Use of the reversible jump Markov chain Monte Carlo algorithm to select multiplicative terms in the AMMI-Bayesian model

Abstract

The model selection stage has become a central theme in applying the additive main effects and multiplicative interaction (AMMI) model to determine the optimal number of bilinear components to be retained to describe the genotype-by-environment interaction (GEI). In the Bayesian context, this problem has been addressed by using information criteria and the Bayes factor. However, these procedures are computationally intensive, making their application unfeasible when the model’s parametric space is large. A Bayesian analysis of the AMMI model was conducted using the Reversible Jump algorithm (RJMCMC) to determine the number of multiplicative terms needed to explain the GEI pattern. Three a priori distributions were assigned for the singular value scale parameter under different justifications, namely: i) the insufficient reason principle (uniform); ii) the invariance principle (Jeffreys’ prior) and iii) the maximum entropy principle. Simulated and real data were used to exemplify the method. An evaluation of the predictive ability of models for simulated data was conducted and indicated that the AMMI analysis, in general, was robust, and models adjusted by the Reversible Jump method were superior to those in which sampling was performed only by the Gibbs sampler. In addition, the RJMCMC showed greater feasibility since the selection and estimation of parameters are carried out concurrently in the same sampling algorithm, being more attractive in terms of computational time. The use of the maximum entropy principle makes the analysis more flexible, avoiding the use of procedures for correcting prior degrees of freedom and obtaining improper posterior marginal distributions.