priorsense (version 1.1.0)

powerscale-overview: Prior/likelihood power-scaling perturbation

Description

Estimate posterior draws based on power-scaling perturbations of prior or likelihood using importance sampling (and optionally moment matching).

Usage

powerscale(x, ...)
# S3 method for default
powerscale(
  x,
  component,
  alpha,
  moment_match = FALSE,
  k_threshold = NULL,
  resample = FALSE,
  transform = NULL,
  prediction = NULL,
  variable = NULL,
  selection = NULL,
  log_prior_name = "lprior",
  log_lik_name = "log_lik",
  ...
)
# S3 method for priorsense_data
powerscale(
  x,
  component,
  alpha,
  moment_match = FALSE,
  k_threshold = NULL,
  resample = FALSE,
  transform = NULL,
  prediction = NULL,
  variable = NULL,
  selection = NULL,
  log_prior_name = "lprior",
  log_lik_name = "log_lik",
  ...
)
powerscale_sequence(x, ...)
# S3 method for default
powerscale_sequence(
  x,
  lower_alpha = 0.8,
  upper_alpha = 1/lower_alpha,
  length = 3,
  variable = NULL,
  component = c("prior", "likelihood"),
  moment_match = FALSE,
  k_threshold = 0.5,
  resample = FALSE,
  transform = NULL,
  prediction = NULL,
  auto_alpha_range = FALSE,
  symmetric = TRUE,
  prior_selection = NULL,
  likelihood_selection = NULL,
  ...
)
# S3 method for priorsense_data
powerscale_sequence(
  x,
  lower_alpha = 0.8,
  upper_alpha = 1/lower_alpha,
  length = 3,
  variable = NULL,
  component = c("prior", "likelihood"),
  moment_match = FALSE,
  k_threshold = NULL,
  resample = FALSE,
  transform = NULL,
  prediction = NULL,
  auto_alpha_range = FALSE,
  symmetric = TRUE,
  prior_selection = NULL,
  likelihood_selection = NULL,
  ...
)

Value

A powerscaled_draws or powerscaled_sequence object, which contains the estimated posterior draws resulting from the power-scaling perturbations and details of the perturbation and estimation methods.

Arguments

x

A fitted model object.

...

Further arguments passed to internal functions.

component

Component to be power-scaled (either "prior" or "likelihood"). For powerscale_sequence, this can be both "prior" and "likelihood".

alpha

Value by which to power-scale specified component. (likelihood/prior).

moment_match

Logical; Indicate whether or not moment matching should be performed. Can only be TRUE if is_method is "psis".

k_threshold

Threshold value for Pareto k values above which the moment matching algorithm is used. Default is 0.5.

resample

Logical; Indicate whether or not draws should be resampled based on calculated importance weights.

transform

Indicate a transformation of posterior draws to perform before sensitivity analysis. Either "scale" or "whiten".

prediction

Function taking the model fit and returning a draws_df of predictions to be appended to the posterior draws

variable

Vector of variable names to return estimated posterior draws for. If NULL all variables will be included.

selection

Vector specifying partitions of component to be included in power-scaling. Default is NULL, which takes all partitions. If this is a character, then it is appended to the variable name (log_prior_name or log_lik_name) with an _ between them.

log_prior_name

Character (case sensitive) specifying name of the variable storing the log prior evaluations

log_lik_name

Character (case sensitive) specifying name of the variable storing the log likelihood evaluations

lower_alpha

Lower power-scaling alpha value in sequence.

upper_alpha

Upper power-scaling alpha value in sequence.

length

Length of alpha sequence.

auto_alpha_range

Boolean. Restrict range to ensure Pareto-k values below threshold?

symmetric

Boolean. Should the alpha range be symmetrical around alpha = 1, on log-space?

prior_selection

Vector specifying partitions of component to be included in power-scaling. Default is NULL, which takes all partitions. If this is a character, then it is appended to the variable name (specified by log_prior_name) with an _ between them. If numeric, then it is appended inside [].

likelihood_selection

Vector specifying partitions of component to be included in power-scaling. Default is NULL, which takes all partitions. If this is a character, then it is appended to the variable name (specified by log_lik_name) with an _ between them. If numeric, then it is appended inside [].

References

Kallioinen, N., Paananen, T., Bürkner, P-C., Vehtari, A. (2023). Detecting and diagnosing prior and likelihood sensitivity with power-scaling perturbations. Statistics and Computing. 34(57). doi:10.1007/s11222-023-10366-5

Vehtari, A., Simpson, D., Gelman, A., Yao, Y., and Gabry, J. (2024). Pareto smoothed importance sampling. Journal of Machine Learning Research. 25(72). https://jmlr.org/papers/v25/19-556.html

Paananen, T., Piironen, J., Bürkner, P-C., Vehtari, A. (2021). Implicitly adaptive importance sampling. Statistics and Computing. 31(16). doi:10.1007/s11222-020-09982-2

Examples

ex <- example_powerscale_model()

powerscale(ex$draws, component = "prior", alpha = 0.5)

powerscale_sequence(ex$draws)