In n-kall/priorsense: Prior Diagnostics and Sensitivity Analysis

Priorsense provides numerical diagnostics for sensitivity along with graphics. Here we describe the interpretation of the sensitivity diagnostics.

Diagnostic value

The sensitivity diagnostic value given by powerscale_sensitivity() is based on a measure of how much the posterior would change if the prior or likelihood is changed. This value is provided for each marginal posterior specified in the variable argument. In simple models with few parameters, it is reasonable to look at sensitivity for all the parameters. But as model complexity increases, and there are more parameters or strong posterior dependencies, it is better to focus on sensitivity of specific parameters with meaningful interpretations or on derived quantities of interest.

Diagnostic messages

Sensitivity diagnostic values are given for both prior and likelihood sensitivity. These values should be considered and interpreted together. Based on the values, a diagnosis is also given. Currently, this is either "strong prior / weak likelihood" (if the prior sensitivity is higher than a threshold and the likelihood sensitivity is lower than a threshold) or "prior-data conflict" (if both types of sensitivity are higher than the threshold).

These diagnostic messages do not necessarily indicate problems with the model. They are informative messages that describe the interplay between the chosen prior and likelihood. If your prior is meant to be informative, influence on the posterior is desired and prior-data conflict may not be an issue. However, if you did not put much effort into choosing the priors, these messages can let you know if you should be more deliberate in your prior specification.

Strong prior / weak likelihood

This can occur when:

• the prior is completely dominating the likelihood such that changing the likelihood strength has little to no impact on the posterior. The prior may be extremely informative and a using a weaker prior may remove this domination.

• the likelihood is uninformative and no information is gained by increasing the strength of the likelihood. The prior will always have an effect in this case.

Prior-data conflict

This occurs when the posterior is sensitive to changes to both the prior and the likelihood. This indicates that the prior and likelihood are both influencing the posterior and may be in conflict with one-another.

n-kall/priorsense documentation built on Feb. 3, 2025, 7:42 p.m.