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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments




Capture-recapture experiments


            Capture-recapture experiments
       4
              Inference in finite populations
              Binomial capture model
              Two-stage capture-recapture
              Open population
              Accept-Reject methods
              Arnason–Schwarz’s Model




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Inference in finite populations



Inference in finite populations



       Problem of estimating an unknown population size, N , based on
       partial observation of this population: domain of survey sampling
       Warning
       We do not cover the official Statistics/stratified type of survey
       based on a preliminary knowledge of the structure of the population




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Inference in finite populations



Numerous applications
               Biology & Ecology for estimating the size of herds, of fish or
               whale populations, etc.
               Sociology & Demography for estimating the size of
               populations at risk, including homeless people, prostitutes,
               illegal migrants, drug addicts, etc.
               official Statistics in the U.S. and French census undercount
               procedures
               Economics & Finance in credit scoring, defaulting companies,
               etc.,
               Fraud detection phone, credit card, etc.
               Document authentication historical documents, forgery, etc.,
               Software debugging

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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Inference in finite populations



Setup




       Size N of the whole population is unknown but samples (with
       fixed or random sizes) can be extracted from the population.




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Binomial capture model



The binomial capture model
       Simplest model of all: joint capture of n+ individuals from a
       population of size N .

       Population size N ∈ N∗ is the parameter of interest, but there
       exists a nuisance parameter, the probability p ∈ [0, 1] of capture
       [under assumption of independent captures]

       Sampling model
                                                  n+ ∼ B(N, p)
       and corresponding likelihood

                                                   N     +           +
                         ℓ(N, p|n+ ) =                 pn (1 − p)N −n IN ≥n+ .
                                                     +
                                                   n

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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Binomial capture model



Bayesian inference (1)
       Under vague prior

                                    π(N, p) ∝ N −1 IN∗ (N )I[0,1] (p) ,

       posterior distribution of N is
                                                                     1
                                      N!                                 +           +
         π(N |n+ )                            N −1 IN ≥n+ IN∗ (N )     pn (1 − p)N −n dp
                           ∝             + )!
                                   (N − n                          0
                                    (N − 1)! (N − n+ )!
                           ∝                              I     +
                                   (N − n+ )! (N + 1)! N ≥n ∨1
                                       1
                           =                           .
                                             I    +
                                   N (N + 1) N ≥n ∨1

       where n+ ∨ 1 = max(n+ , 1)

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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Binomial capture model



Bayesian inference (2)


       If we use the uniform prior

                                     π(N, p) ∝ I{1,...,S} (N )I[0,1] (p) ,

       the posterior distribution of N is
                                                        1
                                   π(N |n+ ) ∝                           (N ) .
                                                           I+
                                                      N + 1 {n ∨1,...,S}




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Binomial capture model



Capture-recapture data


       European dippers
       Birds closely dependent on streams,
       feeding on underwater invertebrates
       Capture-recapture data on dippers
       over years 1981–1987 in 3 zone of
       200 km2 in eastern France with
       markings and recaptures of breeding
       adults each year, during the breeding
       period from early March to early
       June.



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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Binomial capture model



eurodip
       Each row of 7 digits corresponds to a capture-recapture story: 0
       stands for absence of capture and, else, 1, 2 or 3 represents the
       zone of capture.

       E.g.

       1000000
       1300000
       0222122

       means: first dipper only captured the first year [in zone 1], second
       dipper captured in years 1981–1982 and moved from zone 1 to
       zone 3 between those years, third dipper captured in years
       1982–1987 in zone 2

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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



The two-stage capture-recapture experiment

       Extension to the above with two capture periods plus a marking
       stage:
               n1 individuals from a population of size N captured [sampled
          1

               without replacement]
               captured individuals marked and released
          2


               n2 individuals captured during second identical sampling
          3

               experiment
               m2 individuals out of the n2 ’s bear the identification mark
          4

               [captured twice]




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



The two-stage capture-recapture model



       For closed populations [fixed population size N throughout
       experiment, constant capture probability p for all individuals, and
       independence between individuals/captures], binomial models:

                           n1 ∼ B(N, p) ,                m2 |n1 ∼ B(n1 , p) and

                                   n2 − m2 |n1 , m2 ∼ B(N − n1 , p) .




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   Capture-recapture experiments
     Two-stage capture-recapture



The two-stage capture-recapture likelihood

       Corresponding likelihood ℓ(N, p|n1 , n2 , m2 )
         N − n1 n2 −m2
                        (1 − p)N −n1 −n2 +m2 I{0,...,N −n1 } (n2 − m2 )
                 p
         n2 − m2
                     n1 m2                    N n1
                          p (1 − p)n1 −m2           p (1 − p)N −n1 I{0,...,N } (n1 )
                 ×
                     m2                       n1
                             N!
                                          pn1 +n2 (1 − p)2N −n1 −n2 IN ≥n+
                  ∝
                    (N − n1 − n2 + m2 )!
                      N     c             c
                          pn (1 − p)2N −n IN ≥n+
                  ∝    +
                     n

       where nc = n1 + n2 and n+ = n1 + (n2 − m2 ) are total number of
       captures/captured individuals over both periods


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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Bayesian inference (1)
       Under prior π(N, p) = π(N )π(p) where π(p) is U ([0, 1]),
       conditional posterior distribution on p is
                                                                          c   c
                  π(p|N, n1 , n2 , m2 ) = π(p|N, nc ) ∝ pn (1 − p)2N −n ,

       that is,
                                p|N, nc ∼ Be(nc + 1, 2N − nc + 1).


       Marginal posterior distribution of N more complicated. If
       π(N ) = IN∗ (N ),

                                                 N
                                                    B(nc + 1, 2N − nc + 1)IN ≥n+ ∨1
             π(N |n1 , n2 , m2 ) ∝
                                                 n+

       [Beta-Pascal distribution]
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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Bayesian inference (2)
       Same problem if π(N ) = N −1 IN∗ (N ).
       Computations
       Since N ∈ N, always possible to approximate the missing
       normalizing factor in π(N |n1 , n2 , m2 ) by summing in N .
       Approximation errors become a problem when N and n+ are large.


       Under proper uniform prior,
                                            π(N ) ∝ I{1,...,S} (N ) ,
       posterior distribution of N proportional to
                                          N Γ(2N − nc + 1)
                   π(N |n+ ) ∝                             I{n+ ∨1,...,S} (N ) .
                                          n+  Γ(2N + 2)
       and can be computed with no approximation error.
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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



The Darroch model

       Simpler version of the above: conditional on both samples sizes n1
       and n2 ,
                         m2 |n1 , n2 ∼ H (N, n2 , n1 /N ) .
       Under uniform prior on N ∼ U ({1, . . . , S}), posterior distribution
       of N
                                                   N − n1
                                        n1                                N
                 π(N |m2 ) ∝                                                              (N )
                                                                             I+
                                                                          n2 {n ∨1,...,S}
                                                   n2 − m2
                                        m2

       and posterior expectations computed numerically by simple
       summations.



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   Capture-recapture experiments
     Two-stage capture-recapture



eurodip
       For the two first years and S = 400, posterior distribution of N for
       the Darroch model given by

       π(N |m2 ) ∝ (n−n1 )!(N −n2 )! {(n−n1 −n2 +m2 )!N !} I{71,...,400} (N ) ,

       with inverse normalization factor
                      400
                            (k − n1 )!(k − n2 )! {(k − n1 − n2 + m2 )!k!} .
                     k=71

       Influence of prior hyperparameter S (for m2 = 11):

               S             100       150       200       250      300   350   400   450   500
            E[N |m2 ]         95       125       141       148      151   151   152   152   152


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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Gibbs sampler for 2-stage capture-recapture


       If n+ > 0, both conditional posterior distributions are standard,
       since

                                   p|nc , N        ∼ Be(nc + 1, 2N − nc + 1)
                        N − n+ |n+ , p ∼ N eg(n+ , 1 − (1 − p)2 ) .

       Therefore, joint distribution of (N, p) can be approximated by a
       Gibbs sampler




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   Capture-recapture experiments
     Two-stage capture-recapture



T -stage capture-recapture model
       Further extension to the two-stage capture-recapture model: series
       of T consecutive captures.
       nt individuals captured at period 1 ≤ t ≤ T , and mt recaptured
       individuals (with the convention that m1 = 0)

                                                   n1 ∼ B(N, p)

       and, conditional on earlier captures/recaptures (2 ≤ j ≤ T ),
                                                        j−1
                                      mj ∼ B                  (nt − mt ), p       and
                                                        t=1
                                                                j−1
                             nj − mj ∼ B N −                          (nt − mt ), p   .
                                                                t=1


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   Capture-recapture experiments
     Two-stage capture-recapture



T -stage capture-recapture likelihood


       Likelihood ℓ(N, p|n1 , n2 , m2 . . . , nT , mT ) given by
                                                    T                     j−1
                                                             N−                      − mt )
                   N n1                                                   t=1 (nt
                      p (1 − p)N −n1                                                          pnj −mj
                                                                      nj − mj
                   n1                j=2
                                                                          j−1
                                              Pj                                     − mt )
                                                                          t=1 (nt
                           × (1 − p)N −           t=1 (nt −mt )
                                                                                mj
                                               Pj−1
                                   mj              t=1 (nt −mt )−mj
                           ×p           (1 − p)                             .




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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Sufficient statistics

       Simplifies into
                                                                 N!         c           c
                                                                          pn (1−p)T N −n IN ≥n+
       ℓ(N, p|n1 , n2 , m2 . . . , nT , mT ) ∝                       + )!
                                                              (N − n

       with the sufficient statistics
                                         T                                  T
                             n+ =                                and nc =
                                             (nt − mt )                           nt ,
                                       t=1                                  t=1

       total number of captured individuals/captures over the T periods



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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Bayesian inference (1)
       Under noninformative prior π(N, p) = 1/N , joint posterior
                                                  (N − 1)! nc              c
                 π(N, p|n+ , nc )                           p (1 − p)T N −n IN ≥n+ ∨1 .
                                          ∝
                                                 (N − n+ )!

       leads to conditional posterior

                               p|N, n+ , nc ∼ Be(nc + 1, T N − nc + 1)

       and marginal posterior
                                                  (N − 1)! (T N − nc )!
                         π(N |n+ , nc ) ∝                               I  +
                                                 (N − n+ )! (T N + 1)! N ≥n ∨1

       which is computable [under previous provisions].

       Alternative Gibbs sampler also available.
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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Two-stage capture-recapture



Bayesian inference (2)


       Under prior N ∼ U ({1, . . . , S}) and p ∼ U ([0, 1]),

                                                       (T N − nc )!
                                              N
                       π(N |n+ ) ∝                                              (N ).
                                                                    I+
                                                        (T N + 1)! {n ∨1,...,S}
                                              n+


       eurodip
       For the whole set of observations, T = 7, n+ = 294 and nc = 519.
       For S = 400, the posterior expectation of N is equal to 372.89.
       For S = 2500, it is 373.99.




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Computational difficulties

       E.g., heterogeneous capture–recapture model where individuals are
       captured at time 1 ≤ t ≤ T with probability pt with both N and
       the pt ’s are unknown.

       Corresponding likelihood

                   ℓ(N, p1 , . . . , pT |n1 , n2 , m2 . . . , nT , mT )
                                                                          T
                                                     N!
                                                                              pnt (1 − pt )N −nt .
                                              ∝                                t
                                                  (N − n+ )!
                                                                      t=1




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     Two-stage capture-recapture



Computational difficulties (cont’d)

       Associated prior N ∼ P(λ) and

                                   αt = log pt 1 − pt ∼ N (µt , σ 2 ),

       where the µt ’s and σ are known.
       Posterior
                                                                                   T
                                                                          λN
                                                                  N!
                                                                                        (1 + eαt )−N
       π(α1 , . . . , αT , N |, n1 , . . . , nT )        ∝
                                                               (N − n+ )! N !     t=1
                                                                    T
                                                                                         1
                                                                                             (αt − µt )2
                                                               ×          exp αt nt −                        .
                                                                                        2σ 2
                                                                   t=1

       much less manageable computationally.

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     Open population



Open populations


       More realistically, population size does not remain fixed over time:
       probability q for each individual to leave the population at each
       time [or between each capture episode]

       First occurrence of missing variable model.

       Simplified version where only individuals captured during the first
       experiment are marked and their subsequent recaptures are
       registered.




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     Open population



Working example

       Three successive capture experiments with

                                                  n1 ∼ B(N, p),
                                             r1 |n1 ∼ B(n1 , q),
                                         c2 |n1 , r1 ∼ B(n1 − r1 , p),
                                         r2 |n1 , r1 ∼ B(n1 − r1 , q)
                                     c3 |n1 , r1 , r2 ∼ B(n1 − r1 − r2 , p)

       where only n1 , c2 and c3 are observed.

       Variables r1 and r2 not available and therefore part of unknowns
       like parameters N , p and q.


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     Open population



Bayesian inference


       Likelihood
                                                 n1 − r1 c2
         N n1              n1 r1
            p (1 − p)N −n1     q (1 − q)n1 −r1            p (1 − p)n1 −r1 −c2
         n1                r1                       c2
             n1 − r1 r2                  n1 − r1 − r2 c3
                     q (1 − q)n1 −r1 −r2               p (1 − p)n1 −r1 −r2 −c3
                r2                            c3

       and prior
                                   π(N, p, q) = N −1 I[0,1] (p)I[0,1] (q)




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     Open population



Full conditionals for Gibbs sampling

                        π(p|N, q, D∗ ) ∝ pn+ (1 − p)u+
                   π(q|N, p, D∗ ) ∝ q c1 +c2 (1 − q)2n1 −2r1 −r2
                                           (N − 1)!
                  π(N |p, q, D∗ ) ∝                   (1 − p)N IN ≥n1
                                          (N − n1 )!
                                           (n1 − r1 )! q r1 (1 − q)−2r1 (1 − p)−2r1
        π(r1 |p, q, n1 , c2 , c3 , r2 ) ∝
                                          r1 !(n1 − r1 − r2 − c3 )!(n1 − c2 − r1 )!
                                          q r2 [(1 − p)(1 − q)]−r2
        π(r2 |p, q, n1 , c2 , c3 , r1 ) ∝
                                          r2 !(n1 − r1 − r2 − c3 )!
       where
                  D∗ = (n1 , c2 , c3 , r1 , r2 )
                  u1 = N − n1 , u2 = n1 − r1 − c2 , u3 = n1 − r1 − r2 − c3
                  n+ = n1 + c2 + c3 , u+ = u1 + u2 + u3
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Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Open population



Full conditionals (2)

       Therefore,

                           p|N, q, D∗ ∼ Be(n+ + 1, u+ + 1)
                           q|N, p, D∗ ∼ Be(r1 + r2 + 1, 2n1 − 2r1 − r2 + 1)
                  N − n1 |p, q, D∗ ∼ N eg(n1 , p)
                                                                                  q
            r2 |p, q, n1 , c2 , c3 , r1 ∼ B n1 − r1 − c3 ,
                                                                          1 + (1 − q)(1 − p)


       r1 has a less conventional distribution, but, since n1 not extremely
       large, possible to compute the probability that r1 is equal to one of
       the values in {0, 1, . . . , min(n1 − r2 − c3 , n1 − c2 )}.


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     Open population



eurodip




                                                                       0.6




                                                                                                                      5
                                                                                                                      4
                                                                       0.4




                                                                                                                      3
                                                                  p

                                                                       0.2




                                                                                                                      2
                                                                                                                      1
                                                                       0.0




                                                                                                                      0
                                                                              0   2000   4000   6000   8000   10000           0.0            0.2         0.4             0.6




                                                                       0.20




                                                                                                                      25
                                                                                                                      15
                                                                       0.10
                                                                  q




                                                                                                                      5
                                                                       0.00
   n1 = 22, c2 = 11 and c3 = 6




                                                                                                                      0
                                                                              0   2000   4000   6000   8000   10000           0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35




                                                                       200




                                                                                                                      0.030
   MCMC approximations to the




                                                                                                                      0.015
                                                                  N

                                                                       100
   posterior expectations of N and


                                                                       50




                                                                                                                      0.000
                                                                              0   2000   4000   6000   8000   10000                 50             100             150         200

   p equal to 57 and 0.40
                                                                       10




                                                                                                                      8
                                                                       8




                                                                                                                      6
                                                                       6
                                                                  r1




                                                                                                                      4
                                                                       4




                                                                                                                      2
                                                                       2
                                                                       0




                                                                                                                      0
                                                                              0   2000   4000   6000   8000   10000            0         2         4           6         8     10
                                                                       6
                                                                       5




                                                                                                                      6
                                                                       4




                                                                                                                      4
                                                                  r2

                                                                       3
                                                                       2




                                                                                                                      2
                                                                       1
                                                                       0




                                                                                                                      0
                                                                              0   2000   4000   6000   8000   10000            0             2           4           6          8




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eurodip




                                                                       6
                                                                       5
                                                                       4
   n1 = 22, c2 = 11 and c3 = 6
   MCMC approximations to the



                                                                       3
                                                                  r2
   posterior expectations of N and

                                                                       2
   p equal to 57 and 0.40
                                                                       1
                                                                       0




                                                                           0   1   2        3   4   5

                                                                                       r1




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     Accept-Reject methods



Accept-Reject methods



               Many distributions from which it is difficult, or even
               impossible, to directly simulate.
               Technique that only require us to know the functional form of
               the target π of interest up to a multiplicative constant.
               Key to this method is to use a proposal density g [as in
               Metropolis-Hastings]




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     Accept-Reject methods



Principle

       Given a target density π, find a density g and a constant M such
       that
                                 π(x) ≤ M g(x)
       on the support of π.

       Accept-Reject algorithm is then
                  Generate X ∼ g, U ∼ U[0,1] ;
              1

                                                               f (X)
                  Accept Y = X if U ≤                                     ;
              2
                                                              M g(X)
                  Return to 1. otherwise.
              3




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     Accept-Reject methods



Validation of Accept-Reject


       This algorithm produces a variable Y
       distributed according to f
       Fundamental theorem of simulation
     Simulating                                                           0.35




                                   X ∼ f (x)
                                                                           0.3


                                                                          0.25


                                                                           0.2



     is equivalent to simulating                                          0.15


                                                                           0.1


                                                                          0.05


            (X, U ) ∼ U{(x, u) : 0 < u < π(x)}                              0
                                                                            −2   0   2   4   6   8   10   12




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     Accept-Reject methods



Two interesting properties:


           ◦ First, Accept-Reject provides a generic method to simulate
             from any density π that is known up to a multiplicative factor
             Particularly important for Bayesian calculations since

                                               π(θ|x) ∝ π(θ) f (x|θ) .

               is specified up to a normalizing constant
           ◦ Second, the probability of acceptance in the algorithm is
             1/M , e.g., expected number of trials until a variable is
             accepted is M



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     Accept-Reject methods



Application to the open population model


       Since full conditional distribution of r1 non-standard, rather than
       using exhaustive enumeration of all probabilities
       P(m1 = k) = π(k) and then sampling from this distribution, try to
       use a proposal based on a binomial upper bound.

       Take g equal to the binomial B(n1 , q1 ) with

                                          q1 = q/(1 − q)2 (1 − p)2




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     Accept-Reject methods



Proposal bound
       π(k)/g(k) proportional to
         `n1 −c2 ´          ` n −k ´
                  (1 − q1 )k r21+c3                                   ((n1 − k)!)2 (1 − q1 )k
                                                  (n1 − c2 )!
             k
                    `n1 ´            =
                                                 (r2 + c3 )!n1 ! (n1 − c2 − k)!(n1 − r2 − c3 − k)!
                          k

       decreasing in k, therefore bounded by
                        (n1 − c2 )!             n1 !                          n1
                                                                =                   .
                        (r2 + c3 )! (n1 − c2 )!(n1 − r2 − c3 )!             r2 + c3

               This is not the constant M because of unnormalised densities
               [M may also depend on q1 ]. Therefore the average
               acceptance rate is undetermined and requires an extra Monte
               Carlo experiment


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   Capture-recapture experiments
     Arnason–Schwarz’s Model



Arnason–Schwarz Model

     Representation of a capture
     recapture experiment as a collection
     of individual histories: for each
     individual captured at least once,
     individual characteristics of interest
     (location, weight, social status,
     &tc.) registered at each capture.

       Possibility that individuals vanish from the [open] population
       between two capture experiments.




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   Capture-recapture experiments
     Arnason–Schwarz’s Model



Parameters of interest
       Study the movements of individuals between zones/strata rather
       than estimating population size.

       Two types of variables associated with each individual i = 1, . . . , n
               a variable for its location [partly observed],
          1



                                               zi = (z(i,t) , t = 1, .., τ )

               where τ is the number of capture periods,
               a binary variable for its capture history [completely observed],
          2



                                              xi = (x(i,t) , t = 1, .., τ ) .


                                                                                  274 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Migration & deaths
       z(i,t) = r when individual i is alive in stratum r at time t and
       denote z(i,t) = † for the case when it is dead at time t.

       Variable zi sometimes called migration process of individual i as
       when animals moving between geographical zones.

       E.g.,

                    xi = 1 1 0 1 1 1 0 0 0 and zi = 1 2 · 3 1 1 · · ·

       for which a possible completed zi is

                                             zi = 1 2 1 3 1 1 2 † †

       meaning that animal died between 7th and 8th captures
                                                                           275 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



No tag recovery



       We assume that
               † is absorbing
               z(i,t) = † always corresponds to x(i,t) = 0.
               the (xi , zi )’s (i = 1, . . . , n) are independent
               each vector zi is a Markov chain on K ∪ {†} with uniform
               initial probability on K.




                                                                          276 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Reparameterisation
       Parameters of the Arnason–Schwarz model are
               capture probabilities
          1



                                         pt (r) = P x(i,t) = 1|z(i,t) = r

               transition probabilities
          2


                                                                          r ∈ K, s ∈ K∪{†},   qt (†, †) = 1
               qt (r, s) = P z(i,t+1) = s|z(i,t) = r

               survival probabilities φt (r) = 1 − qt (r, †)
          3


               inter-strata movement probabilities ψt (r, s) such that
          4



                                qt (r, s) = φt (r) × ψt (r, s)               r ∈ K, s ∈ K .


                                                                                                       277 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Modelling



       Likelihood
                                                  n       τ
                                                              pt (z(i,t) )x(i,t) (1 − pt (z(i,t) ))1−x(i,t) ×
        ℓ((x1 , z1 ), . . . , (xn , zn )) ∝
                                                        t=1
                                                i=1
                                                 τ −1
                                                        qt (z(i,t) , z(i,t+1) ) .
                                                 t=1




                                                                                                                278 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Conjugate priors
       Capture and survival parameters

               pt (r) ∼ Be(at (r), bt (r)) ,                      φt (r) ∼ Be(αt (r), βt (r)) ,

       where at (r), . . . depend on both time t and location r,
       For movement probabilities/Markov transitions
       ψt (r) = (ψt (r, s); s ∈ K),

                                             ψt (r) ∼ Dir(γt (r)) ,

       since
                                                       ψt (r, s) = 1 ,
                                                 s∈K

       where γt (r) = (γt (r, s); s ∈ K).

                                                                                                  279 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



lizards


       Capture–recapture experiment on the migrations of lizards between
       three adjacent zones, with are six capture episodes.

       Prior information provided by biologists on pt (which are assumed
       to be zone independent) and φt (r), in the format of prior
       expectations and prior confidence intervals.

       Differences in prior on pt due to differences in capture efforts
       differences between episodes 1, 3, 5 and 2, 4 due to different
       mortality rates over winter.



                                                                           280 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Prior information



               Episode      2          3         4          5         6
         pt    Mean        0.3        0.4       0.5        0.2       0.2
               95% int. [0.1,0.5] [0.2,0.6] [0.3,0.7] [0.05,0.4] [0.05,0.4]
                  Site                  A                        B,C
                  Episode    t=1,3,5         t=2,4     t=1,3,5            t=2,4
         φt (r) Mean           0.7            0.65        0.7               0.7
                  95% int. [0.4,0.95]      [0.35,0.9] [0.4,0.95]        [0.4,0.95]




                                                                                281 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Prior equivalence



       Prior information that can be translated in a collection of beta
       priors
         Episode           2                 3                  4                  5         6
         Dist.          Be(6, 14)         Be(8, 12)         Be(12, 12)       Be(3.5, 14) Be(3.5, 14)
         Site                              A                                           B
         Episode         t=1,3,5                      t=2,4                t=1,3,5          t=2,4
         Dist.          Be(6.0, 2.5)                Be(6.5, 3.5)          Be(6.0, 2.5)   Be(6.0, 2.5)




                                                                                                   282 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



eurodip
       Prior belief that the capture and survival rates should be constant
       over time
                         pt (r) = p(r) and φt (r) = φ(r)


       Assuming in addition that movement probabilities are
       time-independent,
                                 ψt (r) = ψ(r)
       we are left with 3[p(r)] + 3[φ(r)] + 3 × 2[φt (r)] = 12 parameters.

       Use non-informative priors with

                            a(r) = b(r) = α(r) = β(r) = γ(r, s) = 1


                                                                             283 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Gibbs sampling
       Needs to account for the missing parts in the zi ’s, in order to
       simulate the parameters from the full conditional distributions

                                      π(θ|x, z) ∝ ℓ(θ|x, z) × π(θ) ,

       where x and z are the collections of the vectors of capture
       indicators and locations.

       Particular case of data augmentation, where the missing data z is
       simulated at each step t in order to reconstitute a complete sample
       (x, z(t) ) with two steps:
               Parameter simulation
               Missing location simulation

                                                                          284 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Arnason–Schwarz Gibbs sampler

       Algorithm
       Iteration l (l ≥ 1)
               Parameter simulation
          1

               simulate θ(l) ∼ π(θ|z(l−1) , x) as (t = 1, . . . , τ )
                  (l)                                                                 (l)
                 pt (r)|x, z(l−1) ∼ Be at (r) + ut (r), bt (r) + vt (r)
                                                                                                    
                  (l)                                                           (l)           (l)
                φt (r)|x, z(l−1) ∼ Be αt (r) +                           wt (r, j), βt (r) + wt (r, †)
                                                                  j∈K
                  (l)                                                     (l)
                ψt (r)|x, z(l−1) ∼ Dir γt (r, s) + wt (r, s); s ∈ K



                                                                                                           285 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Arnason–Schwarz Gibbs sampler (cont’d)


               where
                                                            n
                                       (l)
                                      wt (r, s)       =         I(z (l−1) =r,z (l−1)      =s)
                                                                    (i,t)       (i,t+1)
                                                          i=1
                                                           n
                                            (l)
                                          ut (r) =              I(x             (l−1)
                                                                      (i,t) =1,z(i,t) =r)
                                                          i=1
                                                           n
                                            (l)
                                          vt (r) =              I(x             (l−1)
                                                                      (i,t) =0,z(i,t) =r)
                                                          i=1




                                                                                                286 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Arnason–Schwarz Gibbs sampler (cont’d)


               Missing location simulation
          2
                                        (l)
               generate the unobserved z(i,t) ’s from the full conditional
               distributions
                         (l)                    (l−1)               (l)         (l−1)          (l)
                    P(z(i,1) = s|x(i,1) , z(i,2) , θ(l) ) ∝ q1 (s, z(i,2) )(1 − p1 (s)) ,
                          (l)                   (l)        (l−1)                   (l)   (l)
                     P(z(i,t) = s|x(i,t) , z(i,t−1) , z(i,t+1) , θ(l) ) ∝ qt−1 (z(i,t−1) , s)
                                                 (l−1)              (l)
                                     × qt (s, z(i,t+1) )(1 − pt (s)) ,
                         (l)                    (l)                       (l)    (l)
                    P(z(i,τ ) = s|x(i,τ ) , z(i,τ −1) , θ(l) ) ∝ qτ −1 (z(i,τ −1) , s)(1 − pτ (s)(l) ) .




                                                                                                           287 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Gibbs sampler illustrated


       Take K = {1, 2}, n = 4, m = 8 and ,for x,

                                                     ·       ·            ·   ·   ·
                                   1        1                         1
                           1
                                            ·                ·            ·
                                   1                 1                1       2   1
                           2
                                                     ·                    ·   ·
                                   2        1                1        2           1
                           3
                                            ·        ·
                                   1                         1        2   1   1   2
                           4


       Take all hyperparameters equal to 1




                                                                                      288 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



Gibbs sampler illust’d (cont’d)
       One instance of simulated z is
                                                                                  †
                               1           1    1        2        1       1   2
                               1           1    1        2        1       1   1   2
                               2           1    2        1        2       1   1   1
                               1           2    1        1        2       1   1   2

       which leads to the simulation of the parameters:
                                         (l)
                                    p4 (1)|x, z(l−1) ∼ Be(1 + 2, 1 + 0)
                                         (l)
                                    φ7 (2)|x, z(l−1) ∼ Be(1 + 0, 1 + 1)
                                   (l)
                               ψ2 (1, 2)|x, z(l−1) ∼ Be(1 + 1, 1 + 2)

       in the Gibbs sampler.

                                                                                      289 / 459
Bayesian Core:A Practical Approach to Computational Bayesian Statistics
   Capture-recapture experiments
     Arnason–Schwarz’s Model



eurodip
       Fast convergence




                                                                                    15
                 0.35
                 0.30




                                                                                    10
        p(1)

                 0.25




                                                                                    5
                 0.20




                                                                                    0
                                            0   2000   4000   6000   8000   10000         0.15          0.20     0.25      0.30             0.35     0.40




                                                                                    100
                 0.96 0.97 0.98 0.99 1.00




                                                                                    80
                                                                                    60
       φ(2)




                                                                                    40
                                                                                    20
                                                                                    0
                                            0   2000   4000   6000   8000   10000         0.94         0.95    0.96     0.97         0.98     0.99    1.00
                 0.75




                                                                                    8
                 0.65




                                                                                    6
       ψ(3, 3)




                                                                                    4
                 0.55




                                                                                    2
                 0.45




                                                                                    0




                                            0   2000   4000   6000   8000   10000                0.4           0.5             0.6             0.7




                                                                                                                                                             290 / 459

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Bayesian Core: Chapter 5

  • 1. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Capture-recapture experiments Capture-recapture experiments 4 Inference in finite populations Binomial capture model Two-stage capture-recapture Open population Accept-Reject methods Arnason–Schwarz’s Model 236 / 459
  • 2. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Inference in finite populations Inference in finite populations Problem of estimating an unknown population size, N , based on partial observation of this population: domain of survey sampling Warning We do not cover the official Statistics/stratified type of survey based on a preliminary knowledge of the structure of the population 237 / 459
  • 3. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Inference in finite populations Numerous applications Biology & Ecology for estimating the size of herds, of fish or whale populations, etc. Sociology & Demography for estimating the size of populations at risk, including homeless people, prostitutes, illegal migrants, drug addicts, etc. official Statistics in the U.S. and French census undercount procedures Economics & Finance in credit scoring, defaulting companies, etc., Fraud detection phone, credit card, etc. Document authentication historical documents, forgery, etc., Software debugging 238 / 459
  • 4. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Inference in finite populations Setup Size N of the whole population is unknown but samples (with fixed or random sizes) can be extracted from the population. 239 / 459
  • 5. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Binomial capture model The binomial capture model Simplest model of all: joint capture of n+ individuals from a population of size N . Population size N ∈ N∗ is the parameter of interest, but there exists a nuisance parameter, the probability p ∈ [0, 1] of capture [under assumption of independent captures] Sampling model n+ ∼ B(N, p) and corresponding likelihood N + + ℓ(N, p|n+ ) = pn (1 − p)N −n IN ≥n+ . + n 240 / 459
  • 6. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Binomial capture model Bayesian inference (1) Under vague prior π(N, p) ∝ N −1 IN∗ (N )I[0,1] (p) , posterior distribution of N is 1 N! + + π(N |n+ ) N −1 IN ≥n+ IN∗ (N ) pn (1 − p)N −n dp ∝ + )! (N − n 0 (N − 1)! (N − n+ )! ∝ I + (N − n+ )! (N + 1)! N ≥n ∨1 1 = . I + N (N + 1) N ≥n ∨1 where n+ ∨ 1 = max(n+ , 1) 241 / 459
  • 7. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Binomial capture model Bayesian inference (2) If we use the uniform prior π(N, p) ∝ I{1,...,S} (N )I[0,1] (p) , the posterior distribution of N is 1 π(N |n+ ) ∝ (N ) . I+ N + 1 {n ∨1,...,S} 242 / 459
  • 8. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Binomial capture model Capture-recapture data European dippers Birds closely dependent on streams, feeding on underwater invertebrates Capture-recapture data on dippers over years 1981–1987 in 3 zone of 200 km2 in eastern France with markings and recaptures of breeding adults each year, during the breeding period from early March to early June. 243 / 459
  • 9. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Binomial capture model eurodip Each row of 7 digits corresponds to a capture-recapture story: 0 stands for absence of capture and, else, 1, 2 or 3 represents the zone of capture. E.g. 1000000 1300000 0222122 means: first dipper only captured the first year [in zone 1], second dipper captured in years 1981–1982 and moved from zone 1 to zone 3 between those years, third dipper captured in years 1982–1987 in zone 2 244 / 459
  • 10. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture The two-stage capture-recapture experiment Extension to the above with two capture periods plus a marking stage: n1 individuals from a population of size N captured [sampled 1 without replacement] captured individuals marked and released 2 n2 individuals captured during second identical sampling 3 experiment m2 individuals out of the n2 ’s bear the identification mark 4 [captured twice] 245 / 459
  • 11. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture The two-stage capture-recapture model For closed populations [fixed population size N throughout experiment, constant capture probability p for all individuals, and independence between individuals/captures], binomial models: n1 ∼ B(N, p) , m2 |n1 ∼ B(n1 , p) and n2 − m2 |n1 , m2 ∼ B(N − n1 , p) . 246 / 459
  • 12. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture The two-stage capture-recapture likelihood Corresponding likelihood ℓ(N, p|n1 , n2 , m2 ) N − n1 n2 −m2 (1 − p)N −n1 −n2 +m2 I{0,...,N −n1 } (n2 − m2 ) p n2 − m2 n1 m2 N n1 p (1 − p)n1 −m2 p (1 − p)N −n1 I{0,...,N } (n1 ) × m2 n1 N! pn1 +n2 (1 − p)2N −n1 −n2 IN ≥n+ ∝ (N − n1 − n2 + m2 )! N c c pn (1 − p)2N −n IN ≥n+ ∝ + n where nc = n1 + n2 and n+ = n1 + (n2 − m2 ) are total number of captures/captured individuals over both periods 247 / 459
  • 13. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Bayesian inference (1) Under prior π(N, p) = π(N )π(p) where π(p) is U ([0, 1]), conditional posterior distribution on p is c c π(p|N, n1 , n2 , m2 ) = π(p|N, nc ) ∝ pn (1 − p)2N −n , that is, p|N, nc ∼ Be(nc + 1, 2N − nc + 1). Marginal posterior distribution of N more complicated. If π(N ) = IN∗ (N ), N B(nc + 1, 2N − nc + 1)IN ≥n+ ∨1 π(N |n1 , n2 , m2 ) ∝ n+ [Beta-Pascal distribution] 248 / 459
  • 14. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Bayesian inference (2) Same problem if π(N ) = N −1 IN∗ (N ). Computations Since N ∈ N, always possible to approximate the missing normalizing factor in π(N |n1 , n2 , m2 ) by summing in N . Approximation errors become a problem when N and n+ are large. Under proper uniform prior, π(N ) ∝ I{1,...,S} (N ) , posterior distribution of N proportional to N Γ(2N − nc + 1) π(N |n+ ) ∝ I{n+ ∨1,...,S} (N ) . n+ Γ(2N + 2) and can be computed with no approximation error. 249 / 459
  • 15. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture The Darroch model Simpler version of the above: conditional on both samples sizes n1 and n2 , m2 |n1 , n2 ∼ H (N, n2 , n1 /N ) . Under uniform prior on N ∼ U ({1, . . . , S}), posterior distribution of N N − n1 n1 N π(N |m2 ) ∝ (N ) I+ n2 {n ∨1,...,S} n2 − m2 m2 and posterior expectations computed numerically by simple summations. 250 / 459
  • 16. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture eurodip For the two first years and S = 400, posterior distribution of N for the Darroch model given by π(N |m2 ) ∝ (n−n1 )!(N −n2 )! {(n−n1 −n2 +m2 )!N !} I{71,...,400} (N ) , with inverse normalization factor 400 (k − n1 )!(k − n2 )! {(k − n1 − n2 + m2 )!k!} . k=71 Influence of prior hyperparameter S (for m2 = 11): S 100 150 200 250 300 350 400 450 500 E[N |m2 ] 95 125 141 148 151 151 152 152 152 251 / 459
  • 17. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Gibbs sampler for 2-stage capture-recapture If n+ > 0, both conditional posterior distributions are standard, since p|nc , N ∼ Be(nc + 1, 2N − nc + 1) N − n+ |n+ , p ∼ N eg(n+ , 1 − (1 − p)2 ) . Therefore, joint distribution of (N, p) can be approximated by a Gibbs sampler 252 / 459
  • 18. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture T -stage capture-recapture model Further extension to the two-stage capture-recapture model: series of T consecutive captures. nt individuals captured at period 1 ≤ t ≤ T , and mt recaptured individuals (with the convention that m1 = 0) n1 ∼ B(N, p) and, conditional on earlier captures/recaptures (2 ≤ j ≤ T ), j−1 mj ∼ B (nt − mt ), p and t=1 j−1 nj − mj ∼ B N − (nt − mt ), p . t=1 253 / 459
  • 19. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture T -stage capture-recapture likelihood Likelihood ℓ(N, p|n1 , n2 , m2 . . . , nT , mT ) given by T j−1 N− − mt ) N n1 t=1 (nt p (1 − p)N −n1 pnj −mj nj − mj n1 j=2 j−1 Pj − mt ) t=1 (nt × (1 − p)N − t=1 (nt −mt ) mj Pj−1 mj t=1 (nt −mt )−mj ×p (1 − p) . 254 / 459
  • 20. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Sufficient statistics Simplifies into N! c c pn (1−p)T N −n IN ≥n+ ℓ(N, p|n1 , n2 , m2 . . . , nT , mT ) ∝ + )! (N − n with the sufficient statistics T T n+ = and nc = (nt − mt ) nt , t=1 t=1 total number of captured individuals/captures over the T periods 255 / 459
  • 21. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Bayesian inference (1) Under noninformative prior π(N, p) = 1/N , joint posterior (N − 1)! nc c π(N, p|n+ , nc ) p (1 − p)T N −n IN ≥n+ ∨1 . ∝ (N − n+ )! leads to conditional posterior p|N, n+ , nc ∼ Be(nc + 1, T N − nc + 1) and marginal posterior (N − 1)! (T N − nc )! π(N |n+ , nc ) ∝ I + (N − n+ )! (T N + 1)! N ≥n ∨1 which is computable [under previous provisions]. Alternative Gibbs sampler also available. 256 / 459
  • 22. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Bayesian inference (2) Under prior N ∼ U ({1, . . . , S}) and p ∼ U ([0, 1]), (T N − nc )! N π(N |n+ ) ∝ (N ). I+ (T N + 1)! {n ∨1,...,S} n+ eurodip For the whole set of observations, T = 7, n+ = 294 and nc = 519. For S = 400, the posterior expectation of N is equal to 372.89. For S = 2500, it is 373.99. 257 / 459
  • 23. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Computational difficulties E.g., heterogeneous capture–recapture model where individuals are captured at time 1 ≤ t ≤ T with probability pt with both N and the pt ’s are unknown. Corresponding likelihood ℓ(N, p1 , . . . , pT |n1 , n2 , m2 . . . , nT , mT ) T N! pnt (1 − pt )N −nt . ∝ t (N − n+ )! t=1 258 / 459
  • 24. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Two-stage capture-recapture Computational difficulties (cont’d) Associated prior N ∼ P(λ) and αt = log pt 1 − pt ∼ N (µt , σ 2 ), where the µt ’s and σ are known. Posterior T λN N! (1 + eαt )−N π(α1 , . . . , αT , N |, n1 , . . . , nT ) ∝ (N − n+ )! N ! t=1 T 1 (αt − µt )2 × exp αt nt − . 2σ 2 t=1 much less manageable computationally. 259 / 459
  • 25. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population Open populations More realistically, population size does not remain fixed over time: probability q for each individual to leave the population at each time [or between each capture episode] First occurrence of missing variable model. Simplified version where only individuals captured during the first experiment are marked and their subsequent recaptures are registered. 260 / 459
  • 26. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population Working example Three successive capture experiments with n1 ∼ B(N, p), r1 |n1 ∼ B(n1 , q), c2 |n1 , r1 ∼ B(n1 − r1 , p), r2 |n1 , r1 ∼ B(n1 − r1 , q) c3 |n1 , r1 , r2 ∼ B(n1 − r1 − r2 , p) where only n1 , c2 and c3 are observed. Variables r1 and r2 not available and therefore part of unknowns like parameters N , p and q. 261 / 459
  • 27. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population Bayesian inference Likelihood n1 − r1 c2 N n1 n1 r1 p (1 − p)N −n1 q (1 − q)n1 −r1 p (1 − p)n1 −r1 −c2 n1 r1 c2 n1 − r1 r2 n1 − r1 − r2 c3 q (1 − q)n1 −r1 −r2 p (1 − p)n1 −r1 −r2 −c3 r2 c3 and prior π(N, p, q) = N −1 I[0,1] (p)I[0,1] (q) 262 / 459
  • 28. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population Full conditionals for Gibbs sampling π(p|N, q, D∗ ) ∝ pn+ (1 − p)u+ π(q|N, p, D∗ ) ∝ q c1 +c2 (1 − q)2n1 −2r1 −r2 (N − 1)! π(N |p, q, D∗ ) ∝ (1 − p)N IN ≥n1 (N − n1 )! (n1 − r1 )! q r1 (1 − q)−2r1 (1 − p)−2r1 π(r1 |p, q, n1 , c2 , c3 , r2 ) ∝ r1 !(n1 − r1 − r2 − c3 )!(n1 − c2 − r1 )! q r2 [(1 − p)(1 − q)]−r2 π(r2 |p, q, n1 , c2 , c3 , r1 ) ∝ r2 !(n1 − r1 − r2 − c3 )! where D∗ = (n1 , c2 , c3 , r1 , r2 ) u1 = N − n1 , u2 = n1 − r1 − c2 , u3 = n1 − r1 − r2 − c3 n+ = n1 + c2 + c3 , u+ = u1 + u2 + u3 263 / 459
  • 29. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population Full conditionals (2) Therefore, p|N, q, D∗ ∼ Be(n+ + 1, u+ + 1) q|N, p, D∗ ∼ Be(r1 + r2 + 1, 2n1 − 2r1 − r2 + 1) N − n1 |p, q, D∗ ∼ N eg(n1 , p) q r2 |p, q, n1 , c2 , c3 , r1 ∼ B n1 − r1 − c3 , 1 + (1 − q)(1 − p) r1 has a less conventional distribution, but, since n1 not extremely large, possible to compute the probability that r1 is equal to one of the values in {0, 1, . . . , min(n1 − r2 − c3 , n1 − c2 )}. 264 / 459
  • 30. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population eurodip 0.6 5 4 0.4 3 p 0.2 2 1 0.0 0 0 2000 4000 6000 8000 10000 0.0 0.2 0.4 0.6 0.20 25 15 0.10 q 5 0.00 n1 = 22, c2 = 11 and c3 = 6 0 0 2000 4000 6000 8000 10000 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35 200 0.030 MCMC approximations to the 0.015 N 100 posterior expectations of N and 50 0.000 0 2000 4000 6000 8000 10000 50 100 150 200 p equal to 57 and 0.40 10 8 8 6 6 r1 4 4 2 2 0 0 0 2000 4000 6000 8000 10000 0 2 4 6 8 10 6 5 6 4 4 r2 3 2 2 1 0 0 0 2000 4000 6000 8000 10000 0 2 4 6 8 265 / 459
  • 31. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Open population eurodip 6 5 4 n1 = 22, c2 = 11 and c3 = 6 MCMC approximations to the 3 r2 posterior expectations of N and 2 p equal to 57 and 0.40 1 0 0 1 2 3 4 5 r1 266 / 459
  • 32. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Accept-Reject methods Many distributions from which it is difficult, or even impossible, to directly simulate. Technique that only require us to know the functional form of the target π of interest up to a multiplicative constant. Key to this method is to use a proposal density g [as in Metropolis-Hastings] 267 / 459
  • 33. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Principle Given a target density π, find a density g and a constant M such that π(x) ≤ M g(x) on the support of π. Accept-Reject algorithm is then Generate X ∼ g, U ∼ U[0,1] ; 1 f (X) Accept Y = X if U ≤ ; 2 M g(X) Return to 1. otherwise. 3 268 / 459
  • 34. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Validation of Accept-Reject This algorithm produces a variable Y distributed according to f Fundamental theorem of simulation Simulating 0.35 X ∼ f (x) 0.3 0.25 0.2 is equivalent to simulating 0.15 0.1 0.05 (X, U ) ∼ U{(x, u) : 0 < u < π(x)} 0 −2 0 2 4 6 8 10 12 269 / 459
  • 35. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Two interesting properties: ◦ First, Accept-Reject provides a generic method to simulate from any density π that is known up to a multiplicative factor Particularly important for Bayesian calculations since π(θ|x) ∝ π(θ) f (x|θ) . is specified up to a normalizing constant ◦ Second, the probability of acceptance in the algorithm is 1/M , e.g., expected number of trials until a variable is accepted is M 270 / 459
  • 36. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Application to the open population model Since full conditional distribution of r1 non-standard, rather than using exhaustive enumeration of all probabilities P(m1 = k) = π(k) and then sampling from this distribution, try to use a proposal based on a binomial upper bound. Take g equal to the binomial B(n1 , q1 ) with q1 = q/(1 − q)2 (1 − p)2 271 / 459
  • 37. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Accept-Reject methods Proposal bound π(k)/g(k) proportional to `n1 −c2 ´ ` n −k ´ (1 − q1 )k r21+c3 ((n1 − k)!)2 (1 − q1 )k (n1 − c2 )! k `n1 ´ = (r2 + c3 )!n1 ! (n1 − c2 − k)!(n1 − r2 − c3 − k)! k decreasing in k, therefore bounded by (n1 − c2 )! n1 ! n1 = . (r2 + c3 )! (n1 − c2 )!(n1 − r2 − c3 )! r2 + c3 This is not the constant M because of unnormalised densities [M may also depend on q1 ]. Therefore the average acceptance rate is undetermined and requires an extra Monte Carlo experiment 272 / 459
  • 38. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Arnason–Schwarz Model Representation of a capture recapture experiment as a collection of individual histories: for each individual captured at least once, individual characteristics of interest (location, weight, social status, &tc.) registered at each capture. Possibility that individuals vanish from the [open] population between two capture experiments. 273 / 459
  • 39. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Parameters of interest Study the movements of individuals between zones/strata rather than estimating population size. Two types of variables associated with each individual i = 1, . . . , n a variable for its location [partly observed], 1 zi = (z(i,t) , t = 1, .., τ ) where τ is the number of capture periods, a binary variable for its capture history [completely observed], 2 xi = (x(i,t) , t = 1, .., τ ) . 274 / 459
  • 40. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Migration & deaths z(i,t) = r when individual i is alive in stratum r at time t and denote z(i,t) = † for the case when it is dead at time t. Variable zi sometimes called migration process of individual i as when animals moving between geographical zones. E.g., xi = 1 1 0 1 1 1 0 0 0 and zi = 1 2 · 3 1 1 · · · for which a possible completed zi is zi = 1 2 1 3 1 1 2 † † meaning that animal died between 7th and 8th captures 275 / 459
  • 41. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model No tag recovery We assume that † is absorbing z(i,t) = † always corresponds to x(i,t) = 0. the (xi , zi )’s (i = 1, . . . , n) are independent each vector zi is a Markov chain on K ∪ {†} with uniform initial probability on K. 276 / 459
  • 42. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Reparameterisation Parameters of the Arnason–Schwarz model are capture probabilities 1 pt (r) = P x(i,t) = 1|z(i,t) = r transition probabilities 2 r ∈ K, s ∈ K∪{†}, qt (†, †) = 1 qt (r, s) = P z(i,t+1) = s|z(i,t) = r survival probabilities φt (r) = 1 − qt (r, †) 3 inter-strata movement probabilities ψt (r, s) such that 4 qt (r, s) = φt (r) × ψt (r, s) r ∈ K, s ∈ K . 277 / 459
  • 43. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Modelling Likelihood n τ pt (z(i,t) )x(i,t) (1 − pt (z(i,t) ))1−x(i,t) × ℓ((x1 , z1 ), . . . , (xn , zn )) ∝ t=1 i=1 τ −1 qt (z(i,t) , z(i,t+1) ) . t=1 278 / 459
  • 44. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Conjugate priors Capture and survival parameters pt (r) ∼ Be(at (r), bt (r)) , φt (r) ∼ Be(αt (r), βt (r)) , where at (r), . . . depend on both time t and location r, For movement probabilities/Markov transitions ψt (r) = (ψt (r, s); s ∈ K), ψt (r) ∼ Dir(γt (r)) , since ψt (r, s) = 1 , s∈K where γt (r) = (γt (r, s); s ∈ K). 279 / 459
  • 45. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model lizards Capture–recapture experiment on the migrations of lizards between three adjacent zones, with are six capture episodes. Prior information provided by biologists on pt (which are assumed to be zone independent) and φt (r), in the format of prior expectations and prior confidence intervals. Differences in prior on pt due to differences in capture efforts differences between episodes 1, 3, 5 and 2, 4 due to different mortality rates over winter. 280 / 459
  • 46. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Prior information Episode 2 3 4 5 6 pt Mean 0.3 0.4 0.5 0.2 0.2 95% int. [0.1,0.5] [0.2,0.6] [0.3,0.7] [0.05,0.4] [0.05,0.4] Site A B,C Episode t=1,3,5 t=2,4 t=1,3,5 t=2,4 φt (r) Mean 0.7 0.65 0.7 0.7 95% int. [0.4,0.95] [0.35,0.9] [0.4,0.95] [0.4,0.95] 281 / 459
  • 47. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Prior equivalence Prior information that can be translated in a collection of beta priors Episode 2 3 4 5 6 Dist. Be(6, 14) Be(8, 12) Be(12, 12) Be(3.5, 14) Be(3.5, 14) Site A B Episode t=1,3,5 t=2,4 t=1,3,5 t=2,4 Dist. Be(6.0, 2.5) Be(6.5, 3.5) Be(6.0, 2.5) Be(6.0, 2.5) 282 / 459
  • 48. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model eurodip Prior belief that the capture and survival rates should be constant over time pt (r) = p(r) and φt (r) = φ(r) Assuming in addition that movement probabilities are time-independent, ψt (r) = ψ(r) we are left with 3[p(r)] + 3[φ(r)] + 3 × 2[φt (r)] = 12 parameters. Use non-informative priors with a(r) = b(r) = α(r) = β(r) = γ(r, s) = 1 283 / 459
  • 49. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Gibbs sampling Needs to account for the missing parts in the zi ’s, in order to simulate the parameters from the full conditional distributions π(θ|x, z) ∝ ℓ(θ|x, z) × π(θ) , where x and z are the collections of the vectors of capture indicators and locations. Particular case of data augmentation, where the missing data z is simulated at each step t in order to reconstitute a complete sample (x, z(t) ) with two steps: Parameter simulation Missing location simulation 284 / 459
  • 50. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Arnason–Schwarz Gibbs sampler Algorithm Iteration l (l ≥ 1) Parameter simulation 1 simulate θ(l) ∼ π(θ|z(l−1) , x) as (t = 1, . . . , τ ) (l) (l) pt (r)|x, z(l−1) ∼ Be at (r) + ut (r), bt (r) + vt (r)   (l) (l) (l) φt (r)|x, z(l−1) ∼ Be αt (r) + wt (r, j), βt (r) + wt (r, †) j∈K (l) (l) ψt (r)|x, z(l−1) ∼ Dir γt (r, s) + wt (r, s); s ∈ K 285 / 459
  • 51. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Arnason–Schwarz Gibbs sampler (cont’d) where n (l) wt (r, s) = I(z (l−1) =r,z (l−1) =s) (i,t) (i,t+1) i=1 n (l) ut (r) = I(x (l−1) (i,t) =1,z(i,t) =r) i=1 n (l) vt (r) = I(x (l−1) (i,t) =0,z(i,t) =r) i=1 286 / 459
  • 52. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Arnason–Schwarz Gibbs sampler (cont’d) Missing location simulation 2 (l) generate the unobserved z(i,t) ’s from the full conditional distributions (l) (l−1) (l) (l−1) (l) P(z(i,1) = s|x(i,1) , z(i,2) , θ(l) ) ∝ q1 (s, z(i,2) )(1 − p1 (s)) , (l) (l) (l−1) (l) (l) P(z(i,t) = s|x(i,t) , z(i,t−1) , z(i,t+1) , θ(l) ) ∝ qt−1 (z(i,t−1) , s) (l−1) (l) × qt (s, z(i,t+1) )(1 − pt (s)) , (l) (l) (l) (l) P(z(i,τ ) = s|x(i,τ ) , z(i,τ −1) , θ(l) ) ∝ qτ −1 (z(i,τ −1) , s)(1 − pτ (s)(l) ) . 287 / 459
  • 53. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Gibbs sampler illustrated Take K = {1, 2}, n = 4, m = 8 and ,for x, · · · · · 1 1 1 1 · · · 1 1 1 2 1 2 · · · 2 1 1 2 1 3 · · 1 1 2 1 1 2 4 Take all hyperparameters equal to 1 288 / 459
  • 54. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model Gibbs sampler illust’d (cont’d) One instance of simulated z is † 1 1 1 2 1 1 2 1 1 1 2 1 1 1 2 2 1 2 1 2 1 1 1 1 2 1 1 2 1 1 2 which leads to the simulation of the parameters: (l) p4 (1)|x, z(l−1) ∼ Be(1 + 2, 1 + 0) (l) φ7 (2)|x, z(l−1) ∼ Be(1 + 0, 1 + 1) (l) ψ2 (1, 2)|x, z(l−1) ∼ Be(1 + 1, 1 + 2) in the Gibbs sampler. 289 / 459
  • 55. Bayesian Core:A Practical Approach to Computational Bayesian Statistics Capture-recapture experiments Arnason–Schwarz’s Model eurodip Fast convergence 15 0.35 0.30 10 p(1) 0.25 5 0.20 0 0 2000 4000 6000 8000 10000 0.15 0.20 0.25 0.30 0.35 0.40 100 0.96 0.97 0.98 0.99 1.00 80 60 φ(2) 40 20 0 0 2000 4000 6000 8000 10000 0.94 0.95 0.96 0.97 0.98 0.99 1.00 0.75 8 0.65 6 ψ(3, 3) 4 0.55 2 0.45 0 0 2000 4000 6000 8000 10000 0.4 0.5 0.6 0.7 290 / 459