Priors and parameter bounds

class: center, middle, inverse, title-slide

.title[
# Priors and parameter bounds
]
.subtitle[
## DFO TESA sdmTMB workshop
]
.author[
### 
]
.date[
### January 16–19 2023
]

---

# Can maximum likelihood have priors!?

* Penalized maximum likelihood estimation

* Maximize

`$$L(\theta | y) \cdot P(\theta | \alpha)$$`
* `$\theta$` are parameters
* `$y$` are data
* `$\alpha$` are hyperparameters controlling prior distribution

---

# Penalized estimation in sdmTMB

```r
fit <- sdmTMB(
  ...,
* priors = sdmTMBpriors(...),
  ...
)
```

* `?sdmTMBpriors`

---

# What can we put priors on?

`$\beta$` fixed effects

`$\phi$` Observation dispersion parameter (e.g., standard deviation for Gaussian, overdispersion for nbinom2)

`$\rho$` AR(1) parameter for spatiotemporal fields

`$p$` Tweedie parameter (variance power)

`$h$` Matérn range

`$\sigma$` Matérn standard deviation

---

# Example: regression coefficients

* Simple prior on `$b_{1}$`

* Note: don't have to specify a prior on all coefficients

.small[

```r
mesh <- make_mesh(pcod,
  xy_cols = c("X", "Y"),
  cutoff = 10
)
fit_prior <- sdmTMB(
  present ~ depth,
  data = pcod, mesh = mesh,
  family = binomial(link = "logit"),
* priors = sdmTMBpriors(
*   b = normal(location = c(4.2, NA), scale = c(0.1, NA))
* )
)
```
]

---

# Example: regression coefficients

```r
tidy(fit_prior)
#> # A tibble: 2 × 3
#>   term        estimate std.error
#>   <chr>          <dbl>     <dbl>
#> 1 (Intercept)   4.18     0.287  
#> 2 depth        -0.0240   0.00205
```
  
Compare to model without priors

```r
tidy(fit)
#> # A tibble: 2 × 3
#>   term        estimate std.error
#>   <chr>          <dbl>     <dbl>
#> 1 (Intercept)   4.08     0.666  
#> 2 depth        -0.0237   0.00259
```

---

# Example: regression coefficients

* Covariance in fixed effects can be included with `mvnormal()`

.small[

```r
fit_prior <- sdmTMB(
  present ~ depth,
  data = pcod,
  mesh = mesh,
  family = binomial(link = "logit"),
  spatiotemporal = "off",
  priors = sdmTMBpriors(
*   b = mvnormal(b_loc, scale = b_Sigma))
)
```
]

---

# Example: Matérn priors

* Spatial data may not be very informative w.r.t. spatial range and variance

* Penalized complexity (PC) priors may help with model convergence
  * [Fuglstad et al. 2016](https://www.tandfonline.com/doi/full/10.1080/01621459.2017.1415907?casa_token=TcqJrOvGCa4AAAAA%3AbPZ1eP-KoRmks3A-kI4QngKNDBNssNQBEAEQs98wemDSH0B_yZv_1q_f5waRhXVv2-ATm3RpmglH)  
  
* Penalty on complexity? 
  * Simple random field = low variance, infinite range
  * Complexity = increasing variance, small spatial range

---

# PC priors parameterized in terms of thresholds

* `$\mathrm{Pr}(h > \texttt{range_gt} ) = 1 - \texttt{range_prob}$`
* `$\mathrm{Pr}(\sigma < \texttt{sigma_lt} ) = 1 - \texttt{sigma_prob}$`

```r
pc_matern(
* range_gt = 10, range_prob = 0.05,
* sigma_lt = 3, sigma_prob = 0.05
)
```

---

# Visualizing PC priors

```r
sdmTMB::plot_pc_matern(
  range_gt = 1, sigma_lt = 1.5, 
  range_prob = 0.05, sigma_prob = 0.05
)
```

---

# Implementing PC prior: spatial random field

.small[

```r
fit_prior <- sdmTMB(
  present ~ depth,
  data = pcod,
  mesh = mesh,
  family = binomial(link = "logit"),
  spatiotemporal = "off",
  priors = sdmTMBpriors(matern_s = pc_matern(
*   range_gt = 10,
*   sigma_lt = 3,
*   range_prob = 0.05, # default
*   sigma_prob = 0.05  # default
  ))
)
```
]

---

# Using PC priors with spatiotemporal model

* Is range ( `$h$` ) shared? `share_range` argument
  * if so, probably not needed to specify 2 sets of PC priors
  
* For model without shared ranges, can specify separate PC priors

```r
priors <- sdmTMBpriors(
  matern_s = pc_matern(...),
  matern_st = pc_matern(...)
)
```

---

# Bounds

* Sometimes we may want to put hard bounds on a parameter
* All optional, lower/upper both need not be specified
* See `?sdmTMBcontrol`
* Example: constrain depth effect on occurrence to be negative

.small[

```r
fit <- sdmTMB(
  present ~ depth,
  ...,
  control = sdmTMBcontrol(
*   lower = list(b_j = c(NA, NA)),
*   upper = list(b_j = c(NA, 0))
  )
)
```
]