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Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference

Kelly, Luke Joseph; Ryder, Robin J.; Clarté, Grégoire (2022), Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference, Annals of Applied Statistics, p. 25

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AOAS2111-027R2A0.pdf (743.1Kb)
Type
Article accepté pour publication ou publié
External document link
https://hal.science/hal-03845580
Date
2022
Journal name
Annals of Applied Statistics
Publisher
Institute of Mathematical Statistics
Pages
25
Metadata
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Author(s)
Kelly, Luke Joseph
Ryder, Robin J.
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Clarté, Grégoire
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
Phylogenetic inference is an intractable statistical problem on a complex 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 or assess their performance. Existing approaches are unable to diagnose mixing or convergence of Markov schemes jointly across all components of a phylogenetic model. Lagged couplings of Markov chain Monte Carlo algorithms have recently been developed on simpler spaces to diagnose convergence and construct unbiased estimators. We describe a contractive coupling of Markov chains targeting a posterior distribution over a space of phylogenetic trees with branch lengths, scalar parameters and latent variables. We use these couplings to assess mixing and convergence of Markov chains jointly across all components of the phylogenetic model on trees with up to 200 leaves. Samples from our coupled chains may also be used to construct unbiased estimators.
Subjects / Keywords
Markov chain Monte Carlo methods; Couplings; Bayesian phylogenetic inference

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