evidation-health / ContinuousTimeMarkovModel

Continuous-time Markov model with discrete observations
MIT License
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Model Convergence 10/30/15 #26

Open dstuck opened 8 years ago

dstuck commented 8 years ago

The current version of the Sontag model seems to be having convergence problems. The total log-likelihood is pretty variable, and parameters do not state at the generative parameters.

In particular, B seems to be sampling from 0 to 1 randomly and B0 similarly behaves as if the only force it feels is from the monotonicity constraint. Z looks to all get too low while the leak terms L get too high.

It is not 100% clear whether this is caused by a bug in the samplers/distributions, just problematic behavior from a shallower probability landscape, or maybe even issues interfacing with or directly from pymc3 (we love the dev team, but we've run into some bugs already from using multidimensional transformed distributions).