Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference

08/30/2021
by   Luke J. Kelly, et al.
0

Phylogenetic inference is an intractable statistical problem on a complex sample space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference, but it is challenging to construct efficient schemes to explore the associated posterior distribution and to then assess their convergence. Building on recent work developing couplings of Monte Carlo algorithms, we describe a procedure to couple Markov Chains targeting a posterior distribution over a space of phylogenetic trees with ages, scalar parameters and latent variables. We demonstrate how to use these couplings to check convergence and mixing time of the chains.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/13/2021

A Short Review of Ergodicity and Convergence of Markov chain Monte Carlo Estimators

This short note reviews the basic theory for quantifying both the asympt...
research
10/25/2017

A Differential Evaluation Markov Chain Monte Carlo algorithm for Bayesian Model Updating

The use of the Bayesian tools in system identification and model updatin...
research
03/16/2020

Merge-split Markov chain Monte Carlo for community detection

We present a Markov chain Monte Carlo scheme based on merges and splits ...
research
08/08/2022

SwISS: A Scalable Markov chain Monte Carlo Divide-and-Conquer Strategy

Divide-and-conquer strategies for Monte Carlo algorithms are an increasi...
research
05/11/2015

On Markov chain Monte Carlo methods for tall data

Markov chain Monte Carlo methods are often deemed too computationally in...
research
09/25/2018

Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations

The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a per...
research
09/16/2021

How trustworthy is your tree? Bayesian phylogenetic effective sample size through the lens of Monte Carlo error

Bayesian inference is a popular and widely-used approach to infer phylog...

Please sign up or login with your details

Forgot password? Click here to reset