EM and component-wise boosting for Hidden Markov Models: a machine-learning approach to capture-recapture

This study introduces statistical boosting for capture-mark-recapture (CMR) models. It is a shrinkage estimator that constrains the complexity of a CMR model in order to promote automatic variable-selection and avoid over-fitting. I discuss the philosophical similarities between boosting and AIC model-selection, and show through simulations that a boosted Cormack-Jolly-Seber model often out-performs AICc methods, in terms of estimating survival and abundance, yet yields qualitatively similar estimates. This new boosted CMR framework is highly extensible and could provide a rich, unified framework for addressing many topics in CMR, such as non-linear effects (splines and CART-like trees), individual-heterogeneity, and spatial components.