Specifying Likelihood and Prior Components • macpan2

library(macpan2)
library(ggplot2)
library(dplyr)
library(broom.mixed)
options(macpan2_verbose =  FALSE)

Calibration Defaults

The calibration interface allows for the direct specification of likelihood and prior components. The objective function in calibration is the summation of negative log likelihoods and negative log prior densities.

By default, the interface assumes poisson likelihoods and uniform priors. This is demonstrated in the objective function in this calibration example. The calibration output shows a poisson likelihood is used for the trajectory variable I and no additional objective function terms indicate the parameters beta and R have an improper uniform prior density. Indicating we have no prior information about these parameters.

Customizing the Objective Function

To specify a likelihood and/or prior for a variable in our model we can select a distribution from the list of available distributions,?macpan2::distribution.

Use Cases

Priors on model parameters

Specifying priors is usually done through the par argument of mp_tmb_calibrator. Here is an example of prior specification in the SHIVER model. The parameter logit_p, the logit transformed proportion p, is given a normal prior using the distribution function macpan2::mp_normal and two numeric inputs for the location and standard deviation, sd. The remaining parameters are given an improper uniform prior using macpan2::mp_uniform.

Likelihoods on model parameters

A likelihood can be specified for the trajectory variables in our calibration set-up, those identified in the traj argument of mp_tmb_calibrator.

Further into the SHIVER example, the variables hospitalizations(H) and reported_incidence are both specified with a negative binomial likelihood using the macpan2::mp_neg_bin function. For likelihoods the location parameter is not set because the calibration machinery will use the simulated value for this trajectory as the location. The dispersion parameter for mp_neg_bin is required.

Fixed distributional parameters

Distributional parameters are those parameters that characterize the distribution. Often these are the location and standard deviation. By default, these parameters are assumed fixed and not fit. This was the case in the previous [Prior Specification] example where the distributional parameters for location and sd were specified as numeric constants.

Distributional parameters are also assumed fixed when set to the name of an existing variable in the model. Ex. mp_normal(sd = "sd_var")

Fitting Distributional Parameters

Distributional parameters however, can be fit in the calibration framework in addition to other parameters using macpan2::mp_fit. See ?macpan2::fit_distr_params for details. The previous example in [Likelihood Specification] shows the negative binomial dispersion parameter being fit with mp_fit. The numeric value provided for dispersion is the starting value for the optimization routine. After optimization, we can see the fitted dispersion distributional parameters in the coefficient table. By default, they are named with a leading distr_params_ followed by their distributional parameter name and corresponding model variable name.

Distributional Parameter Transformations

Distributional parameters have default parameter transformations inherited from their respective distribution. See the default_trans argument for each distribution (?macpan2::distribution). For example, standard deviations by definition are a strictly positive number, so the log transformation is convenient to use to ensure this condition is met.

Defaults can be changed by either passing a distributional parameter transformation function ?macpan2::transform_distr_param to the trans_distr_param argument in ?macpan2::fit_distr_params functions to change a single transformation. To update all transformations, a named list of transformations from ?macpan2::transform_distr_param for each distributional parameter can be given to the default_trans argument of the distribution.

Priors on distributional parameters

We can specify priors on distributional parameters by:

creating a variable in the model for this distributional parameter
referring to the distributional parameter name when specifying the prior on the focal parameter
using the distributional parameter name to specify its own prior in the usual way

spec = (
  mp_tmb_library("starter_models", "sir", package = "macpan2")
  
  ## 1. update the spec to include a new variable named 'my_var' to serve as
  ## the standard deviation parameter for the Normal prior on 'beta'.
  ## A numeric value of 0.1 is specified as the default for 'my_var', the 
  ## starting value in optimization.
  |> mp_tmb_insert(default = list(my_var = 0.1))
)
## generate data for calibration
data = mp_simulator(spec, 50, "infection") |> mp_trajectory()

## set-up calibrator
cal = mp_tmb_calibrator(
    spec
  , data
  , traj = "infection"
    ## 2. We set a Normal prior on beta, and set the `sd` argument to 'my_var'
    ## (would it ever make sense to use mp_fit for `sd` here?)
  , par = list(beta = mp_normal(location = 0.35, sd = mp_nofit("my_var"))
      ## 3. setting a log-normal prior on 'my_var'
    , my_var = mp_log_normal(1,1) 
  )
  , default = list(beta = 0.25)
)

## we can see the prior density for both 'beta' and 'my_var' in the calibration
## objective function
cal$simulator$tmb_model$obj_fn$obj_fn_expr
#> ~-sum(dpois(obs_infection, clamp(sim_infection))) - sum(dnorm(beta, 
#>     0.35, exp(my_var))) - sum(dnorm(log(my_var), 1, 1))
#> <environment: 0x5639e5f77088>

mp_optimize(cal)
#> $par
#>    params    params 
#> 0.2000017 1.0015207 
#> 
#> $objective
#> [1] 53.08736
#> 
#> $convergence
#> [1] 0
#> 
#> $iterations
#> [1] 9
#> 
#> $evaluations
#> function gradient 
#>       10       10 
#> 
#> $message
#> [1] "relative convergence (4)"
mp_tmb_coef(cal)
#>       term    mat row col default  type  estimate   std.error
#> 1   params   beta   0   0    0.25 fixed 0.2000017 0.009166585
#> 2 params.1 my_var   0   0    0.10 fixed 1.0015207 0.707373865