Improved efficiency of Markov chain Monte Carlo facilitates all aspects of statistical analysis with Bayesian hierarchical models. Identifying strategies to improve MCMC performance is becoming increasingly crucial as the complexity of models, and the run times to fit them, increases. We evaluate different strategies for improving MCMC efficiency using the open‐source software NIMBLE (R package nimble) using common ecological models of species occurrence and abundance as examples. We ask how MCMC efficiency depends on model formulation, model size, data, and sampling strategy. For multiseason and/or multispecies occupancy models and for N‐mixture models, we compare the efficiency of sampling discrete latent states vs. integrating over them, including more vs. fewer hierarchical model components, and univariate vs. block‐sampling methods. We include the common MCMC tool JAGS in comparisons. For simple models, there is little practical difference between computational approaches. As model complexity increases, there are strong interactions between model formulation and sampling strategy on MCMC efficiency. There is no one‐size‐fits‐all best strategy, but rather problem‐specific best strategies related to model structure and type. In all but the simplest cases, NIMBLE's default or customized performance achieves much higher efficiency than JAGS. In the two most complex examples, NIMBLE was 10–12 times more efficient than JAGS. We find NIMBLE is a valuable tool for many ecologists utilizing Bayesian inference, particularly for complex models where JAGS is prohibitively slow. Our results highlight the need for more guidelines and customizable approaches to fit hierarchical models to ensure practitioners can make the most of occupancy and other hierarchical models. By implementing model‐generic MCMC procedures in open‐source software, including the NIMBLE extensions for integrating over latent states (implemented in the R package nimbleEcology), we have made progress toward this aim.
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 hierarchical inference. We also introduce transformation‐assisted RB (TARB) to create unsupervised MCMC algorithms and improve interpretability of parameters. We demonstrate TARB by fitting a hierarchical animal movement model to obtain inference about individual‐ and population‐level migratory characteristics. Our recursive procedure reduced computation time for fitting our hierarchical movement model by half compared to fitting the model with a single MCMC algorithm. We obtained the same inference fitting our model using TARB as we obtained fitting the model with a single algorithm. For complex ecological statistical models, like those for animal movement, multi‐species systems, or large spatial and temporal scales, the computational demands of fitting models with conventional computing techniques can limit model specification, thus hindering scientific discovery. Transformation‐assisted RB is one of the most accessible methods for reducing these limitations, enabling us to implement new statistical models and advance our understanding of complex ecological phenomena.
- Award ID(s):
- 1927177
- NSF-PAR ID:
- 10453933
- Publisher / Repository:
- Wiley-Blackwell
- Date Published:
- Journal Name:
- Methods in Ecology and Evolution
- Volume:
- 12
- Issue:
- 2
- ISSN:
- 2041-210X
- Page Range / eLocation ID:
- p. 245-254
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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