Implementation issues for Markov Chain Monte Carlo methods in random regression test‐day models

Publisher Website
Google Scholar
Abstract
Summary: Markov Chain Monte Carlo methods made possible estimation of parameters for complex random regression test‐day models. Models evolved from single‐trait with one set of random regressions to multiple‐trait applications with several random effects described by regressions. Gibbs sampling has been used for models with linear (with respect to coefficients) regressions and normality assumptions for random effects. Difficulties associated with implementations of Markov Chain Monte Carlo schemes include lack of good practical methods to assess convergence, slow mixing caused by high posterior correlations of parameters and long running time to generate enough posterior samples. Those problems are illustrated through comparison of Gibbs sampling schemes for single‐trait random regression test‐day models with different model parameterizations, different functions used for regressions and posterior chains of different sizes. Orthogonal polynomials showed better convergence and mixing properties in comparison with ‘lactation curve’ functions of the same number of parameters. Increasing the order of polynomials resulted in smaller number of independent samples for covariance components. Gibbs sampling under hierarchical model parameterization had a lower level of autocorrelation and required less time for computation. Posterior means and standard deviations of genetic parameters were very similar for chains of different size (from 20 000 to 1 000 000) after convergence. Single‐trait random regression models with large data sets can be analysed by Markov Chain Monte Carlo methods in relatively short time. Multiple‐trait (lactation) models are computationally more demanding and better algorithms are required.

This publication has 30 references indexed in Scilit: