reporter: hsu hsiang-jung modelling stochastic fish stock dynamics using markov chain monte carlo

23
Reporter: Hsu Hsian g-Jung Modelling stochastic fish stock dynamics using Markov Chain Mon te Carlo

Upload: arlene-allison

Post on 18-Dec-2015

231 views

Category:

Documents


4 download

TRANSCRIPT

Page 1: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Reporter: Hsu Hsiang-Jung

Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Page 2: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Introduction

The precautionary approach has become a basis concept in fish stock management.

The quantification of there uncertainties has emphasised the need for developing stochastic assessment approaches.

Estimates of parameters including process variances and predicted stock number have been obtained using likelihood Markov Chain Monte Carlo.

Page 3: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

Catch-at-age in numbers and effort data for commercial fleets.

Catch-at-age in numbers without effort data for the remaining part of total international catches.

CPUE by age for research surveys.),( ,, yaresCcatchesresidual

)( ,,, yfyaf eandC

)( ,, yasI

Page 4: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

)1()exp()exp(| ,,,,1,1 survivalyasurvivalyayayaya ZNNN

)2(),,exp()1(, ,

,,,,, yaresNe

yZa

FC resya

yZayaresyares

)3()exp()1( ,,,,

,,,,

, yaffyaZ

ya

afyfyaf Ne

Z

qeC ya

Page 5: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

)4()365

exp( ,,,,,,, yasss

yayaasyas

TZNqI

)5(min)exp( minminmin,min AySSBSSBN AyrecruitAyAyyA

)6()exp(1,min initialstartAN

)7(min)exp()exp( 11,11,11, AaZNN ainitialaaa

Page 6: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

)8(2,

2,

2 ressamplingresprocessres

)9(2,

2,

2 fsamplingfprocessf

)10(2,

2,

2 ssamplingsprocesss

Page 7: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

“N” denotes the stock number.

“F” the fishing mortality .

“Z” the total mortality. “ “ the standard deviations for the

survival and fishing processes.

sresfsurvival and ,,

Page 8: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Population dynamics models

“q” the catchability.

“e” the effort.

“T” the day of year when the survey takes place.

“ “ the standardised normal distribution.s

Page 9: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Estimation methods

For complex models with strutural relationships between variables and parameters, such as the stochastic survival model considered, the so-called single component Metropolis-Hastings or Gibbs sampling is an MCMC method especially suitable for simulating the likelihood function.

The difference between the MLE and this estimator lies in the MLE being the maximum of the likelihood function while the new estimator being the mean.

Page 10: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Simulation experiments

The catch observations were simulated in the following way:1.The model used was the same as described by Equations (1)-(7).

2.The parameters , Θ, used were the values estimated applying data described in the next section.

3.Fres,a,y and Ff,a,y were calculated, the latter using effort data and catchabilities, qf,a.

4.NminA,1 was predicted by randomly darwing from the lognormal distribution,(Equation(6))

5.Na,1 a=2,…,A were predicted by randomly drawing from the lognormal distribution ,(Equation(7))

Page 11: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Simulation experiments

6. SSB1 was calculated.

7. For y = 2 recruitment NminA,ywas randomly drewn from Equation(5).

8. For a = 2,…,A Na,y was randomly drawn from Equation(1a) and SSBy calculated.

9. Steps 7and 8 were repeated as long as y < Y.

10. The catch observations, Cres,a,y, Cf,a,y and Is,a,y, were generated from the lognormal distributions(Equations(2)-(4)).

Page 12: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Materials and software used

Catch-at and effort data for the Dutch and English commercial beam trawl fleets.

Catch-at-age data for the combined fleet without effort data.

Survey indices for the Dutch beam trawl and the Sole Net Survey.

Page 13: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Materials and software used

The software package, WinBUGS1.4 was used to simulate the posterior distributions of the parameters.

Page 14: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

Page 15: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

Page 16: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

Page 17: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

2,

2,

2, ,

resprocess

EnglandprocessNetherlandprocess and

Page 18: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

Page 19: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results

Page 20: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Results of simulation experiments

sfres and ,

Page 21: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Discussion

Our model of fish stock assessment which includes stochastic survival and recruitment.

Errors associated with the catch-at-age by fleet used in stock assessment consist of sampling errpr and other errors denoted as process errors.

Page 22: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo

Discussion

The MCMC methodology, in particular the single component Metropolis-Hastings and graphical models.

It is easy to implement such complex model in the WinBUGS program.

Page 23: Reporter: Hsu Hsiang-Jung Modelling stochastic fish stock dynamics using Markov Chain Monte Carlo