Toward efficient Bayesian approaches to inference in hierarchical hidden Markov models for inferring animal behavior

Sacchi, G. and Swallow, B. (2021) Toward efficient Bayesian approaches to inference in hierarchical hidden Markov models for inferring animal behavior. Frontiers in Ecology and Evolution, 9, 623731. (doi: 10.3389/fevo.2021.623731)

[img] Text
240884.pdf - Published Version
Available under License Creative Commons Attribution.

1MB

Abstract

The study of animal behavioral states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioral scale has become possible through hierarchical hidden Markov models, but additional levels lead to higher complexity and increased correlation between model components. Maximum likelihood approaches to inference using the EM algorithm and direct optimization of likelihoods are more frequently used, with Bayesian approaches being less favored due to computational demands. Given these demands, it is vital that efficient estimation algorithms are developed when Bayesian methods are preferred. We study the use of various approaches to improve convergence times and mixing in Markov chain Monte Carlo methods applied to hierarchical hidden Markov models, including parallel tempering as an inference facilitation mechanism. The method shows promise for analysing complex stochastic models with high levels of correlation between components, but our results show that it requires careful tuning in order to maximize that potential.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Sacchi, Ms Giada and Swallow, Dr Ben
Authors: Sacchi, G., and Swallow, B.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
College of Science and Engineering > School of Mathematics and Statistics
Journal Name:Frontiers in Ecology and Evolution
Publisher:Frontiers Media
ISSN:2296-701X
ISSN (Online):2296-701X
Copyright Holders:Copyright © 2021 Sacchi and Swallow
First Published:First published in Frontiers in Ecology and Evolution 9: 623731
Publisher Policy:Reproduced under a Creative Commons License
Related URLs:

University Staff: Request a correction | Enlighten Editors: Update this record