-
Notifications
You must be signed in to change notification settings - Fork 2
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
mlpe vs generalized_wishart #4
Comments
Hi Jordi, that's a good question that I don't have a clear answer to. The generalized Wishart uses a hyperparameter To do model selection, I'd use something like cross-validation. So for example, split your samples or populations into 70/30 training/test sets; fit both models to the training data; generate predicted genetic distances for the test data; then compare the predicted vs actual genetic distances to see which model performs better on out-of-sample data. In general I think cross-validation is the way to go for model selection here. This is because MLPE or generalized Wishart or whatever will always be a crude, heuristic approximation to the actual stochastic process generating the data, which would include noise from random sample genealogies, mutations, and sequencing errors. So, IMO the best we can do is ask how well these different loss functions work for out-of-sample prediction. As a side note, the generalized Wishart implementation in radish needs more testing before it can be fully trusted. When I wrote this package (a while back), the other implementations of the generalized Wishart that I could find were a bit different from the formula in the McCullagh paper introducing the distribution. I went with the form in the paper, which seemed to give reasonable answers on simulated data, but need to revisit it. |
Dear Nathaniel,
I was wondering if and how can I compare the mlpe and generalized_wishart (gwis) output of my analyses.
I am trying both for each of the tested models.
mlpe always show much lower fit (loglik and aic) than gwis
Is it statistically sound to use the loglik and aic to compare these ?
Thanks a lot in advance.
Jordi
The text was updated successfully, but these errors were encountered: