulation in the Aland Islands in Finland. The explanatory variables in the model included the effects of temperature, sex, and population type (new vs. old) on capture probabilities, and the effects of age, sex, population type, and day vs. night on survival. We found that mortality rate increased with age, that mortality rate was much higher during the day than during the night, and that the life span of females originating from newly established populations was shorter than the life span of females from old populations. Capture probability decreased with increasing temperature and decreased with increasing mobility of individuals.