Moving beyond noninformative priors: why and how to choose weakly informative priors in Bayesian analyses

Throughout the last two decades, Bayesian statistical methods have proliferated throughout ecology and evolution. Numerous previous references established both philosophical and computational guidelines for implementing Bayesian methods. However, protocols for incorporating prior information, the defining characteristic of Bayesian philosophy, are nearly nonexistent in the ecological literature. Here, I hope to encourage the use of weakly informative priors in ecology and evolution by providing a ‘consumer's guide’ to weakly informative priors. The first section outlines three reasons why ecologists should abandon noninformative priors: 1) common flat priors are not always noninformative, 2) noninformative priors provide the same result as simpler frequentist methods, and 3) noninformative priors suffer from the same high type I and type M error rates as frequentist methods. The second section provides a guide for implementing informative priors, wherein I detail convenient ‘reference’ prior distributions for common statistical models (i.e. regression, ANOVA, hierarchical models). I then use simulations to visually demonstrate how informative priors influence posterior parameter estimates. With the guidelines provided here, I hope to encourage the use of weakly informative priors for Bayesian analyses in ecology. Ecologists can and should debate the appropriate form of prior information, but should consider weakly informative priors as the new ‘default’ prior for any Bayesian model.     

Bayesian inference in ecology

Bayesian inference is an important statistical tool that is increasingly being used by ecologists. In a Bayesian analysis, information available before a study is conducted is summarized in a quantitative model or hypothesis: the prior probability distribution. Bayes’ Theorem uses the prior probability distribution and the likelihood of the data to generate a posterior probability distribution. Posterior probability distributions are an epistemological alternative to P‐values and provide a direct measure of the degree of belief that can be placed on models, hypotheses, or parameter estimates. Moreover, Bayesian information‐theoretic methods provide robust measures of the probability of alternative models, and multiple models can be averaged into a single model that reflects uncertainty in model construction and selection. These methods are demonstrated through a simple worked example. Ecologists are using Bayesian inference in studies that range from predicting single‐species population dynamics to understanding ecosystem processes. Not all ecologists, however, appreciate the philosophical underpinnings of Bayesian inference. In particular, Bayesians and frequentists differ in their definition of probability and in their treatment of model parameters as random variables or estimates of true values. These assumptions must be addressed explicitly before deciding whether or not to use Bayesian methods to analyse ecological data.     

When Should Epidemiologic Regressions Use Random Coefficients?

Regression models with random coefficients arise naturally in both frequentist and Bayesian approaches to estimation problems. They are becoming widely available in standard computer packages under the headings of generalized linear mixed models, hierarchical models, and multilevel models. I here argue that such models offer a more scientifically defensible framework for epidemiologic analysis than the fixed-effects models now prevalent in epidemiology. The argument invokes an antiparsimony principle attributed to L. J. Savage, which is that models should be rich enough to reflect the complexity of the relations under study. It also invokes the countervailing principle that you cannot estimate anything if you try to estimate everything (often used to justify parsimony). Regression with random coefficients offers a rational compromise between these principles as well as an alternative to analyses based on standard variable-selection algorithms and their attendant distortion of uncertainty assessments. These points are illustrated with an analysis of data on diet, nutrition, and breast cancer.     

Comparison of regression methods for spatially‐autocorrelated count data on regularly‐ and irregularly‐spaced locations

It has long been known that insufficient consideration of spatial autocorrelation leads to unreliable hypothesis‐tests and inaccurate parameter estimates. Yet, ecologists are confronted with a confusing array of methods to account for spatial autocorrelation. Although Beale et al. (2010) provided guidance for continuous data on regular grids, researchers still need advice for other types of data in more flexible spatial contexts. In this paper, we extend Beale et al. (2010)‘s work to count data on both regularly‐ and irregularly‐spaced plots, the latter being commonly encountered in ecological studies. Through a simulation‐based approach, we assessed the accuracy and the type I errors of two frequentist and two Bayesian ready‐to‐use methods in the family of generalized mixed models, with distance‐based or neighbourhood‐based correlated random effects. In addition, we tested whether the methods are robust to spatial non‐stationarity, and over‐ and under‐dispersion – both typical features of species distribution count data which violate standard regression assumptions. In the simplest of our simulated datasets, the two frequentist methods gave inflated type I errors, while the two Bayesian methods provided satisfying results. When facing real‐world complexities, the distance‐based Bayesian method (MCMC with Langevin–Hastings updates) performed best of all. We hope that, in the light of our results, ecological researchers will feel more comfortable including spatial autocorrelation in their analyses of count data.     

A Primer on Bayesian Inference for Biophysical Systems

Bayesian inference is a powerful statistical paradigm that has gained popularity in many fields of science, but adoption has been somewhat slower in biophysics. Here, I provide an accessible tutorial on the use of Bayesian methods by focusing on example applications that will be familiar to biophysicists. I first discuss the goals of Bayesian inference and show simple examples of posterior inference using conjugate priors. I then describe Markov chain Monte Carlo sampling and, in particular, discuss Gibbs sampling and Metropolis random walk algorithms with reference to detailed examples. These Bayesian methods (with the aid of Markov chain Monte Carlo sampling) provide a generalizable way of rigorously addressing parameter inference and identifiability for arbitrarily complicated models.     

Bayesian model adequacy and choice in phylogenetics

Bayesian inference is becoming a common statistical approach to phylogenetic estimation because, among other reasons, it allows for rapid analysis of large data sets with complex evolutionary models. Conveniently, Bayesian phylogenetic methods use currently available stochastic models of sequence evolution. However, as with other model-based approaches, the results of Bayesian inference are conditional on the assumed model of evolution: inadequate models (models that poorly fit the data) may result in erroneous inferences. In this article, I present a Bayesian phylogenetic method that evaluates the adequacy of evolutionary models using posterior predictive distributions. By evaluating a model's posterior predictive performance, an adequate model can be selected for a Bayesian phylogenetic study. Although I present a single test statistic that assesses the overall (global) performance of a phylogenetic model, a variety of test statistics can be tailored to evaluate specific features (local performance) of evolutionary models to identify sources failure. The method presented here, unlike the likelihood-ratio test and parametric bootstrap, accounts for uncertainty in the phylogeny and model parameters.     

Are you my mother? Bayesian phylogenetic inference of recombination among putative parental strains

Reconstructing evolutionary relationships using Bayesian inference has become increasingly popular due to the ability of Bayesian inference to handle complex models of evolution. In this review we concentrate on inference of recombination events between strains of viruses when these events are sporadic, ie rare relative to point mutations. Bayesian inference is especially attractive in the detection of recombination events because it allows for simultaneous inferences about the presence, number and location of crossover points and the identification of parental sequences. Current frequentist recombination identification falls into a sequential testing trap. The most likely parental sequences and crossover points are identified using the data and then the certainty of recombination is assessed conditional on this identification. After briefly outlining basic phylogenetic models, Bayesian inference and Markov chain Monte Carlo (MCMC) computation, we summarise three different approaches to recombination detection and discuss current challenges in applying Bayesian phylogenetic inference of recombination.     

When mechanism matters: Bayesian forecasting using models of ecological diffusion

Ecological diffusion is a theory that can be used to understand and forecast spatio‐temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white‐tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression‐based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.     

Hierarchical commensurate and power prior models for adaptive incorporation of historical information in clinical trials

Bayesian clinical trial designs offer the possibility of a substantially reduced sample size, increased statistical power, and reductions in cost and ethical hazard. However when prior and current information conflict, Bayesian methods can lead to higher than expected type I error, as well as the possibility of a costlier and lengthier trial. This motivates an investigation of the feasibility of hierarchical Bayesian methods for incorporating historical data that are adaptively robust to prior information that reveals itself to be inconsistent with the accumulating experimental data. In this article, we present several models that allow for the commensurability of the information in the historical and current data to determine how much historical information is used. A primary tool is elaborating the traditional power prior approach based upon a measure of commensurability for Gaussian data. We compare the frequentist performance of several methods using simulations, and close with an example of a colon cancer trial that illustrates a linear models extension of our adaptive borrowing approach. Our proposed methods produce more precise estimates of the model parameters, in particular, conferring statistical significance to the observed reduction in tumor size for the experimental regimen as compared to the control regimen.     

Bayesian meta-analysis of demographic parameters in three small, temperate passerines

Accurate estimates of population parameters are vital for estimating extinction risk. Such parameters, however, are typically not available for threatened populations. We used a recently developed software tool based on Markov Chain Monte Carlo methods for carrying out Bayesian inference (the BUGS package) to estimate four demographic parameters; the intrinsic growth rate, the strength of density dependence, and the demographic and environmental variance, in three species of small temperate passerines from two sets of time series data taken from a dipper and a song sparrow population, and from previously obtained frequentist estimates of the same parameters in the great tit. By simultaneously modeling variation in these demographic parameters across species and using the resulting distributions as priors in the estimation for individual species, we improve the estimates for each individual species. This framework also allows us to make probabilistic statements about plausible parameter values for small passerines temperate birds in general which is often critically needed in management of species for which little or no data are available. We also discuss how our work relates to recently developed theory on dynamic stochastic population models, and finally note some important differences between frequentist and Bayesian methods.     

Estimation of quantitative trait locus effects with epistasis by variational Bayes algorithms

Bayesian hierarchical shrinkage methods have been widely used for quantitative trait locus mapping. From the computational perspective, the application of the Markov chain Monte Carlo (MCMC) method is not optimal for high-dimensional problems such as the ones arising in epistatic analysis. Maximum a posteriori (MAP) estimation can be a faster alternative, but it usually produces only point estimates without providing any measures of uncertainty (i.e., interval estimates). The variational Bayes method, stemming from the mean field theory in theoretical physics, is regarded as a compromise between MAP and MCMC estimation, which can be efficiently computed and produces the uncertainty measures of the estimates. Furthermore, variational Bayes methods can be regarded as the extension of traditional expectation-maximization (EM) algorithms and can be applied to a broader class of Bayesian models. Thus, the use of variational Bayes algorithms based on three hierarchical shrinkage models including Bayesian adaptive shrinkage, Bayesian LASSO, and extended Bayesian LASSO is proposed here. These methods performed generally well and were found to be highly competitive with their MCMC counterparts in our example analyses. The use of posterior credible intervals and permutation tests are considered for decision making between quantitative trait loci (QTL) and non-QTL. The performance of the presented models is also compared with R/qtlbim and R/BhGLM packages, using a previously studied simulated public epistatic data set.     

Hierarchical Bayesian modeling of spatially correlated health service outcome and utilization rates

We present Bayesian hierarchical spatial models for spatially correlated small-area health service outcome and utilization rates, with a particular emphasis on the estimation of both measured and unmeasured or unknown covariate effects. This Bayesian hierarchical model framework enables simultaneous modeling of fixed covariate effects and random residual effects. The random effects are modeled via Bayesian prior specifications reflecting spatial heterogeneity globally and relative homogeneity among neighboring areas. The model inference is implemented using Markov chain Monte Carlo methods. Specifically, a hybrid Markov chain Monte Carlo algorithm (Neal, 1995, Bayesian Learning for Neural Networks; Gustafson, MacNab, and Wen, 2003, Statistics and Computing, to appear) is used for posterior sampling of the random effects. To illustrate relevant problems, methods, and techniques, we present an analysis of regional variation in intraventricular hemorrhage incidence rates among neonatal intensive care unit patients across Canada.     

Scales of association: hierarchical linear models and the measurement of ecological systems

A fundamental challenge to understanding patterns in ecological systems lies in employing methods that can analyse, test and draw inference from measured associations between variables across scales. Hierarchical linear models (HLM) use advanced estimation algorithms to measure regression relationships and variance–covariance parameters in hierarchically structured data. Although hierarchical models have occasionally been used in the analysis of ecological data, their full potential to describe scales of association, diagnose variance explained, and to partition uncertainty has not been employed. In this paper we argue that the use of the HLM framework can enable significantly improved inference about ecological processes across levels of organization. After briefly describing the principals behind HLM, we give two examples that demonstrate a protocol for building hierarchical models and answering questions about the relationships between variables at multiple scales. The first example employs maximum likelihood methods to construct a two-level linear model predicting herbivore damage to a perennial plant at the individual- and patch-scale; the second example uses Bayesian estimation techniques to develop a three-level logistic model of plant flowering probability across individual plants, microsites and populations. HLM model development and diagnostics illustrate the importance of incorporating scale when modelling associations in ecological systems and offer a sophisticated yet accessible method for studies of populations, communities and ecosystems. We suggest that a greater coupling of hierarchical study designs and hierarchical analysis will yield significant insights on how ecological processes operate across scales.     

Performance of criteria for selecting evolutionary models in phylogenetics: a comprehensive study based on simulated datasets

Background  

Explicit evolutionary models are required in maximum-likelihood and Bayesian inference, the two methods that are overwhelmingly used in phylogenetic studies of DNA sequence data. Appropriate selection of nucleotide substitution models is important because the use of incorrect models can mislead phylogenetic inference. To better understand the performance of different model-selection criteria, we used 33,600 simulated data sets to analyse the accuracy, precision, dissimilarity, and biases of the hierarchical likelihood-ratio test, Akaike information criterion, Bayesian information criterion, and decision theory.     

Understanding movement data and movement processes: current and emerging directions

Animal movement has been the focus on much theoretical and empirical work in ecology over the last 25 years. By studying the causes and consequences of individual movement, ecologists have gained greater insight into the behavior of individuals and the spatial dynamics of populations at increasingly higher levels of organization. In particular, ecologists have focused on the interaction between individuals and their environment in an effort to understand future impacts from habitat loss and climate change. Tools to examine this interaction have included: fractal analysis, first passage time, Lévy flights, multi‐behavioral analysis, hidden markov models, and state‐space models. Concurrent with the development of movement models has been an increase in the sophistication and availability of hierarchical bayesian models. In this review we bring these two threads together by using hierarchical structures as a framework for reviewing individual models. We synthesize emerging themes in movement ecology, and propose a new hierarchical model for animal movement that builds on these emerging themes. This model moves away from traditional random walks, and instead focuses inference on how moving animals with complex behavior interact with their landscape and make choices about its suitability.     

Elevated substitution rate estimates from ancient DNA: model violation and bias of Bayesian methods

The increasing ability to extract and sequence DNA from noncontemporaneous tissue offers biologists the opportunity to analyse ancient DNA (aDNA) together with modern DNA (mDNA) to address the taxonomy of extinct species, evolutionary origins, historical phylogeography and biogeography. Perhaps more exciting are recent developments in coalescence-based Bayesian inference that offer the potential to use temporal information from aDNA and mDNA for the estimation of substitution rates and divergence dates as an alternative to fossil and geological calibration. This comes at a time of growing interest in the possibility of time dependency for molecular rate estimates. In this study, we provide a critical assessment of Bayesian Markov chain Monte Carlo (MCMC) analysis for the estimation of substitution rate using simulated samples of aDNA and mDNA. We conclude that the current models and priors employed in Bayesian MCMC analysis of heterochronous mtDNA are susceptible to an upward bias in the estimation of substitution rates because of model misspecification when the data come from populations with less than simple demographic histories, including sudden short-lived population bottlenecks or pronounced population structure. However, when model misspecification is only mild, then the 95% highest posterior density intervals provide adequate frequentist coverage of the true rates.     

One size does not fit all: Customizing MCMC methods for hierarchical models using NIMBLE

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.     

Top-Down Feedback in an HMAX-Like Cortical Model of Object Perception Based on Hierarchical Bayesian Networks and Belief Propagation

Hierarchical generative models, such as Bayesian networks, and belief propagation have been shown to provide a theoretical framework that can account for perceptual processes, including feedforward recognition and feedback modulation. The framework explains both psychophysical and physiological experimental data and maps well onto the hierarchical distributed cortical anatomy. However, the complexity required to model cortical processes makes inference, even using approximate methods, very computationally expensive. Thus, existing object perception models based on this approach are typically limited to tree-structured networks with no loops, use small toy examples or fail to account for certain perceptual aspects such as invariance to transformations or feedback reconstruction. In this study we develop a Bayesian network with an architecture similar to that of HMAX, a biologically-inspired hierarchical model of object recognition, and use loopy belief propagation to approximate the model operations (selectivity and invariance). Crucially, the resulting Bayesian network extends the functionality of HMAX by including top-down recursive feedback. Thus, the proposed model not only achieves successful feedforward recognition invariant to noise, occlusions, and changes in position and size, but is also able to reproduce modulatory effects such as illusory contour completion and attention. Our novel and rigorous methodology covers key aspects such as learning using a layerwise greedy algorithm, combining feedback information from multiple parents and reducing the number of operations required. Overall, this work extends an established model of object recognition to include high-level feedback modulation, based on state-of-the-art probabilistic approaches. The methodology employed, consistent with evidence from the visual cortex, can be potentially generalized to build models of hierarchical perceptual organization that include top-down and bottom-up interactions, for example, in other sensory modalities.     

Data cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methods

We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise.     

multimark: an R package for analysis of capture–recapture data consisting of multiple “noninvasive” marks

I describe an open‐source R package, multimark , for estimation of survival and abundance from capture–mark–recapture data consisting of multiple “noninvasive” marks. Noninvasive marks include natural pelt or skin patterns, scars, and genetic markers that enable individual identification in lieu of physical capture. multimark provides a means for combining and jointly analyzing encounter histories from multiple noninvasive sources that otherwise cannot be reliably matched (e.g., left‐ and right‐sided photographs of bilaterally asymmetrical individuals). The package is currently capable of fitting open population Cormack–Jolly–Seber (CJS) and closed population abundance models with up to two mark types using Bayesian Markov chain Monte Carlo (MCMC) methods. multimark can also be used for Bayesian analyses of conventional capture–recapture data consisting of a single‐mark type. Some package features include (1) general model specification using formulas already familiar to most R users, (2) ability to include temporal, behavioral, age, cohort, and individual heterogeneity effects in detection and survival probabilities, (3) improved MCMC algorithm that is computationally faster and more efficient than previously proposed methods, (4) Bayesian multimodel inference using reversible jump MCMC, and (5) data simulation capabilities for power analyses and assessing model performance. I demonstrate use of multimark using left‐ and right‐sided encounter histories for bobcats (Lynx rufus) collected from remote single‐camera stations in southern California. In this example, there is evidence of a behavioral effect (i.e., trap “happy” response) that is otherwise indiscernible using conventional single‐sided analyses. The package will be most useful to ecologists seeking stronger inferences by combining different sources of mark–recapture data that are difficult (or impossible) to reliably reconcile, particularly with the sparse datasets typical of rare or elusive species for which noninvasive sampling techniques are most commonly employed. Addressing deficiencies in currently available software, multimark also provides a user‐friendly interface for performing Bayesian multimodel inference using capture–recapture data consisting of a single conventional mark or multiple noninvasive marks.