Models for Estimating Bayes Factors with Applications to Phylogeny and Tests of Monophyly

Bayes factors comparing two or more competing hypotheses are often estimated by constructing a Markov chain Monte Carlo (MCMC) sampler to explore the joint space of the hypotheses. To obtain efficient Bayes factor estimates, Carlin and Chib (1995, Journal of the Royal Statistical Society, Series B 57, 473-484) suggest adjusting the prior odds of the competing hypotheses so that the posterior odds are approximately one, then estimating the Bayes factor by simple division. A byproduct is that one often produces several independent MCMC chains, only one of which is actually used for estimation. We extend this approach to incorporate output from multiple chains by proposing three statistical models. The first assumes independent sampler draws and models the hypothesis indicator function using logistic regression for various choices of the prior odds. The two more complex models relax the independence assumption by allowing for higher-lag dependence within the MCMC output. These models allow us to estimate the uncertainty in our Bayes factor calculation and to fully use several different MCMC chains even when the prior odds of the hypotheses vary from chain to chain. We apply these methods to calculate Bayes factors for tests of monophyly in two phylogenetic examples. The first example explores the relationship of an unknown pathogen to a set of known pathogens. Identification of the unknown's monophyletic relationship may affect antibiotic choice in a clinical setting. The second example focuses on HIV recombination detection. For potential clinical application, these types of analyses must be completed as efficiently as possible.