Rb. Millar et R. Meyer, Non-linear state space modelling of fisheries biomass dynamics by using Metropolis-Hastings within-Gibbs sampling, J ROY STA C, 49, 2000, pp. 327-342
Citations number
45
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
State space modelling and Bayesian analysis are both active areas of applie
d research in fisheries stock assessment. Combining these two methodologies
facilitates the fitting of state space models that may be non-linear and h
ave non-normal errors, and hence it is particularly useful for modelling fi
sheries dynamics. Here, this approach is demonstrated by fitting a non-line
ar surplus production model to data on South Atlantic albacore tuna (Thunnu
s alalunga). The state space approach allows for random variability in both
the data (the measurement of relative biomass) and in annual biomass dynam
ics of the tuna stock. Sampling from the joint posterior distribution of th
e unobservables was achieved by using Metropolis-Hastings within-Gibbs samp
ling.