Open MansMeg opened 4 years ago
Do you have any ideas how this should be done?
I need to think how to do this in the best way. Either adding simulation from the prior or a separate Stan code. I dont know SBC well enough yet.
To run SBC we essentially need a way to obtain prior and prior predictive samples. I suggest we use the model implementations approach that we talked about in #112
For Stan it could mean that the model implementation file would be
{
"code": "models/stan/blr.stan",
"likelihood": "models/stan/blr_likelihood.stan",
"prior_and_predictive": "models/stan/blr_prior.stan"
}
where the prior_and_predictive
would be a stan program that draws prior and prior predictive samples.
For pymc I think we don't need anything extra so the model implementation file could be
{
"code": "models/pymc/blr.py"
}
This is because pymc has API to draw prior predictive samples for any model
prior_predictive_draws = pymc.sample_prior_predictive(n_samples, model=model)
That looks good!
Include SBC in the psoteriordb. How should that be included for a model to be . tested using SBC. What additional stuff would be needed.
See SBC by Bob Carpenter and Ben Goodridge