Bayesian analysis with MCMC

P4 has a basic MCMC for doing Bayesian analyses. It uses the Metropolis-coupled MCMC, or MCMCMC, that has worked so well in MrBayes. To start an MCMC, you first set up your data, tree, and model as usual. Then you instantiate an Mcmc object, and run the chain, like this:

# t is the tree, with model and data attached
m = Mcmc(t, nChains=4, runNum=0, sampleInterval=1000, checkPointInterval=250000, simulate=2) # one million generations

Here nChains says to make 4 MCMC chains in parallel in an MCMCMC, where 1 chain is the cold chain, and 3 are heated chains. See the documentation for MrBayes for more explanation.

As the MCMC runs, it saves trees to a tree file, saves likelihoods to another file, and saves model parameters to another file. These samples need to be digested or summarized later.

The Mcmc class has a big doc string. Say help(Mcmc).

A simple MCMC

# You will usually start with a data file, and a random tree.
d = Data()
t = func.randomTree(taxNames=d.taxNames) = d

# Now define a model, as usual.  This one is GTR+IG.
t.newComp(free=1, spec='empirical')
t.newRMatrix(free=1, spec='ones')
t.newGdasrv(free=1, val=0.5)
t.setPInvar(free=1, val=0.2)

# Now instantiate an Mcmc object.  This one has 4 MCMCMC chains, is set
# to do a million generations (below, in run()), collect 2000 samples
# (every 500 generations) and is set to take 4 checkPoints.

m = Mcmc(t, nChains=4, runNum=0, sampleInterval=500, checkPointInterval=250000)

# Here you can adjust the proposal probabilities, and tuning parameters.
m.prob.polytomy = 1.0       # Default is zero
m.prob.brLen = 0.001        # Default is zero
m.tunings.chainTemp = 0.12  # Default is 0.15, this week

# This starts the run, specifying the number of gens you want.  You can
# restart it from a checkPoint if you find you need more.

Proposal probabilities

Proposals to change the model parameters or tree topology are made with default probabilities. These default probabilities are calculated based on the number of parameters involved. You can adjust these proposal probabilities, or perhaps turn a proposal type off altogether, by setting attributes of Mcmc.prob. These are user-specifiable relative probabilities, with default being 1; they are not proper probabilities, and do not sum to 1.

For an Mcmc object m, I can show these current relative probs by saying:

print m.prob

To show the real intended rates (the kind that add up to 1.0) that are calculated from these relative probs, you can do a:


or, after a run (or on checkpoints, see below):


For my Mcmc object m, I could turn off the tree topology changes by setting local to zero. I can still allow branch lengths to be free by turning on the brLens proposal, which is off by default.

m.prob.local = 0
m.prob.brLen = 1.0

These relative m.prob values affect proposal probabilities, but not in a linear way. For changes with inherently low proposal probabilities, such as relRate, doubling the relative prob approximately doubles the final proposal probability. As I mentioned, you can check the final calculated proposal probabilities with m.writeProposalProbs().

The polytomy proposal

This is an implementation of the move described in Lewis et al (2005) “Polytomies and Bayesian phylogenetic inference” Syst Biol 54:241-253. This move is turned off by default, but you can turn it on for an Mcmc object m by saying:

m.prob.polytomy = 1.0
m.prob.brLen = 0.001

(If you have local turned on, which you probably do, you will also want to turn on the brLen proposal in addition, for those cases when the current tree is a star tree; the local proposal needs 3 contiguous edges, and so the local proposal does not work on a star tree. In that case, the chain uses the brLen proposal instead of local.)

This move tends to decrease spurious high support for short internal nodes. The prior probability favouring increased multifurcations or increased resolution can be adjusted. Actually, as in the paper, there are two ways to do this; you can use the polytomy prior, or you can use the resolution class prior. If you want to use the resolution class prior, you can turn it on, for an Mcmc object m, by:

m.tunings.doPolytomyResolutionClassPrior = True  # False by default

but if it is left as False then you use the polytomy prior. In both cases, there is a ‘C’ constant to set, that determines how much multifurcations are favoured. You can set it via its log, for example for an Mcmc object m

m.tunings.polytomyPriorLogBigC = 1.0   # Default is zero

By setting the logBigC to 1.0, above, I am setting the C to e as in the paper. Assuming the default of using polytomy priors, leaving logBigC set to zero (ie C=1), the default, means that every tree (of any resolution) has the same prior probability. Setting it to higher numbers favours polytomies.

As in the paper, you can use the resolution class priors, and set the C constant to 1.1 (actually 10/9 = 1.111111), 2, or 10, for an Mcmc object m, like this:

import math
m.tunings.doPolytomyResolutionClassPrior = True
m.tunings.polytomyPriorLogBigC = math.log(10./9.)   # Or 2, or 10, or ...

Topology constraints

You can specify constraints on the tree topology with a Constraints object. To make a Constraints object, you need a list of taxNames (in the same order as your data, trees, and so on), and you also need a (usually partly-resolved) tree object:

myTaxNames = myData.taxNames
myConstraintsTree = var.trees.pop()
myConstraints = Constraints(myTaxNames, myConstraintsTree)

You can pass a Constraints object to func.randomTree() and Mcmc() to enforce constraints. If you are starting a Mcmc with a randomTree, then it should have the same constraints as you pass to the Mcmc:

t = func.randomTree(taxNames=myTaxNames, constraints=myConstraints)
m = Mcmc(t, ..., constraints=myConstraints)

Tuning the MCMC

Consider a proposal to change a parameter in a model. There is a current state, and a new state is proposed somewhere in a window centered on the current state. If the proposed state gives a better likelihood then the proposal is accepted (or based on the Metropolis Hastings algorithm, if the likelihood is only a little worse it will also be accepted sometimes). Now if the proposal window is narrow, then proposals will be accepted a lot because each proposal is near the current state. However, the values of the parameter explored/proposed/sampled by the Mcmc will be in a narrow range, which does not promote good ‘mixing’. If however the window is wide, then proposed values will usually be so far away that they will not be accepted; in this case the parameter stays in its current state, which is also not good for mixing. So proposals need to be ‘tuned’ so that proposal acceptance rates are not too big and not too small. This is done by setting tunings of the Mcmc object, as for example in:

m.tunings.relRate = 0.5          # Not part-specific[0].comp = 0.2    # Part-specific

Tunings have default values, but they may be inappropriate for your analysis, and will need adjustment. I can do this by trial and error, on short trial runs. (See below concerning autoTune(), which does this for you.) To skip burnin, I start with the last tree and model from a previous trial. It sometimes takes me a few trials to get the acceptance probabilities within a good range. (What is a good range? – Neither too big nor too small. The authors of the MrBayes program suggest that good acceptance rates fall in the range 10-70 per cent; that is probably ok.)

Tunings for the same proposal can be different in different data partitions (parts). Tunings for comp, rMatrix, gdasrv, and pInvar are part-specific.

Tunings for the proposals in p4 are like window sizes– if you increase the number, the window gets bigger, and the acceptance probability goes down. Tunings for gdasrv, pInvar, relRate, comp, rMatrix, and local are like that. There are no tunings for re-rooting. The tuning for for moving model things around the tree is a bit of a hack – it is the log prior ratio, and by default is zero.

The exchange between pairs of chains in the MCMCMC is affected by the chainTemp tuning. Bigger numbers means less acceptance of proposed exchanges.

You can use the Mcmc.autoTune() method to tune automatically:

m = Mcmc(t, ...)

Assessing the MCMC run

After an MCMC run, you can use various diagnostics to assess whether the run was good; or rather to assess whether the run was not bad (not quite the same thing). Probably the best way to do that would be to query checkpoints, and that is described in the next section. Here I describe some things that you can ask an Mcmc object.

You will probably want to know about how often proposals were accepted. You can demand:


That gives a table showing how many proposals were made, and the acceptance rate. The acceptance rate should not be too big or too small, as explained above (see Tuning). If the acceptance rates are bad, you can change the tuning for that proposal. Recall that to see un-normalized proposal probs, and tunings, you can ask to:

print m.probs
print m.tunings

Another table, given by:


shows how often different proposals are set to be proposed. These rates add up to 1, and are affected by m.probs. This table is printed at the beginning of a run.

When using an MCMCMC, you can see how often the cold and heated chains exchanged with one another by:


If there are too many or too few swaps, you can adjust the temperature note Tuning


When running an MCMC, you can write checkpoint files from time to time. These files are the state of the Mcmc at that time. Mcmc runs can be restarted using checkpoints. Also, you can do diagnostics on checkpoints like you can on live Mcmc objects, but with checkpoints you can do the diagnostics after the run has finished (and the Mcmc object no longer exists) or during the run (querying finished checkpoints), and you can do the diagnostics on several checkpoints to see how the diagnostics change over time.

To tell your Mcmc to make checkpoints, say (among other args when you start up an Mcmc) for example:

m = Mcmc(t, ..., checkPointInterval=250000, ...)

To tell it not to do checkpoints, set it to zero or None:

m = Mcmc(t, ..., checkPointInterval=None, ...)

The checkpoint interval should divide the number of generations requested by run() evenly, so for example:

m = Mcmc(t, ..., checkPointInterval=250000, ...)

will work, but

m = Mcmc(t, ..., checkPointInterval=250000, ...)

will not work.

I generally aim to collect perhaps 4 or 5 checkpoints in my runs. If you collect more checkpoints (by collecting them more often) then they will each contain fewer samples, and so the estimates might be a bit more noisy than if you take checkpoints at bigger intervals representing more samples.

There is a class, McmcCheckPointReader(), that is good for reading and digesting checkpoints. When you start it up like this:

cpr = McmcCheckPointReader()

then it will slurp in all the checkpoint files in the current directory. There are other ways to start it up - read the class doc string. Having got a McmcCheckPointReader object, then you can ask it to




which calls those methods on all the checkpoints. When you read in checkpoints, they are full Mcmc objects (except that they do not have data attached), and so you can ask questions of them as you would ask of an Mcmc object, as:

m =[0]    # get the first Mcmc object

Using the McmcCheckPointReader is useful for seeing how things, for example acceptance rates, change over the run. Perhaps the most useful thing that a McmcCheckPointReader can do is compare the split supports between runs, using the average standard deviation of split support (or split frequency). When you do an Mcmc analysis it is good practice to do more than one run, and comparing split supports between runs measures of topological agreement between runs.

You can compare split supports between two different checkpoints, or between all pairs, as:

cpr.compareSplits(0,1)    # Compare checkpoint 0 with 1
cpr.compareSplitsAll()    # Compare all checkpoints to each other

Restarting from checkpoints

You can restart an Mcmc from a checkpoint. If the previous run finished normally (ie was not a crash) then it is easy. A checkpoint is a full Mcmc object without the data - so you need to give it the data to get going. You can use the function:

func.unPickleMcmc(runNum, theData, verbose=True)

to get the Mcmc object from the checkpoint. That function will get the last checkpoint from the specified run (runNum) and return an Mcmc object. So for example you might restart runNum 0 by:

d = Data()
m = func.unPickleMcmc(0, d)

which tells it to continue on in the same way as it was, and do another million generations. It would be possible to make changes to the Mcmc before continuing the run, as:

m = func.unPickleMcmc(0, d)
< make changes here ...>

If the Mcmc crashed, you can restart from a checkpoint as above, but first you will want to repair the output files to get rid of output lines that were written after the last checkpoint but before the crash.


Trees sampled in the MCMC are placed in a file, and the log likelihoods of those sample trees are found in another file. Model parameters are put in another file.

You can make a consensus tree like this:

tp = TreePartitions('trees.nex', skip=1000)  # skip burnin
t = tp.consensus()

You will often want to transfer the node support values to internal node names – see the doc string for TreePartitions.

You can do a quick-and-dirty convergence test by plotting the log likelihood values found in the output file. If it reaches a plateau, then it is assumed to have converged. However, this method is unreliable. Certainly if the log likes have not reached a plateau then it has not converged, but the reverse cannot be assumed. Comparing split supports as described above (see Checkpoints) offers better convergence diagnostics.

You can also look at sampled model parameters, found in the mcmc_prams_N (N = 0, 1, ...) using:


You can set it to skip a burnin.

Posterior predictive simulations

To help assess model fit in a MCMC you can set up the MCMC to simulate data sets based on the current tree and model every writeInterval. When a simulation is made, a test quantity is extracted from it and written to a file.

You can turn on simulations during an MCMC when you instantiate the Mcmc object. You set the simulate arg to a number from 1-31. For example, if you set it to 1, you get the unconstrained or multinomial likelihood, if 2 you get X^2, and if 3 you get both. The available test quantities are in the class doc string for Mcmc here Mcmc.Mcmc.

If you want to do the simulations after the MCMC is finished (or perhaps from a MrBayes run), see PosteriorSamples.PosteriorSamples

The idea is that you have a single test quantity from your data (or data partition) and you want to compare it to the range that is generated from the posterior distribution, to see whether the model that you are using might have plausibly generated your original data. A usual way to do that comparison is to use func.tailAreaProbability() (or the same within the Numbers class Numbers.Numbers.tailAreaProbability()). Here is an example from the source code:

# Get the test quantity, X^2, from the original data.
d = Data()
ret = d.compoChiSquaredTest()
#print ret
originalStat = ret[0][0]

# Get the sim stats
n = Numbers('mcmc_sims_0', col=1, skip=500)

# Evaluate the tail area probability

From which the output is something like:

Part 0: Chi-square = 47.836914, (dof=12) P = 0.000003
# The stat is 47.8369140221
# The distribution has 500 items
# The distribution goes from 0.598552 to 10.158933
# Items in the distribution were >= theStat 0 times.
# The tail-area probability is 0.000000

In this example, the model does not fit, and could not have plausibly generated the data from which the original test quantity was 47.8.