Journal of Mathematical Biology

, Volume 74, Issue 1–2, pp 355–385 | Cite as

Phase transition on the convergence rate of parameter estimation under an Ornstein–Uhlenbeck diffusion on a tree

  • Cécile Ané
  • Lam Si Tung HoEmail author
  • Sebastien Roch


Diffusion processes on trees are commonly used in evolutionary biology to model the joint distribution of continuous traits, such as body mass, across species. Estimating the parameters of such processes from tip values presents challenges because of the intrinsic correlation between the observations produced by the shared evolutionary history, thus violating the standard independence assumption of large-sample theory. For instance (Ho and Ané, Ann Stat 41:957–981, 2013) recently proved that the mean (also known in this context as selection optimum) of an Ornstein–Uhlenbeck process on a tree cannot be estimated consistently from an increasing number of tip observations if the tree height is bounded. Here, using a fruitful connection to the so-called reconstruction problem in probability theory, we study the convergence rate of parameter estimation in the unbounded height case. For the mean of the process, we provide a necessary and sufficient condition for the consistency of the maximum likelihood estimator (MLE) and establish a phase transition on its convergence rate in terms of the growth of the tree. In particular we show that a loss of \(\sqrt{n}\)-consistency (i.e., the variance of the MLE becomes \(\varOmega (n^{-1})\), where n is the number of tips) occurs when the tree growth is larger than a threshold related to the phase transition of the reconstruction problem. For the covariance parameters, we give a novel, efficient estimation method which achieves \(\sqrt{n}\)-consistency under natural assumptions on the tree. Our theoretical results provide practical suggestions for the design of comparative data collection.


Ornstein–Uhlenbeck Phase transition Evolution Phylogenetic Consistency Maximum likelihood estimator 

Mathematics Subject Classification

Primary 62F12 Secondary 92D15 92B10 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  • Cécile Ané
    • 1
  • Lam Si Tung Ho
    • 2
    Email author
  • Sebastien Roch
    • 3
  1. 1.Departments of Statistics and of BotanyUniversity of Wisconsin-MadisonMadisonUSA
  2. 2.Departments of StatisticsUniversity of Wisconsin-MadisonMadisonUSA
  3. 3.Departments of Mathematics and Statistics (by courtesy)University of Wisconsin-MadisonMadisonUSA

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