An alternative marginal likelihood estimator for phylogenetic models

Bayesian phylogenetic methods are generating noticeable enthusiasm in the field of molecular systematics. Many phylogenetic models are often at stake and different approaches are used to compare them within a Bayesian framework. The Bayes factor, defined as the ratio of the marginal likelihoods of two competing models, plays a key role in Bayesian model selection. We focus on an alternative estimator of the marginal likelihood whose computation is still a challenging problem. Several computational solutions have been ∗Dipartimento di studi geoeconomici, linguistici, statistici e storici per l’analisi regionale, Sapienza Università di Roma, via del Castro Laurenziano 9, 00161 Roma, E-mail: [email protected] 1 ar X iv :1 00 1. 21 36 v2 [ st at .C O ] 2 0 Ju n 20 10 proposed none of which can be considered outperforming the others simultaneously in terms of simplicity of implementation, computational burden and precision of the estimates. Practitioners and researchers, often led by available software, have privileged so far the simplicity of the harmonic mean estimator (HM) and the arithmetic mean estimator (AM). However it is known that the resulting estimates of the Bayesian evidence in favor of one model are biased and often inaccurate up to having an infinite variance so that the reliability of the corresponding conclusions is doubtful. Our new implementation of the generalized harmonic mean (GHM) idea recycles MCMC simulations from the posterior, shares the computational simplicity of the original HM estimator, but, unlike it, overcomes the infinite variance issue. The alternative estimator is applied to simulated phylogenetic data and produces fully satisfactory results outperforming those simple estimators currently provided by most of the publicly available software. keywords : Bayes factor, harmonic mean, importance sampling, marginal likelihood, phylogenetic models.