hyunjimoon
commented
1 year ago Stanify is its first prototype: https://github.com/Data4DM/stanify.
@martinmodrak my main development language has moved to python (where more simulation-based inference tools can be found such as BayesFlow), and I wonder whether there can be some way I can keep using SBC library (and contribute)? As I may be one of the people who use SBC most frequently, constructing this feedback structure means a lot to me.
One possibility (as I can think of) is to make our library SBC data structure similar to arviz InferenceData format. This can create serious refactoring, so I am careful and simply asking your opinion.
Possible benefits:
-
with daily downloads of 23,846, their structure is tested by many users
-
their major is graphical diagnostic which proves its effective structure for plotting
-
easy coordinate extension can support #8 e.g. school from their example
-
our future usecase of data-averaged posteriors calculation to measure miscalibration
Arviz schema explains InferenceData's groups and relations as below:
If the above benefits sounds reasonable, perhaps mapping
- our groups to InferenceData's
posterior, posterior_predictive, sample_stats, prior, observed_data - our relation (e.g. from our API to
posterior, sample_stats, log_likelihood, posterior_predictive, observed_data, constant_data, prior, sample_stats_prior, prior_predictive, predictions, predictions_constant_data
can be a first step.
tomfid
mike-lawrence
@jandraor's paper on applying Bayesian workflow could be extended with SBC. Currently system dynamics model translators are progressed in parallel (python and R in the linked branch of the library).
This could start from a simple model case study such as SIR and prey-predator, each of which has three and four parameters. New SBC features such as 1. test quantity (likelihood function) 2. dynamic rejection based on gamma distribution can be incorporated. It would be interesting to find discrete value parameter example in the future. Three checks and prior elicitation will be the minimum contents.
Analysis of prey-predator will be mainly documented here.
@Dashadower may I ask for some advice on whether migrating the above file to this repository might be possible? i.e. do you recommend being standalone library from pysd, or might considering combining to python version of SBC package be possible?..