Marginal Bayesian Posterior Inference using Recurrent Neural Networks with Application to Sequential Models.

In Bayesian data analysis, it is often important to evaluate quantiles of the posterior distribution of a parameter of interest (e.g., to form posterior intervals). In multi-dimensional problems, when non-conjugate priors are used, this is often difficult generally requiring either an analytic or sampling-based approximation, such as Markov chain Monte-Carlo (MCMC), Approximate Bayesian computation (ABC) or variational inference. We discuss a general approach that reframes this as a multi-task learning problem and uses recurrent deep neural networks (RNNs) to approximately evaluate posterior quantiles. As RNNs carry information along a sequence, this application is particularly useful in time-series. An advantage of this risk-minimization approach is that we do not need to sample from the posterior or calculate the likelihood. We illustrate the proposed approach in several examples.

Systematic Exploration of the High Likelihood Set of Phylogenetic Tree Topologies.

Bayesian Markov chain Monte Carlo explores tree space slowly, in part because it frequently returns to the same tree topology. An alternative strategy would be to explore tree space systematically, and never return to the same topology. In this article, we present an efficient parallelized method to map out the high likelihood set of phylogenetic tree topologies via systematic search, which we show to be a good approximation of the high posterior set of tree topologies on the data sets analyzed. Here, "likelihood" of a topology refers to the tree likelihood for the corresponding tree with optimized branch lengths. We call this method "phylogenetic topographer" (PT). The PT strategy is very simple: starting in a number of local topology maxima (obtained by hill-climbing from random starting points), explore out using local topology rearrangements, only continuing through topologies that are better than some likelihood threshold below the best observed topology. We show that the normalized topology likelihoods are a useful proxy for the Bayesian posterior probability of those topologies. By using a nonblocking hash table keyed on unique representations of tree topologies, we avoid visiting topologies more than once across all concurrent threads exploring tree space. We demonstrate that PT can be used directly to approximate a Bayesian consensus tree topology. When combined with an accurate means of evaluating per-topology marginal likelihoods, PT gives an alternative procedure for obtaining Bayesian posterior distributions on phylogenetic tree topologies.