 # Mass matrix contains zeros on the diagonal for messy data

This is a relatively simple question. I’ve had no issues working with generated distributions, or any kind of “toy data”, but now that I have attempted to use some real world data that is a bit more messy I am having issues.

Here is the real data Here is the data I generating using a best fit inverse Gaussian distribution I am successful in imputing missing values from the generated data as follows:

``````with pm.Model() as model:

#init = np.abs(np.random.randn(14990,1))

alpha_m=pm.HalfNormal('alpha_m',1,testval=1)
beta_m=pm.HalfNormal('beta_m',1,testval=1)
mu_m=pm.Normal('mu_m',0,1,testval=0)
x = pm.InverseGamma('x',alpha=alpha_m,beta=beta_m,mu=mu_m,observed=data

``````

However, when using the “real world” data set the sampling fails immediately with the "Mass matrix contains zeros on the diagonal. " error. I’ve tried changing the priors, changing the sampling technique, and quite a few other things but I am at a loss. Is there something I am missing in terms of sampling from a messy distribution like this?

As the data is IID I don’t think you get any benefit by imputing missing values. Also, is the real data more noisy? You could do a prior predictive check and see if that matches with the real data at all.

Thank you for the response. As far as the data being IDD, agreed, but this is a part of a larger problem I am trying to solve where this will in fact make a difference. Yes, the real data is quite a bit more noisy. Even if I set the priors to be as informative as possible, to the point where I am almost pre-specifying what they should be I still get the same error. Here is the result of that prior predictive check with blue being the prior predictive and the orange being the true noisy data. Maybe the likelihood is too unforgiving. You could try a Lognormal, or even better a LogStudentT (which doesn’t exist but if you do a pm.Bound you should be able to create one, however, it might not then work with an observed anymore, but give that a try).

Thank you, I will give it a try!