Relationship to Kullback–Leibler Divergence

PL Paul O. Lewis
MC Ming-Hui Chen
LK Lynn Kuo
LL Louise A. Lewis
KF Karolina Fučíková
SN Suman Neupane
YW Yu-Bo Wang
DS Daoyuan Shi
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If (and only if) the tree topology prior is Discrete Uniform over all distinct tree topologies (in which case equation M27 is a constant for all equation M28), then Lindley information is equivalent to the Kullback–Leibler (equation M29) divergence measured from prior (equation M30) to posterior (equation M31):

This KL interpretation is useful because, as we show later, the overall information content can be partitioned into additive clade-specific components that are themselves clade-specific KL divergences weighted by the posterior probability of the clade.

The KL interpretation also gives rise to a means of estimating Lindley information. Letting equation M32 denote the data on which the posterior distribution equation M33 is based,

where equation M34 is the likelihood marginalized over all model parameters on a fixed tree topology equation M35, and equation M36 is the likelihood marginalized over all model parameters (including tree topology). This approach would clearly require considerable computation, as the total marginal likelihood as well as all tree-specific marginal likelihoods for trees having nonnegligible posterior probabilities must be estimated. We next consider a more tractable approach using conditional clade distribution estimated from a single posterior sample of trees.

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