I have the model below:
with m: param_gist = pm.Beta('param_gist', alpha=1, beta=1, shape=num_subj) param_generalize = pm.Exponential('param_generalize',lam=1, shape=num_subj) param_memory = pm.Exponential('param_memory',lam=1, shape=num_subj) param = at.as_tensor_variable([param_gist, param_generalize, param_memory], dtype='float64') llh_new = pm.Deterministic('llh_new' ,logp(param)) obs = pm.Bernoulli("obs",p=at.exp(llh_new), observed=response_)
Where the function logp outputs a tensor of the predicted log-likelihood of choosing option A over option B. response_ is the observed data. However, response_ has missing data in it encoded as np.nan before it was converted into aesara tensor. It seems that the pm.Bernoulli failed as a result of those missing data. I thought about excluding nan before modeling, but that would mess-up the tensor structure since difference subjects have different amounts of missing data. If I exclude them, I would no longer be able to put them into the same tensore. I understand a work-around is pm.DensityDist where I treat logp as a black box function and exclude nan iterative through aesara within that function. However, by doing so I can’t take advantage of pm.sample_posterior_predictive to simulate predicted data straight from the fitted traces. I wonder is there a work around? Either to allow pm.Bernoulli to ignore nan, or to enable pm.DensityDist to be compatible with pm.sample_posterior_predictive in simulating model.