Why MCMCIs Networking For Modelers

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Why Metropolis/MCMC sampling is like networking for probabilistic modelers

The following description assumes familiarity with Metropolis-Hastings sampling (propose-accept/reject) and starts with a concrete example: the Handel program, developed by Ian Holmes and Bill Bruno. Handel's original purpose was to use the Thorne-Kishino-Felsenstein model to sample multiple alignments from an Evolutionary HMM. However, using importance sampling, Handel can now sample alignments from any likelihood function implemented by a third-party program.

Examples of appropriate programs would be the Pedersen-Hein evolutionary genefinder (Evo Gene) or the Knudsen-Hein evolutionary RNA structure predictor (PFOLD). The user passes the name of this program to Handel (as a command-line argument). Starting from a seed alignment, Handel then proposes MCMC alignment-sampling "moves", passing the new candidate alignments down a Unix pipe to the third-party program (Evo Gene, PFOLD/xfold or whatever) which spits out log-likelihood scores (or lod-scores) in bits. Handel reads back these log-likelihoods & uses them to evaluate a Hastings ratio, which is then used to accept or reject the move stochastically.

The net effect is that alignments are sampled according to the likelihood function implemented by the third-party program, but with the MCMC mixing properties of Handel (or whatever alignment sampler is used). So this can be viewed as an alignment method, or as a way of making annotation tools more robust to bad alignments. Or, indeed, as a "more Bayesian" way of analysing sequence alignments. Natural extensions involve sampling trees and/or various annotation features.

This sort of sampling approach is timely: several other groups have thought about, talked about or worked in this area (e.g. Sean Eddy, Lior Pachter, Bjarne Knudsen, Mike Eisen, Rasmus Nielsen). There's a steadily increasing number of MCMC alignment samplers that could be swapped in for Handel in the above description (e.g. one recently developed by students of Steven Brenner and Mike Eisen, the Mr Bayes tree sampler by John Huelsenbeck et al or the tree-and-alignment-sampler by Marc Suchard et al). And, clearly, there are many candidate likelihood functions it'd be interesting to explore, such as the evolutionary models that Haussler and Siepel, or Lunter and Hein, or Jakob Skou Pedersen have worked with.

The idea of connecting programs together in this way is quite appealing, I think: probabilistic approaches playing well together. More to follow here.

-- Ian Holmes, 14 March 2005