“The probability of the nested special case must be less than or equal to the probability of the general model within which the special case is nested. Any statistic that assigns greater probability to the special case is incoherent. An example of incoherence is shown for the ABC method.” Alan Templeton, PNAS, 2010
Alan Templeton just published an article in PNAS about “coherent and incoherent inference” (with applications to phylogeography and human evolution). While his (misguided) arguments are mostly those found in an earlier paper of his’ and discussed in this post as well as in the defence of model based inference twenty-two of us published in Molecular Ecology a few months ago, the paper contains a more general critical perspective on Bayesian model comparison, aligning argument after argument about the incoherence of the Bayesian approach (and not of ABC, as presented there). The notion of coherence is borrowed from the 1991 (Bayesian) paper of Lavine and Schervish on Bayes factors, which shows that Bayes factors may be nonmonotonous in the alternative hypothesis (but also that posterior probabilities aren’t!). Templeton’s first argument proceeds from the quote above, namely that larger models should have larger probabilities or else this violates logic and coherence! The author presents the reader with a Venn diagram to explain why a larger set should have a larger measure. Obviously, he does not account for the fact that in model choice, different models induce different parameters spaces and that those spaces are endowed with orthogonal measures, especially if the spaces are of different dimensions. In the larger space, . (This point is not even touching the issue of defining “the” probability over the collection of models that Templeton seems to take for granted but that does not make sense outside a Bayesian framework.) Talking therefore of nested models having a smaller probability than the encompassing model or of “partially overlapping models” does not make sense from a measure theoretic (hence mathematical) perspective. (The fifty-one occurences of coherent/incoherent in the paper do not bring additional weight to the argument!)
“Approximate Bayesian computation (ABC) is presented as allowing statistical comparisons among models. ABC assigns posterior probabilities to a finite set of simulated a priori models.” Alan Templeton, PNAS, 2010
An issue common to all recent criticisms by Templeton is the misleading or misled confusion between the ABC method and the resulting Bayesian inference. For instance, Templeton distinguishes between the incoherence in the ABC model choice procedure from the incoherence in the Bayes factor, when ABC is used as a computational device to approximate the Bayes factor. There is therefore no inferential aspect linked with ABC, per se, it is simply a numerical tool to approximate Bayesian procedures and, with enough computer power, the approximation can get as precise as one wishes. In this paper, Templeton also reiterates the earlier criticism that marginal likelihoods are not comparable across models, because they “are not adjusted for the dimensionality of the data or the models” (sic!). This point is missing the whole purpose of using marginal likelihoods, namely that they account for the dimensionality of the parameter by providing a natural Ockham’s razor penalising the larger model without requiring to specify a penalty term. (If necessary, BIC is so successful! provides an approximation to this penalty, as well as the alternate DIC.) The second criticism of ABC (i.e. of the Bayesian approach) is that model choice requires a collection of models and cannot decide outside this collection. This is indeed the purpose of a Bayesian model choice and studies like Berger and Sellke (1987, JASA) have shown the difficulty of reasoning within a single model. Furthermore, Templeton advocates the use of a likelihood ratio test, which necessarily implies using two models. Another Venn diagram also explains why Bayes formula when used for model choice is “mathematically and logically incorrect” because marginal likelihoods cannot be added up when models “overlap”: according to him, “there can be no universal denominator, because a simple sum always violates the constraints of logic when logically overlapping models are tested“. Once more, this simply shows a poor understanding of the probabilistic modelling involved in model choice.
“The central equation of ABC is inherently incoherent for three separate reasons, two of which are applicable in every case that deals with overlapping hypotheses.” Alan Templeton, PNAS, 2010
This argument relies on the representation of the “ABC equation” (sic!)
where is the observed summary statistic, is “the vector of expected (simulated) summary statistics under model ” and “ is a goodness-of-fit measure“. Templeton states that this “fundamental equation is mathematically incorrect in every instance (..) of overlap.” This representation of the ABC approximation is again misleading or misled in that the simulation algorithm ABC produces an approximation to a posterior sample from . The resulting approximation to the marginal likelihood under model is a regular Monte Carlo step that replaces an integral with a weighted sum, not a “goodness-of-fit measure.” The subsequent argument of Templeton’s about the goodness-of-fit measures being “not adjusted for the dimensionality of the data” (re-sic!) and the resulting incoherence is therefore void of substance. The following argument repeats an earlier misunderstanding with the probabilistic model involved in Bayesian model choice: the reasoning that, if
“the constraints of logic are violated [and] the prior probabilities used in the very first step of their Bayesian analysis are incoherent“, does not assimilate the issue of measures over mutually exclusive spaces.
“ABC is used for parameter estimation in addition to hypothesis testing and another source of incoherence is suggested from the internal discrepancy between the posterior probabilities generated by ABC and the parameter estimates found by ABC.” Alan Templeton, PNAS, 2010
The point corresponding to the above quote is that, while the posterior probability that (model ) is much higher than the posterior probability of the opposite (model ), the Bayes estimate of under model is “significantly different from zero“. Again, this reflects both a misunderstanding of the probability model, namely that is impossible [has measure zero] under model , and a confusion between confidence intervals (that are model specific) and posterior probabilities (that work across models). The concluding message that “ABC is a deeply flawed Bayesian procedure in which ignorance overwhelms data to create massive incoherence” is thus unsubstantiated.
“Incoherent methods, such as ABC, Bayes factor, or any simulation approach that treats all hypotheses as mutually exclusive, should never be used with logically overlapping hypotheses.” Alan Templeton, PNAS, 2010
In conclusion, I am quite surprised at this controversial piece of work being published in PNAS, as the mathematical and statistical arguments of Professor Templeton should have been assessed by referees who are mathematicians and statisticians, in which case they would have spotted the obvious inconsistencies!