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Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths
Computational Statistics ( IF 1.3 ) Pub Date : 2020-03-12 , DOI: 10.1007/s00180-020-00969-1
David A. Spade

This manuscript extends the work of Spade et al. (Math Biosci 268:9–21, 2015) to an examination of a fully-updating version of a Metropolis-Hastings algorithm for inference of phylogenetic branch lengths. This approach serves as an intermediary between theoretical assessment of Markov chain convergence, which in phylogenetic settings is typically difficult to do analytically, and output-based convergence diagnostics, which suffer from several of their own limitations. In this manuscript, we will also examine the performance of the convergence assessment techniques for this Markov chain and the convergence behavior of this type of Markov chain compared to the one-at-a-time updating scheme investigated in Spade et al. (Math Biosci 268:9–21, 2015). We will also vary the choices of the drift function in order to obtain a sense of how the choice of the drift function affects the estimated bound on the chain’s mixing time.

中文翻译:

贝叶斯系统进化分支长度的Metropolis-Hastings算法的几何遍历性

该手稿扩展了Spade等人的工作。(Math Biosci 268:9–21,2015)检查了Metropolis-Hastings算法的完整更新版本,以推断系统发生分支的长度。这种方法可作为马尔科夫链收敛性理论评估(在系统发育环境中通常很难进行分析)与基于输出的收敛性诊断之间的中介,后者有其自身的一些局限性。与Spade等人研究的一次性更新方案相比,在本手稿中,我们还将研究此Markov链的收敛评估技术的性能以及这种类型的Markov链的收敛行为。(Math Biosci 268:9–21,2015)。
更新日期:2020-03-12
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