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EM and component-wise boosting for Hidden Markov Models: a machine-learning approach to capture-recapture

机译:隐马尔可夫模型的EM和基于组件的增强:捕获再捕获的机器学习方法

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摘要

This study presents a new boosting method for capture-recapture models, rooted in predictive-performance and machine-learning. The regularization algorithm combines Expectation-Maximization and boosting to yield a type of multimodel inference, including automatic variable selection and control of model complexity. By analyzing simulations and a real dataset, this study shows the qualitatively similar estimates between AICc model-averaging and boosted capture-recapture for the CJS model. I discuss a number of benefits of boosting for capture-recapture, including: i) ability to fit non-linear patterns (regression-trees, splines); ii) sparser, simpler models that are less prone to over-fitting, singularities or boundary-value estimates than conventional methods; iii) an inference paradigm that is rooted in predictive-performance and free of p-values or 95% confidence intervals; and v) estimates that are slightly biased, but are more stable over multiple realizations of the data. Finally, I discuss some philosophical considerations to help practitioners motivate the use of either prediction-optimal methods (AIC, boosting) or model-consistent methods. The boosted capture-recapture framework is highly extensible and could provide a rich, unified framework for addressing many topics in capture-recapture, such as spatial capture-recapture, individual heterogeneity, and non-linear effects.
机译:这项研究提出了一种基于捕获性能和机器学习的捕获-捕获模型的新增强方法。正则化算法将Expectation-Maximization和Boosting相结合,以产生一种多模型推断,包括自动变量选择和模型复杂度控制。通过分析模拟和真实数据集,本研究显示了AICc模型平均和CJS模型的增强捕获再捕获之间的定性相似估计。我讨论了增强捕获/捕获的许多好处,包括:i)适应非线性模式的能力(回归树,样条曲线); ii)与传统方法相比,更稀疏,更简单的模型更不容易出现过度拟合,奇异或边界值估计的情况; iii)源自预测性能且没有p值或95%置信区间的推理范例; v)估计值略有偏差,但在多次实现数据时更稳定。最后,我讨论了一些哲学上的考虑,以帮助从业人员激发使用预测最优方法(AIC,boost)或模型一致性方法的动机。增强的捕获-捕获框架是高度可扩展的,并且可以提供一个丰富,统一的框架来解决捕获-捕获中的许多主题,例如空间捕获-捕获,个体异质性和非线性效果。

著录项

  • 作者

    Rankin, R.W.;

  • 作者单位
  • 年度 2016
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
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