2020
DOI: 10.1111/2041-210x.13513
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Hierarchical computing for hierarchical models in ecology

Abstract: Bayesian hierarchical models allow ecologists to account for uncertainty and make inference at multiple scales. However, hierarchical models are often computationally intensive to fit, especially with large datasets, and researchers face trade‐offs between capturing ecological complexity in statistical models and implementing these models. We present a recursive Bayesian computing (RB) method that can be used to fit Bayesian models efficiently in sequential MCMC stages to ease computation and streamline hierar… Show more

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Cited by 12 publications
(12 citation statements)
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“…Gelfand and Ghosh (2015) note that BHMs have been a great benefit to science, but the current rate of data acquisition and model complexity are "beginning to stretch our computational capabilities" and future inference will have to be the result of "an artful mixture of model specification and approximation." Hierarchical conditioning provides a beneficial way to build large complex models; thus, it is sensible that inferential computing for these models may also be best accomplished in a hierarchical fashion (McCaslin et al 2021).…”
Section: Discussionmentioning
confidence: 99%
“…Gelfand and Ghosh (2015) note that BHMs have been a great benefit to science, but the current rate of data acquisition and model complexity are "beginning to stretch our computational capabilities" and future inference will have to be the result of "an artful mixture of model specification and approximation." Hierarchical conditioning provides a beneficial way to build large complex models; thus, it is sensible that inferential computing for these models may also be best accomplished in a hierarchical fashion (McCaslin et al 2021).…”
Section: Discussionmentioning
confidence: 99%
“…We used the two-stage model-fitting technique described by McCaslin et al [ 55 ], which allowed us to fit individual first-stage models to each snake in parallel using package “parallel” in R version 3.6.1 [ 56 ] and then use those samples as proposals in the second stage to fit the full hierarchical model [ 57 , 58 ].…”
Section: Methodsmentioning
confidence: 99%
“…This was to create first-stage MCMC parameter updates that match the support of each parameter and did not require tuning or supervision, because we used the prior as a proposal for the Metropolis-Hastings update on and and a Gibbs update for in the first stage. We accounted for this difference in model specification by using a change of variables correction in the second stage Metropolis-Hastings updates [ 55 ].…”
Section: Methodsmentioning
confidence: 99%
“…Whether used for frequentist or Bayesian inference, this is another area where HMMs and sparse matrix methods may be able to provide substantial gains in computational feasibility and efficiency. Other strategies that can be useful for large data sets and/or complex hierarchical structures include multi-stage model fitting techniques such as multiple imputation (e.g., McClintock, 2017;Scharf et al, 2017) and recursive Bayesian computing (e.g., Hooten et al, 2019aHooten et al, , 2020McCaslin et al, 2020). Movement models formulated in continuous time also involve integrals, but, instead of being over space, the integration is with respect to time.…”
Section: Model Fittingmentioning
confidence: 99%