Question

我正在尝试在Stan中实现层次混合模型，该模型描述了任务的性能如何随时间变化。在模型中（参见下面的代码），假设有三个较低级别的参数是从两个法线的混合中提取的（dperf_int，dperf_sd和sf）。为了实现这些，我只是假设这些较低级别参数的先验是混合。还有两个参数（perf1_int和perf1_sd）仅在组级别进行估算。对于这些，我假设观察本身是从正常的混合物中提取的。

data {
  int<lower=0> Nsubj; //Number of subjects (60)
  int<lower=0> Nobs;  //Number of observations per subject (10)
  matrix[Nsubj,Nobs] perf; //Matrix of performance observations
} 

parameters {
  vector<lower=0,upper=1>[Nsubj] mixing_prop; // mixing proportion for each subject

  ordered[2] perf1_int; //mean performance at time 1 (estimated at group level only)
  vector<lower=0>[2] perf1_sd; //sd of performance at time 1 (estimated at group level only)

  ordered[2] dperf_int_mean; //mean of performance change intercept for each mixture
  vector<lower=0>[2] dperf_int_sd; //sd of performance change intercept for each mixture

  vector<lower=0>[2] dperf_sd_mean; //mean of performance change sd
  vector<lower=0>[2] dperf_sd_sd;   //sd of performance change sd

  vector[2] sf_mean; //mean self-feedback for each mixture
  vector<lower=0>[2] sf_sd; //sd of self-feedback for each mixture

  //subject level parameters
  vector[Nsubj] dperf_int;
  vector<lower=0>[Nsubj] dperf_sd;
  vector[Nsubj] sf;
}

model {
  real perf_change;

  for(i in 1:Nsubj){
    vector[4] increments;

    increments[1]=log_mix(mixing_prop[i],
              normal_lpdf(dperf_int[i] | dperf_int_mean[1], dperf_int_sd[1]),
              normal_lpdf(dperf_int[i] | dperf_int_mean[2], dperf_int_sd[2]));

    increments[2]=log_mix(mixing_prop[i],
              normal_lpdf(dperf_sd[i] | dperf_sd_mean[1], dperf_sd_sd[1]),
              normal_lpdf(dperf_sd[i] | dperf_sd_mean[2], dperf_sd_sd[2])); 

    increments[3]=log_mix(mixing_prop[i],
              normal_lpdf(sf[i] | sf_mean[1], sf_sd[1]),
              normal_lpdf(sf[i] | sf_mean[2], sf_sd[2])); 

    increments[4]=log_mix(mixing_prop[i],
              normal_lpdf(perf[i,1] | perf1_int[1], perf1_sd[1]),
              normal_lpdf(perf[i,1] | perf1_int[2], perf1_sd[2]));

    target+= log_sum_exp(increments);   

    for(j in 2:Nobs){
      perf_change = dperf_int[i] + perf[i,j-1]*sf[i]; 
      perf[i,j] ~ normal( perf[i,j-1] + perf_change, dperf_sd[i]);
    }
  }
}

我很确定我已经正确地实现了组级参数的混合，因为我刚刚完成了Stan手册中的内容。但是，我想检查一下我是否正确完成了模型的层次混合组件。该模型效率很低。我在4000次迭代中运行了4个链，并且许多参数都具有＆lt; 10 n_eff。所以我怀疑我错过了什么。

以下是用于运行模型的代码：

library(tidyverse)
library(rstan)

#load data
load(file="wide_data.RData")

#prepare data for stan
model_data = list(
  Nsubj = dim(wide_data)[1],
  Nobs = 10,
  perf = as.matrix(select(wide_data ,perf1:perf10))
)


fit = stan(file="stan_univariate_hierarchical_mixture.stan",
           data=model_data,cores=4,
           thin=10,
           warmup=1000,
           chains=4,
           iter=4000)

......数据在这里：https://www.dropbox.com/s/eqzw1lou6uba8i3/wide_data.RData?dl=0

非常感谢任何帮助！

斯坦的分层混合模型

0 个答案: