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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 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.
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Sequential change‐point detection: Computation versus statistical performance
Abstract Change‐point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large‐scale, high‐dimensional, and complex streaming data call for computationally (memory) efficient sequential change‐point detection algorithms that are also statistically powerful. This gives rise to a computation versus statistical power trade‐off, an aspect less emphasized in the past in classic literature. This tutorial takes this new perspective and reviews several sequential change‐point detection procedures, ranging from classic sequential change‐point detection algorithms to more recent non‐parametric procedures that consider computation, memory efficiency, and model robustness in the algorithm design. Our survey also contains classic performance analysis, which provides useful techniques for analyzing new procedures. This article is categorized under:Statistical Models > Time Series ModelsAlgorithms and Computational Methods > AlgorithmsData: Types and Structure > Time Series, Stochastic Processes, and Functional Data
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- PAR ID:
- 10431924
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- WIREs Computational Statistics
- ISSN:
- 1939-5108
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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