adding docs

bayesmix-dev · Apr 19, 2024 · 1cf5f57 · 1cf5f57
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commit 1cf5f57
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Showing 7 changed files with 30 additions and 13 deletions.
diff --git a/src/hierarchies/betagg_hierarchy.h b/src/hierarchies/betagg_hierarchy.h
@@ -8,7 +8,22 @@
 #include "updaters/random_walk_updater.h"
 
 /**
+ * Beta Gamma-Gamma hierarchy for univaraite data in [0, 1]
  *
+ * This class represents a hierarchical model where data are distributed
+ * according to a Beta likelihood (see the `BetaLikelihood` class for
+ * details). The shape and rate parameters of the likelihood have
+ * independent gamma priors. That is
+ *
+ * \f[
+ *    f(x_i \mid \alpha, \beta) &= Beta(\alpha, \beta) \\
+ *    \alpha &\sim Gamma(\alpha_a, \alpha_b) \\
+ *    \beta &\sim Gamma(\beta_a, \beta_b)
+ * \f]
+ *
+ * The state is composed of shape and rate. Note that this hierarchy
+ * is NOT conjugate, meaning that the marginal distribution is not available
+ * in closed form.
  */
 
 class BetaGGHierarchy

diff --git a/src/hierarchies/likelihoods/beta_likelihood.cc b/src/hierarchies/likelihoods/beta_likelihood.cc
@@ -4,14 +4,6 @@ double BetaLikelihood::compute_lpdf(const Eigen::RowVectorXd &datum) const {
   return stan::math::beta_lpdf(datum(0), state.shape, state.rate);
 }
 
-// Eigen::VectorXd BetaLikelihood::sample() const {
-//   Eigen::VectorXd out(1);
-//   auto &rng = bayesmix::Rng::Instance().get();
-//   out(0) = stan::math::beta_rng(state.shape, state.rate, rng);
-//   out = out.cwiseMin(1.0 - 1e-8).cwiseMax(1e-8);
-//   return out;
-// }
-
 void BetaLikelihood::update_sum_stats(const Eigen::RowVectorXd &datum,
                                       bool add) {
   double x = datum(0);

diff --git a/src/hierarchies/likelihoods/beta_likelihood.h b/src/hierarchies/likelihoods/beta_likelihood.h
@@ -30,8 +30,6 @@ class BetaLikelihood
   bool is_dependent() const override { return false; };
   void clear_summary_statistics() override;
 
-  // Eigen::VectorXd sample() const override;
-
   template <typename T>
   T cluster_lpdf_from_unconstrained(
       const Eigen::Matrix<T, Eigen::Dynamic, 1> &unconstrained_params) const {

diff --git a/src/hierarchies/priors/gamma_gamma_prior.h b/src/hierarchies/priors/gamma_gamma_prior.h
@@ -10,6 +10,11 @@
 #include "hyperparams.h"
 #include "src/utils/rng.h"
 
+/*
+ * Prior model for `ShapeRate` states.
+ * This class assumes that the shape and rate are independent and given
+ * Gamma-distributed priors
+ */
 class GGPriorModel
     : public BasePriorModel<GGPriorModel, State::ShapeRate, Hyperparams::GG,
                             bayesmix::GGPrior> {

diff --git a/src/proto/distribution.proto b/src/proto/distribution.proto
@@ -96,9 +96,13 @@ message MultiNormalIGDistribution {
   double scale = 4;
 }
 
+/*
+ * Parameters for the product of two independent Gamma distributions with different
+ * rates and shapes
+ */
 message GamGamDistribution {
   double a_shape = 1;
   double a_rate = 2;
   double b_shape = 3;
   double b_rate = 4;
-}
+}
diff --git a/src/proto/hierarchy_prior.proto b/src/proto/hierarchy_prior.proto
@@ -131,4 +131,4 @@ message GGPrior {
   oneof prior {
     GamGamDistribution fixed_values = 1;
   }
-}
+}
diff --git a/src/proto/ls_state.proto b/src/proto/ls_state.proto
@@ -38,7 +38,10 @@ message FAState {
   Matrix lambda = 4;
 }
 
+/*
+ * Parameters of a shape-rate state, used, e.g., by the BetaLikelihood
+ */
 message SRState {
   double shape = 1;
   double rate = 2;
-}
+}
-Original file line number
+Diff line change
@@ Expand Up / @@ -131,4 +131,4 @@ message GGPrior { @@
       oneof prior {
         GamGamDistribution fixed_values = 1;
       }
-    }
+    }