Phase transition on the convergence rate of parameter estimation under an Ornstein-Uhlenbeck diffusion on a tree

DOI10.1007/S00285-016-1029-XzbMATH Open1358.62069arXiv1406.1568OpenAlexW2963318278WikidataQ39724564 ScholiaQ39724564MaRDI QIDQ504087FDOQ504087

Authors: Sebastien Roch, Cécile Ané, Lam Si Tung Ho 

Publication date: 25 January 2017

Published in: Journal of Mathematical Biology (Search for Journal in Brave)

Abstract: Diffusion processes on trees are commonly used in evolutionary biology to model the joint distribution of continuous traits, such as body mass, across species. Estimating the parameters of such processes from tip values presents challenges because of the intrinsic correlation between the observations produced by the shared evolutionary history, thus violating the standard independence assumption of large-sample theory. For instance Ho and An'e cite{HoAne13} recently proved that the mean (also known in this context as selection optimum) of an Ornstein-Uhlenbeck process on a tree cannot be estimated consistently from an increasing number of tip observations if the tree height is bounded. Here, using a fruitful connection to the so-called reconstruction problem in probability theory, we study the convergence rate of parameter estimation in the unbounded height case. For the mean of the process, we provide a necessary and sufficient condition for the consistency of the maximum likelihood estimator (MLE) and establish a phase transition on its convergence rate in terms of the growth of the tree. In particular we show that a loss of $sqrtn$-consistency (i.e., the variance of the MLE becomes $Omega(n^{-1})$, where $n$ is the number of tips) occurs when the tree growth is larger than a threshold related to the phase transition of the reconstruction problem. For the covariance parameters, we give a novel, efficient estimation method which achieves $sqrtn$-consistency under natural assumptions on the tree.

Full work available at URL: https://arxiv.org/abs/1406.1568

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zbMATH Keywords

consistencyphase transitionmaximum likelihood estimatorevolutionOrnstein-Uhlenbeckphylogenetic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09) Problems related to evolution (92D15) Diffusion processes (60J60) Taxonomy, cladistics, statistics in mathematical biology (92B10)

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Cited In (11)

• Species tree estimation under joint modeling of coalescence and duplication: sample complexity of quartet methods
• A parametric interpretation of Bayesian nonparametric inference from gene genealogies: linking ecological, population genetics and evolutionary processes
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models
• When can we reconstruct the ancestral state? A unified theory
• When can we reconstruct the ancestral state? Beyond Brownian motion
• A Central Limit Theorem for punctuated equilibrium
• On the convergence of the maximum likelihood estimator for the transition rate under a 2-state symmetric model
• On the convergence order of a binary tree approximation of symmetrized diffusion processes
• Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits
• Using the Ornstein-Uhlenbeck process to model the evolution of interacting populations
• Phylogenetic confidence intervals for the optimal trait value

Uses Software

• ape
• GEIGER

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