Electronic Supplementary Material Cultural Macroevolution on Neighbor Graphs: Vertical and Horizontal Transmission among Western North American Indian Societies Mary C. Towner, Mark N. Grote, Jay Venti, Monique Borgerhoff Mulder Gibbs Sampler For a given trait, the parameters θm, λm, βm; m=1,…4 (known as “driving values”) are chosen to be in a region of high likelihood support under model m. We accomplished this by carrying out preliminary runs of the Gibbs sampler, using the MCMC maximum-likelihood method described by Geyer (1991, 1996) to approximate the likelihood surface for model m=1,…4. We then chose θm, λm, βm close to the approximate maximum-likelihood estimates for model m. Although the realizations x1,… xR and mixture distribution described below can be generated by any family of distributions having positive support on the entire set of binary arrays, we chose to concentrate our simulation efforts on the focal models 1–4. For each trait and model, the initial state of the Gibbs sampler has all observations equal to the same trait value, as suggested by Geyer (1991). We also implement stochastic symmetry swaps, under which (at randomly chosen scans) the positive and negative signs of trait values are reversed, to enhance mixing of the sampler. We use an importance sampling technique (Geyer 1994, 1996) which combines information from realizations at parameter values θm, λm, βm; m=1,…4, to approximate likelihoods for models 1-4 for each trait. We sample from models 1-4 in equal proportions; thus the importance sampling distribution (up to a constant of proportionality) is hmix(x) = Σm hm(x) eηm (ESM 1) where hm(x) = exp{ θm S(x) + λm T(x) + βm U(x)} and eηm = 1 / 4 z(θm, λm, βm) (see Geyer 1996:253-254). We use the “reverse logistic regression” method of Geyer (1994) to estimate ηm; m=1,…4. Finally, the log-likelihood ratio for the observation x at parameter values θ, λ, β is approximated as Towner et al. ESM-1 log (L[θ, λ, β; x] / Lmix) ≈ log (h(x) / ĥmix(x)) – log (R−1 Σr [h(xr) / ĥmix(xr)]) (ESM 2) where Lmix is the likelihood under the importance sampling distribution (eq. ESM 1), h(x) = exp{ θ S(x) + λ T(x) + β U(x)}, ĥmix(x) is obtained by substituting the reverse-logistic estimates of ηm; m=1,…4 in equation (ESM 1), R is the number of realizations from the Gibbs sampler and x1,… xR are the realizations themselves. We evaluate the right-hand side of equation (ESM 2) on a three-dimensional grid of parameter values (θ, λ, β), and fit models 1-4 to the observation x by maximizing equation (ESM 2) on the grid (or on an appropriate lower-dimensional subset, such as the two-dimensional grid having θ=0 for model 2). Model Comparison Likelihoods under models 1–4 are maximized with respect to an importance sampling distribution shared in common, via equation (ESM 2); this facilitates AIC (and, respectively, BIC) comparisons among models as follows. Maximizing the right-hand side of equation (ESM 2) over the parameter set for model m produces the stochastic approximation log LR*m ≈ log(L*m / Lmix). For an alternative model m′, the difference in AIC is approximated as −2(log LR*m − Km − log LR*m′ + K m′) ≈ −2(log[L*m / Lmix] − Km – log[L*m′ / Lmix] + K m′) = −2(log L*m − Km) + 2(log L* m′ − K m′) = AIC m - AIC m′ (ESM 3) A similar calculation produces the approximate difference in BIC. AIC (and, respectively, BIC) values for models 1–4 can be ordered from smallest to largest by examining the differences approximated by equation (ESM 3). Exact Calculation Evaluating the autologistic likelihood (eq. 1 of the main text) exactly involves the enumeration of 2n binary arrays, which requires long computing times even for small samples; therefore we chose a subsample from our original 172 societies for exact model fitting. We reasoned that the subsample should contain relatively few language groups and should be geographically limited, Towner et al. ESM-2 as compared with the original sample. We focused on the Northwest Coast Group identified by Jorgenson (1980), eliminating societies from this group that were language isolates, were geographically distant from the bulk of the group, or had missing values in a subset of traits under consideration; this produced a subsample of n=24. The three chosen traits—digstick, brideservice, and brideprice—have levels of variation in the subsample similar to those typical of traits in the original sample. We defined linguistic and spatial neighbors in the subsample in the same way as for the original sample (see “Neighbor Graphs” in the main text). The average number of linguistic neighbors in the subsample is 7.1 (range 2–11), and the average number of spatial neighbors is 4.3 (range 1–8). Our intention here is not to make inferences about cultural evolution in the subsample, but to investigate the accuracy of results obtained by the MCMC method by comparing them with exact results. We enumerated the 224 binary arrays that form the summands of z(θ, λ, β) using the binary representations of the integers 0, 1, …, 224 – 1. A programming loop through these integers produces, in turn, each possible binary array of length n=24. Additional programming steps embedded in the loop calculate the contributions to z(θ, λ, β) from each array, on a grid of (θ, λ, β) values. Direct maximization of the likelihood L(θ, λ, β; x), as well as calculations leading to AIC and BIC weights, are straightforward once z(θ, λ, β) has been evaluated. We obtained maximum-likelihood parameter estimates and AIC weights for digstick, brideservice, and brideprice in the subsample using the exact scheme and then obtained analogous results in independent runs of the MCMC method, using the implementation details described in the main text and above. ESM Table 1 shows that the MCMC method produces estimates and model weights very close to the exact values. The computing time for a grid of 70,000 parameter points was approximately 5.5 days using the exact method (on a Dell Precision Workstation 650), as compared with a few hours for the MCMC method (on a Dell laptop). For a given grid size, each addition of a society to the sample doubles the computing time when the exact method is used. Simulation Towner et al. ESM-3 We designed a simulation study in which models 1–4 were fitted to datasets generated under controlled levels of horizontal transmission. Charles Nunn graciously modified the simulation program described in Nunn et al. (2006) to produce a single binary trait for each society and generated 200 simulated datasets for our use. The program is based on an explicit spatiotemporal evolutionary model unrelated to the autologistic model. Each society in a simulated dataset has a binary trait value, a position on a square lattice, and a known phylogenetic lineage. The parameters held constant over all simulations were number of societies (100), number of discrete generations (800), per-generation probability of extinction (0.1), pergeneration probability of diversification (propagation of a society along with its trait to an adjacent, unoccupied position on the lattice, 0.9), and per-generation probability of trait evolution (a random switch to the other trait value, 0.01). The per-generation probability of horizontal trait transmission (donation of a society’s trait value to an adjacent society already in existence) was systematically varied over the simulations, with 50 simulations at each of the values 0.0, 0.001, 0.01, 0.1. To turn a simulated dataset into a neighbor-graph dataset, we converted the known phylogeny into a phylogenetic neighbor graph (resulting in a coarsening of information about historical relationships between societies). In the phylogenetic neighbor graph, tips of the tree are collected into mutually exclusive sets of closely related societies, such that the average number of phylogenetic neighbors across the sample is approximately the same as the average number of spatial neighbors (3.6, derived from the geometry of the 10-by-10 lattice). This calibration procedure is analogous to the one used for the WNAI sample, except that here the spatial neighbor graph of the square lattice is fixed, and the phylogenetic neighbor graph is calibrated to it. To achieve the calibration, for each simulated dataset we progressively moved a phylogeny horizon from the tips of the unrooted tree inward to the center (see ESM Figure 2). As the horizon crosses each internal node, cultures are segregated into clades which branch at a distance from the center greater than or equal to the distance from the center to the horizon. The phylogenetic neighbor graph treats each member of a clade as equally related to all other Towner et al. ESM-4 members (thus the clades are converted to cliques). As the horizon moves inward, the number of cliques decreases; at the center there would be only one clique. At some internal node, the average neighbor number of the resulting graph most closely approximates 3.6. This is the graph we chose for analysis of the simulated datset. We developed a semi-automated batch processing program to fit autologistic models to the simulated datasets using the MCMC method described in the main text and above. Some numerical compromises were necessary to keep overall computing times reasonable: for each simulated dataset the approximate log-likelihood ratio (eq. ESM 2) is based on R=42,000 realizations, with thinning and burn-in as for the WNAI analysis. Results of the simulation study are summarized in ESM Figures 3 and 4. ESM Figure 3 is a scatter plot of approximate maximum-likelihood estimates of the spatial (θ; horizontal axis) and phylogenetic (λ; vertical axis) association parameters from model 4, for each simulated dataset. Plotting characters are shaded according to the level of horizontal transmission in effect. Simulations with lower horizontal transmission rates tend to have larger estimates of λ and smaller estimates of θ. The converse is true for simulations with higher horizontal transmission rates. Calibration of the spatial and phylogenetic neighbor graphs produces θ and λ estimates roughly on the same scale. The bar graphs of ESM Figure 4 depict model weights averaged over 50 simulated datasets, for each level of horizontal transmission (ht). From top to bottom, it is evident that as levels of horizontal transmission increase, average support for model 3 (spatial neighbors only) increases while support for model 2 (phylogenetic neighbors only) decreases. We understand the relatively high support for model 4 (both spatial and phylogenetic neighbors) in the ht=0 simulations to be a consequence of an assumption built into the model of Nunn et al. (2006): parent societies propagate only into adjacent, unoccupied positions of the lattice. Thus spatial association carries information about trait similarity in the simulation model even when there is no horizontal transmission. Towner et al. ESM-5 ESM TABLE 1. Comparison of parameter estimates and model weights obtained using the exact and MCMC methods for the subsample of n=24. θ, λ, and β are maximum likelihood estimates under model 4, including both the spatial and linguistic neighbor graphs. M4, M3, and M2 are AIC weights for the respective models (the AIC weight for model 1 can be obtained by subtraction: see “Model Comparison” in the main text). Trait Method θ λ β M4 M3 M2 exact 0.26 −0.02 −0.07 0.22 0.58 0.12 MCMC 0.26 −0.02 −0.08 0.22 0.58 0.12 exact 0.38 −0.04 −0.08 0.28 0.68 0.03 MCMC 0.38 −0.04 −0.08 0.28 0.68 0.03 exact 0.31 −0.11 0.05 0.29 0.43 0.08 MCMC 0.31 −0.11 0.05 0.29 0.43 0.08 digstick brideservice brideprice Towner et al. ESM-6 ESM TABLE 2. Forty-four cultural traits within six domains. WNAI traits were selected on these criteria: breadth of trait type across the domains, few missing cases, and low skew (such that the trait exhibited enough variation for statistical analyses to be meaningful). All WNAI traits are already coded categorically; we combined categories as appropriate in order to create meaningful binary traits. For example, our binary variable agriculture is based on V. 187 in the WNAI, which has seven outcomes: absent (n=81) and six other categories describing the nature (food, nonfood) and extent (incipient, % of diet) of horticulture and agriculture. We collapsed the latter into one category, for which the answer to the question “Is there agricultural or horticultural production (including nonfoods)?” would be “yes.” Description (modified from Jorgensen 1980) Binary Variable yes (1) no (−1) n WNAI Is there agricultural or horticultural production (including nonfoods)? agriculture 90 81 171 V187 At least 1-10% of diet contributed by local agriculture? agrodiet 37 135 172 V193 At least 26-50% of diet contributed by aquatic animals? aquaticdiet 79 93 172 V199 At least 26-50% of diet contributed by non-aquatic hunting? huntdiet 92 80 172 V204 At least 26-50% of diet contributed by local gathering? gatherdiet 115 57 172 V211 At least semisedentary settlements occupied throughout the year? fixedsettle 90 81 171 V284 At least 1-5 persons per square mile? popdens 53 118 171 V288 At least 11-25% incidence of polygyny? polygyny 54 118 172 V294 Is there a marked tendency toward exogamous marriages? exogamy 69 99 168 V301 Are there unequal gift exchanges, which tend to approach brideprice, at marriage? brideprice 48 122 170 V302 Is there continued exchange of goods and services between relatives of the bride and groom after marriage? affinalexch 56 107 163 V303 Does the man perform services for his bride's family before or after marriage? brideservice 56 108 164 V304 Domain: Subsistence and Settlement Domain: Marriage and Residence Towner et al. ESM-7 Is dominant postnuptial residence with husband's kin (patrilocal, virilocal, avunculocal)? patrilocal 102 70 172 V308 Are raids ever motivated by desire for women (wife-stealing)? raidwomen 93 69 162 V355 Are houses owned by descent units (lineages or demes) rather than builder or occupant family? ownhouse 80 89 169 V273 Are there any conventions regarding the inheritance of houses upon an owner's death? inherithouse 97 72 169 V281 Is the dominant family household or coresidential unit lineal or extended? linealfamily 106 63 169 V307 Are there descent units beyond the ego-oriented kindred of bilateral kinsmen? descentunits 92 80 172 V312 Are there one or more special terms for cousins that distinguish them from siblings? (non-Hawaiian pattern?) cousinterms 76 80 156 V334 Are settlements compact, e.g., nucleated villages or concentrated camps? compactsettle 106 65 171 V285 Does the typical community in the focal area have 50 or more people in it? popsize 93 76 169 V286 Does focal community have political leadership beyond a single leader and informal council of elders? politicalleaders 105 66 171 V335 Does local society have any territorial organization larger than the residential kin group? politicalorg 98 73 171 V337 Do residential kin groups, villages, or tribes ever form alliances with other groups? allies 99 68 167 V342 Are there any restricted sodalities (i.e., organizations with restricted memberships)? sodalities 54 118 172 V345 Is the incidence of offensive raids moderate or frequent (i.e., more than 1 per year)? raiding 94 63 157 V361 Are there few or many slaves (i.e., more than "absent or very rare")? slaves 63 109 172 V436 Domain: Kinship and Family Domain: Political Organization and Social Stratification Towner et al. ESM-8 Domain: Material Culture Are digging sticks straight-handled? digstick 125 43 168 V150 Are there stone food mortars? mortar 103 69 172 V157 Are milling stones used? millstone 92 80 172 V159 Is meat smoked or fire-dried? drymeat 109 60 169 V160 Is salt (sodium chloride) added to food? salt 119 53 172 V162 Are houses covered with hide and/or thatch? hidethatch 109 63 172 V166 Are houses covered by bark and/or woven or sewn mats? barkmat 124 48 172 V167 Are houses covered with stone, adobe, wattle, and/or sod? stoneearth 120 52 172 V168 Are there hard- (separate-) soled moccasins? hardsole 93 79 172 V182 Are there any devices for weaving (e.g., one-bar and/or two-bar frames)? weavedevice 109 63 172 V186 Is there a feast and/or public ceremony at the most important naming event? namefeast 65 90 155 V387 Do girls' puberty rites of female initiations near puberty include any running? girlsrun 61 97 158 V392 Is a flexed burial position (ever) used for corpses? flexedburial 56 106 162 V402 Is there any sacrifice at death (killing or freeing of dogs, domesticated animals, slaves and/or captives)? sacrifice 66 77 143 V406 Are there group rites for one or more novice (e.g., spirit quests/confirmations in sodality initiations)? grouprite 79 92 171 V412 Is there spirit impersonation with mask or disguise? spiritmasks 79 89 168 V416 Is there possessional shamanism (including trances)? shamantrance 105 60 165 V418 Domain: Rituals, Beliefs, and Attitudes Towner et al. ESM-9 ESM TABLE 3. WNAI sample (n=172 populations) with tribe names and language neighbor groups (as classified in this study) WNAI ID WNAI Tribe Name Language Neighbor Group 36 Yurok Algic 39 Wiyot Algic 147 No. Tonto W Apache Apachean 148 So. Tonto W Apache Apachean 149 San Carlos W Apache Apachean 150 Cibecue W Apache Apachean 151 White Mtn. W Apache Apachean 152 Wrm Sprngs Chir Apache Apachean 153 Huachuca Chir Apache Apachean 154 Mescalero Apache Apachean 155 Lipan Apache Apachean 156 Jicarilla Apache Apachean 157 Western Navaho Apachean 158 Eastern Navaho Apachean 93 Alkatcho Carrier CentralBritishColumbia 94 Lower Carrier CentralBritishColumbia 95 Chilcotin CentralBritishColumbia 27 Lower Chinook Chinookan 110 Wishram Chinookan 29 Alsea CoastOregonPenutian 30 Siuslaw CoastOregonPenutian 31 Coos CoastOregonPenutian 11 Bella Coola Salish CoastSalish 14 Klahuse Salish CoastSalish 15 Pentlatch Salish CoastSalish 16 Squamish Salish CoastSalish 17 Cowichan Salish CoastSalish 18 West Sanetch Salish CoastSalish 19 Upper Stalo Salish CoastSalish 20 Lower Fraser Salish CoastSalish 21 Lummi Salish CoastSalish 22 Klallam Salish CoastSalish Towner et al. ESM-10 23 Twana Salish CoastSalish 24 Quinault Salish CoastSalish 25 Puyallup Salish CoastSalish 28 Tillamook Salish CoastSalish 3 N Masset Haida Haida 4 S Skidegate Haida Haida 96 Shuswap InteriorSalish 97 Upper Lillooet InteriorSalish 98 Upper Thompson InteriorSalish 99 Southern Okanagon InteriorSalish 100 Sanpoil InteriorSalish 101 Columbia InteriorSalish 102 Wenatchi InteriorSalish 103 Coeur dAlene InteriorSalish 104 Kalispel InteriorSalish 105 Flathead InteriorSalish 161 Acoma Keres 162 Sia Keres Keres 163 Santa Ana Keres Keres 164 Santo Domingo Keres Keres 165 Cochiti Keres 166 San Juan Tewa KiowaTanoan 167 San Ildefonso Tewa KiowaTanoan 168 Santa Clara Tewa KiowaTanoan 169 Nambe Tewa KiowaTanoan 170 Taos KiowaTanoan 171 Isleta KiowaTanoan 172 Jemez KiowaTanoan 106 Kutenai Kutenai.isolate 54 Valley Maidu Maiduan 55 Foothill Maidu Maiduan 56 Mountain Maidu Maiduan 57 Foothill Nisenan Maiduan 58 Mountain Nisenan Maiduan 59 Southern Nisenan Maiduan Towner et al. ESM-11 71 San Joaquin Mono Numic 72 Kings River Mono Numic 79 Kawaiisu Numic 114 Wada-Dokado N Paiute Numic 115 Kidu-Dokado N Paiute Numic 116 Kuyui-Dokado N Paiute Numic 117 Owens Valley N Paiute Numic 118 Panamint Shoshone Numic 120 Reese River Shoshone Numic 121 Spring Valley Shoshone Numic 122 Ruby Valley Shoshone Numic 123 Battle Mtn Shoshone Numic 124 Gosiute Shoshone Numic 125 Bohogue Shoshone Numic 126 Agaiduka Shoshone Numic 127 Hukundika Shoshone Numic 128 Wind River Shoshone Numic 129 Uintah Ute Numic 130 Uncompaghre Ute Numic 131 Wimonuch Ute Numic 132 Shivwits S Paiute Numic 133 Kaibab SPaiute Numic 134 San Juan S Paiute Numic 135 Chemehuevi S Paiute Numic 32 Tututni Athapaskan PacificCoastAthabaskan 33 Chetco Athapaskan PacificCoastAthabaskan 34 Galice Creek Athapas PacificCoastAthabaskan 35 Tolowa Athapaskan PacificCoastAthabaskan 38 Hupa Athapaskan PacificCoastAthabaskan 40 Sinkyone Athapaskan PacificCoastAthabaskan 41 Mattole Athapaskan PacificCoastAthabaskan 42 Nongatl Athapaskan PacificCoastAthabaskan 43 Kato Athapaskan PacificCoastAthabaskan 51 East Achomawi Palaihnihan 52 West Achomawi Palaihnihan Towner et al. ESM-12 53 Atsugewei Palaihnihan 63 Northern Pomo Pomoan 64 Eastern Pomo Pomoan 65 Southern Pomo Pomoan 107 Nez Perce Sahaptian 108 Umatilla Sahaptian 109 Klikitat Sahaptian 111 Tenino Sahaptian 112 Klamath Sahaptian 113 Modoc Sahaptian 44 East Shasta Shastan 45 West Shasta Shastan 81 Gabrielino Takic 82 Luiseno Takic 83 Cupeno Takic 84 Serrano Takic 85 Desert Cahuilla Takic 86 Pass Cahuilla Takic 87 Mountain Cahuilla Takic 145 Pima Tepiman 146 Papago Tepiman 1 N Tlingit Tlingit 2 S Tlingit Tlingit 5 Tsimshian Tsimshianic 6 Gitksan Tsimshian Tsimshianic 68 Northern Miwok Utian 69 Central Miwok Utian 70 Southern Miwok Utian 7 Haisla Kwakiutl Wakashan 8 Haihais Kwakiutl Wakashan 9 Bella Bella Kwakiutl Wakashan 10 Fort Rupert Kwakiutl Wakashan 12 Clayoquot Nootka Wakashan 13 Makah Nootkan Wakashan 47 Trinity River Wintu Wintuan Towner et al. ESM-13 48 McCloud River Wintu Wintuan 49 Sacramento R. Wintu Wintuan 50 Nomlaki Wintun Wintuan 67 Patwin Wintun Wintuan 73 Chuckchansi Yokuts Yokutsan 74 Kings River Yokuts Yokutsan 75 Kaweah Yokuts Yokutsan 76 Lake Yokuts Yokutsan 77 Yauelmani Yokuts Yokutsan 60 Coast Yuki Yuki-Wappo 61 Yuki Yuki-Wappo 66 Wappo Yukian Yuki-Wappo 88 Mountain Diegueno Yuman-Cochimi 89 Western Diegueno Yuman-Cochimi 90 Desert Diegueno Yuman-Cochimi 91 Kaliwa Yuman-Cochimi 92 Akwa-ala Yuman-Cochimi 136 Havasupai Yuman-Cochimi 137 Walapai Yuman-Cochimi 138 Northeast Yavapai Yuman-Cochimi 139 Southeast Yavapai Yuman-Cochimi 140 Mohave Yuman-Cochimi 141 Yuma Yuman-Cochimi 142 Kamia Yuman-Cochimi 143 Cocopa Yuman-Cochimi 144 Maricopa Yuman-Cochimi 26 Quileute Chimakuan sample isolate 37 Karok sample isolate 46 Chimariko sample isolate 62 Yana sample isolate 78 Tubatulabal sample isolate 80 Salinan sample isolate 119 Washo sample isolate 159 Hopi sample isolate 160 Zuni sample isolate Towner et al. ESM-14 ESM Figure 1. Spatial neighbor graph for the WNAI sample with nodes placed at latitude/longitude coordinates. The Pacific coastline can be discerned by following a rough diagonal from upper left to lower right. The structural properties of the graph below are the same as the graph in Figure 1a of the main paper: edges connect pairs of societies that we define as spatial neighbors (i.e., societies less than 175 km apart). Towner et al. ESM-15 ESM Figure 2. Cartoon depiction showing conversion of a simulated phylogeny to a phylogenetic neighbor graph. On the left, concentric circles indicating phylogeny horizons are superimposed on an unrooted phylogeny. The circles are centered at the point equidistant from all tips (the simulated phylogenies are ultrametric). The outer horizon yields neighbor groups (A,B,C,D,E) (F,G,H,I) (J,K,L) (M,N) and average neighbor number 2.9. The inner horizon yields groups (A,B,C,D,E) (F,G,H,I) (J,K,L,M,N) and average neighbor number 3.7—closest to the target value 3.6. The geometric figures on the right show the phylogenetic neighbor graph produced by the inner horizon. The phylogenies actually used in the simulation study have 100 tips. Towner et al. ESM-16 ESM Figure 3. Scatter plot of estimated θ and λ for 200 simulated data sets. θ and λ are respectively the spatial and phylogenetic association parameters of model 4. Towner et al. ESM-17 ESM Figure 4. Average model weights for 50 simulated datasets generated at each of four horizontal transmission rates (ht). Average weights are shown schematically as shaded areas of the horizontal bars. Models 1–4 and the method for calculating weights are described in the main paper. Details of the production and analysis of simulated datasets are given in the “Simulation” section above. Towner et al. ESM-18