The Behavior of Metropolis-Coupled Markov Chains When Sampling Rugged Phylogenetic Distributions.

Bayesian phylogenetic inference relies on the use of Markov chain Monte Carlo (MCMC) to provide numerical approximations of high-dimensional integrals and estimate posterior probabilities. However, MCMC performs poorly when posteriors are very rugged (i.e., regions of high posterior density are separated by regions of low posterior density). One technique that has become popular for improving numerical estimates from MCMC when distributions are rugged is Metropolis coupling (MC$^3$). In MC$^3$, additional chains are employed to sample flattened transformations of the posterior and improve mixing. Here, we highlight several underappreciated behaviors of MC3. Notably, estimated posterior probabilities may be incorrect but appear to converge, when individual chains do not mix well, despite different chains sampling trees from all relevant areas in tree space. Counterintuitively, such behavior can be more difficult to diagnose with increased numbers of chains. We illustrate these surprising behaviors of MC$^3$ using a simple, non-phylogenetic example and phylogenetic examples involving both constrained and unconstrained analyses. To detect and mitigate the effects of these behaviors, we recommend increasing the number of independent analyses and varying the temperature of the hottest chain in current versions of Bayesian phylogenetic software. Convergence diagnostics based on the behavior of the hottest chain may also help detect these behaviors and could form a useful addition to future software releases.