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Improving Marginal Likelihood Estimation for Bayesian Phylogenetic Model Selection
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DOI：10.1093/sysbio/syq085.png)
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The marginal likelihood is commonly used for comparing different evolutionary models in Bayesian phylogenetics and is the central quantity used in computing Bayes Factors for comparing model fit. A popular method for estimating marginal likelihoods, the harmonic mean (HM) method, can be easily computed from the output of a Markov chain Monte Carlo analysis but often greatly overestimates the marginal likelihood. The thermodynamic integration (TI) method is much more accurate than the HM method but requires more computation. In this paper, we introduce a new method, stepping-stone sampling (SS), which uses importance sampling to estimate each ratio in a series (the stepping stones) bridging the posterior and prior distributions. We compare the performance of the SS approach to the TI and HM methods in simulation and using real data. We conclude that the greatly increased accuracy of the SS and TI methods argues for their use instead of the HM method, despite the extra computation needed.
Keyword:
Bayes factor
harmonic mean
phylogenetics, marginal likelihood
model selection
path sampling
thermodynamic integration
steppingstone sampling
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