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. 2016 Mar;65(2):250-64.
doi: 10.1093/sysbio/syv083. Epub 2015 Nov 1.

Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty

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Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty

Guy Baele et al. Syst Biol. 2016 Mar.

Abstract

Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of "working distributions" to facilitate--or shorten--the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a "working" distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different "working" distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses.

Keywords: Bayes factor; Bayesian inference; MCMC; Working distribution; coalescent model; marginal likelihood; phylogenetics.

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Figures

Figure 1.
Figure 1.
Example of a genealogy with intercoalescent interval notation. Times of coalescence and sampling events are depicted as vertical dashed lines with numbers of lineages present at these times shown above the lines. Below the genealogy, we mark the boundaries of intercoalescent intervals together with their lengths (u2,,u5). We show how sampling events interrupt the intercoalescent intervals and produce subintervals with lengths (w20,,w52) at the bottom of the figure.
Figure 2.
Figure 2.
Log marginal likelihood estimates for Gaussian examples simulated under a normal distribution with four different gamma priors on the precision. For these data sets, the true (log) marginal likelihood can be calculated analytically (Murphy 2007). This value is indicated by a dashed gray line for each of the gamma priors tested. Five different estimators were used, with a number of different settings for each estimator: integrating the likelihood against the prior (ILP), the smoothed harmonic mean estimator (sHME), path sampling (PS), stepping-stone sampling (SS), and generalized stepping-stone sampling (GSS). This example shows that GSS is by far the most accurate approach to estimate (log) marginal likelihood for all the gamma priors tested. The sHME systematically overestimates the true (log) marginal likelihood, whereas PS and SS do so as the gamma prior becomes increasingly uninformative, but not to the same extent as for the sHME.
Figure 3.
Figure 3.
Repeatability plots for the harmonic mean estimator (HME), stabilized HME (sHME) and generalized stepping-stone sampling assuming a fixed tree topology (GSS Fixed), based on 100 simulated data sets and two independent runs employing different starting values. The repeatability of the HME is considerably lower than that of the sHME and GSS Fixed. One should be cautious concerning the high repeatability of the sHME—as it systematically overestimates the log marginal likelihood—and GSS Fixed—as it does not accommodate phylogenetic uncertainty and as a consequence provides a different estimate of the log marginal likelihood, knowing the tree under which the data were simulated.
Figure 4.
Figure 4.
Repeatability plots for PS, SS, generalized stepping-stone sampling using a constant population size model as working distribution (GSS MCM) and generalized stepping-stone sampling using a product of exponentials with LOESS smoothing as working distribution (GSS POEL). The difference between two independent runs, employing different starting values, across 100 simulated data sets are shown. This suggests that the previously published low variance for GSS is mainly due to fixing the tree topology. When relaxing this assumption, however, GSS still has lower variance between runs than PS and SS, indicating its increased accuracy over those methods. Both GSS implementations have similar repeatability.
Figure 5.
Figure 5.
Convergence assessment of PS, SS, GSS MCM, and GSS POEL estimators on the HIV-1 data example of Worobey et al. (2008). A fixed number of 65 power posteriors, required to construct 64 path steps, were run along the path between posterior and (working) prior for all (log) marginal likelihood estimators, assuming different chain lengths per power posterior. Ten replicates were run for each computational setting and for each demographic model. The mean of these replicates is plotted along with the standard deviation. PS and SS consistently overestimate the log marginal likelihood when contrasted against GSS MCM and GSS POEL. In general, both GSS methods converge faster, with less iterations per power posterior, to a stable log marginal likelihood. Estimating the log marginal likelihood of the exponential-logistic growth model fails using PS/SS for more demanding computational settings, even with proper priors on all its parameters. For the most demanding computational settings (but also for most of the other settings), the GSS approach that employs a product of exponentials with LOESS smoothing (GSS POEL) has lower variance than the GSS approach that matches the demographic model as its working distribution (GSS MCM).
Figure 6.
Figure 6.
Run times for different (log) marginal likelihood estimators under various demographic priors. Log marginal likelihood estimation using PS/SS is markedly slower than both GSS implementations, across the demographic priors tested. The exponential-logistic model was omitted due to the PS/SS calculations failing for this model, leaving us without a basis for comparison in terms of the execution time. All estimators collected samples from 64 power posteriors that were run for 1 million iterations. The GSS approach using a matching coalescent model (MCM) yields the fastest run time for each demographic prior.

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