Nonparametric Bayes Comparisons

Notes on structure of examples

Externalized code so that different example scripts call identical commands for fitting and plotting to avoid duplication of code. Example scripts tend to be pretty text poor at the moment, would probably benefit by better descriptions in the markdown. May still involve redundant and potentially out of date descriptions though.

Currently, externalized code for GP comparison experiments is in gaussian-process-control.R, and is called by may79-example.Rmd, myer-example.Rmd, and reed-example.Rmd.

Also fixed knitcitations to at least include citations in markdown files.

Performance of GP compared to Ricker on an underlying Allee model

Using stationary data only

Inferred GP
Inferred GP
plot of policy functions
plot of policy functions
fish stock dynamics
fish stock dynamics
harvest dynamics
harvest dynamics

(see myer-example.md for code and more graphs & details)

Using more data

Inferred GP
Inferred GP
plot of policy functions
plot of policy functions
plot of sim-fish
plot of sim-fish
plot of sim-harvest
plot of sim-harvest

(from earlier myer-example.md)

Comparing GP to estimated Ricker on BH dynamics:

GP performs well, but Ricker performs adequately as well: reed-example.md (shows an example with stationary data).

plot of chunk gp-plot
plot of chunk gp-plot
plot of chunk policy_plot
plot of chunk policy_plot
plot of chunk sim-fish
plot of chunk sim-fish
plot of chunk sim-harvest
plot of chunk sim-harvest

Other advances

Approaches shown above address a variety of issues as well:

  • Compares to a Ricker estimated by MLE (#8)
  • Considers fewer non-stationary observations, but include 0,0 as observation (#13)
  • Includes scrap value (#10), though this does not guarentee no fishing under non-persistence estimation

A few next steps:

  • measurement error should be introduced in the simulations (#11)
  • Evaluate GP performance under larger noise conditions. (#14)

See issues log for further issues to explore and more details on closed issues. See commit log for full details, this entry summarizes progress over the latter half of the week.