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signetms's Issues

Fix jump distribution

Currently, our lognormal jump is buggy since we can't actually control it's mean and variance, which is primordial for MCMC jumping distributions.

Use Metropolis-Hastings algorithm instead of Metropolis

According to Supplementary Materials, proposal distribution should be log-normal. This implies that our jumping distributions are not symmetric, since that when jumping from theta = x the mean of the proposal should be x.

When proposal distributions are not symmetric, we should use the Metropolis-Hastings algorithm for sampling, instead of Metropolis algorithm.

Work with log-likelihoods

"To avoid computational overflows and underflows, one should compute with the logarithms
of posterior densities whenever possible". (Bayesian Data Analysis)

Fix exploding jumps on MCMCInitialization

Currently, we use a lognormal distribution to sample the jump from one theta to another. That's causing an overflow because we consider that the jump is X_0 - mean (X) where X_0 is a value sampled and X_0 is the mean of the distribution of X_0. If X_0 is lognormal, than 'mean (X)' can easily become a very large number.

Fix compartment parsing

We currently have a very non-specific treatment for compartments, removing them from the formulas when they have specific names.

Fix target function on MCMC

We are currently using p (y | theta) as a target function. Actually, our target function is p (theta | y).

Even though we can't calculate p (theta | y), we are able to calculate the ratio p (theta_A | y) / p (theta_B | y).

Fix observation error.

Observation error, sigma, is a parameter that should also be estimated on theta chains.

Understand compartments

On model goodwin3.xml there's a compartment in every reaction rate. I'm not sure of what that means.

Figure out observation error distribution

According to BIBm paper, experiment error can be Gamma (2.0, 3333.0) distributed, but we are not sure if it should be sampled only once or every time we calculate a likelihood.

Adapt proposal variance

According to supplementary materials: "The proposal distribution employed in the initialization stage is Normal on a logarithmic scale, and we were adapting the variance of the proposal distribution according to a local acceptance rate measured on each 1,000 of steps, keeping this rate between 0.25 and 0.4".

Multiple testing scripts

We have created a few statistics test that are very time consuming to be ran every time. It may be more suitable to have a small test set that does not contain many statistical tests.

Fix jump proposals

The current jumps do not have average of zero (the chain starts to increase values and never come back).

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