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BAYESIAN SEMIPARAMETRIC LONG MEMORY MODELS FOR DISCRETIZED EVENT DATA.

Antik Chakraborty1, Otso Ovaskainen2,3,4, David B Dunson5

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The Annals of Applied Statistics
|December 5, 2022
PubMed
Summary
This summary is machine-generated.

We developed new FRActional Probit (FRAP) models for analyzing long memory event data, like bird vocalizations. These models capture self-similarity and long-range dependence, outperforming traditional methods.

Keywords:
Fractional Brownian motionfractallatent Gaussian process modelslong range dependencenonparametric Bayesprobittime series

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Area of Science:

  • Statistics
  • Ecology
  • Bioacoustics

Background:

  • Discretized event data often exhibit complex temporal patterns.
  • Traditional models like Poisson processes may not capture long memory and self-similarity.
  • Bird vocalizations display self-similarity and long-range dependence, necessitating advanced modeling.

Purpose of the Study:

  • Introduce a novel class of semiparametric latent variable models for long memory discretized event data.
  • Address the limitations of existing models in capturing self-similarity and long-range dependence in event timings.
  • Provide a flexible modeling framework applicable to ecological event data, such as animal vocalizations.

Main Methods:

  • Propose FRActional Probit (FRAP) models based on thresholding a latent process.
  • Model the latent process using an additive structure of a smooth Gaussian process and fractional Brownian motion.
  • Employ a Bayesian inference approach utilizing Markov chain Monte Carlo (MCMC) methods.

Main Results:

  • Demonstrate good performance of the FRAP models in simulation studies.
  • Find substantial evidence of self-similarity and non-Markovian/Poisson dynamics in Amazon rainforest bird vocalization data.
  • Confirm the inadequacy of standard models for capturing the observed long-range dependence in vocalization patterns.

Conclusions:

  • The proposed FRAP models offer a powerful tool for analyzing complex event data with long memory properties.
  • The findings highlight the non-Poisson and self-similar nature of bird vocalizations, providing ecological insights.
  • The developed methodology and its hierarchical extension can be applied to diverse biological and ecological event series.