EqualitySampler.jl is a Julia library for considering all possible equality constraints across parameters and sampling fromt the posterior distribution over equality constraints.

`EqualitySampler`

is a registered package, so it can be installed with the usual incantations:

`julia> ]add EqualitySampler`

or alternatively

`julia> import Pkg; Pkg.add("EqualitySampler")`

*EqualitySampler* defines four distributions over partitions of a set:

`UniformPartitionDistribution`

`BetaBinomialPartitionDistribution`

`CustomInclusionPartitionDistribution`

`RandomProcessPartitionDistribution`

Each of these is a subtype of the abstract type `AbstractPartitionDistribution`

, which is a subtype of `Distributions.DiscreteMultivariateDistribution`

.

Thus, each of these types can be called with e.g., `rand`

and `logpdf`

.

While a partition is usually defined without duplicates, the methods here do assume duplicates are present. For example, given 3 parameters `(θ₁, θ₂, θ₃)`

there exist 5 unique partitions:

partition | constraints | representation |
---|---|---|

`{{θ₁, θ₂, θ₃}}` |
`θ₁ == θ₂ == θ₃` |
`[1, 1, 1]` |

`{{θ₁, θ₂}, {θ₃}}` |
`θ₁ == θ₂ != θ₃` |
`[1, 1, 2]` |

`{{θ₁, θ₃}, {θ₂}}` |
`θ₁ == θ₃ != θ₂` |
`[1, 2, 1]` |

`{{θ₁}, {θ₂, θ₃}}` |
`θ₁ != θ₂ == θ₃` |
`[1, 2, 2]` |

`{{θ₁}, {θ₂}, {θ₃}}` |
`θ₁ != θ₂ != θ₃` |
`[1, 2, 3]` |

However, we also consider `[2, 2, 2]`

and `[3, 3, 3]`

to be valid and identical to `[1, 1, 1]`

.
The main reason for this is that in a Gibbs sampling scheme, a transition from `[1, 2, 2]`

to `[1, 1, 1]`

by updating only the first element would be a natural but impossible without duplicated partitions. The default `logpdf`

accounts for duplicated partitions, use `logpdf_model_distinct`

to evaluate the logpdf without duplicated partitions.

The package contains two functions to explore equality constraints in specific models. Both use Turing.jl under the hood and return a Chains object with posterior samples from MCMCChains.jl.

`proportion_test`

can be used to explore equality constraints across a series of independent Binomials.

```
using EqualitySampler, EqualitySampler.Simulations, Distributions, Statistics
import Random, AbstractMCMC, MCMCChains
# simulate some data
Random.seed!(42) # on julia 1.7.3
n_groups = 5 # no. binomials.
true_partition = rand(UniformPartitionDistribution(n_groups))
temp_probabilities = rand(n_groups)
true_probabilities = average_equality_constraints(temp_probabilities, true_partition)
# total no. trials
observations = rand(100:200, n_groups)
# no. successes
successes = rand(product_distribution(Binomial.(observations, true_probabilities)))
obs_proportions = successes ./ observations
[true_probabilities obs_proportions]
# 5×2 Matrix{Float64}:
# 0.30743 0.301205
# 0.640909 0.640244
# 0.640909 0.701493
# 0.30743 0.275591
# 0.30743 0.296053
# specify no mcmc iterations, no chains, parallelization. burnin and thinning can also be specified.
mcmc_settings = MCMCSettings(;iterations = 15_000, chains = 4, parallel = AbstractMCMC.MCMCThreads)
# nothing indicates no equality sampling is done and instead the full model is sampled from
chn_full = proportion_test(successes, observations, nothing; mcmc_settings = mcmc_settings)
# use a BetaBinomial(1, k) over the partitions
partition_prior = BetaBinomialPartitionDistribution(n_groups, 1, n_groups)
chn_eqs = proportion_test(successes, observations, partition_prior; mcmc_settings = mcmc_settings)
# extract posterior mean of full model and averaged across equality constraints
estimated_probabilities_full = mean(chn_full).nt.mean
estimated_probabilities_eqs = mean(MCMCChains.group(chn_eqs, :p_constrained)).nt.mean
[true_probabilities obs_proportions estimated_probabilities_full estimated_probabilities_eqs]
# 5×4 Matrix{Float64}:
# 0.30743 0.301205 0.303421 0.296359
# 0.640909 0.640244 0.638429 0.662943
# 0.640909 0.701493 0.698563 0.666477
# 0.30743 0.275591 0.278896 0.295154
# 0.30743 0.296053 0.298635 0.296189
# posterior probabilities of equalities among the probabilities
compute_post_prob_eq(chn_eqs)
# 5×5 Matrix{Float64}:
# 0.0 0.0 0.0 0.0 0.0
# 0.0 0.0 0.0 0.0 0.0
# 0.0 0.94185 0.0 0.0 0.0
# 0.930683 0.0 0.0 0.0 0.0
# 0.937 0.0 0.0 0.931667 0.0
# true matrix
[i > j && p == q for (i, p) in enumerate(true_partition), (j, q) in enumerate(true_partition)]
# 5×5 Matrix{Bool}:
# 0 0 0 0 0
# 0 0 0 0 0
# 0 1 0 0 0
# 1 0 0 0 0
# 1 0 0 1 0
# list the visited models (use compute_model_probs to obtain their posterior probability)
compute_model_counts(chn_eqs, false)
# OrderedCollections.OrderedDict{String, Int64} with 10 entries:
# "12211" => 51488
# "12215" => 1512
# "12241" => 1808
# "12244" => 1562
# "12245" => 141
# "12311" => 2596
# "12315" => 245
# "12341" => 328
# "12344" => 254
# "12345" => 66
# convert true partition to normalized form and print as string
join(EqualitySampler.reduce_model(true_partition))
# "12211"
# and it so happens to be that the most visited model is also the true model
```

`anova_test`

can be used to explore equality constraints across the levels of a single categorical predictor.
The setup uses a grand mean

```
using EqualitySampler, EqualitySampler.Simulations, Distributions, Statistics
import Random, AbstractMCMC, MCMCChains
# Simulate some data
Random.seed!(42)
n_groups = 5
n_obs_per_group = 1000
true_partition = rand(UniformPartitionDistribution(n_groups))
temp_θ = randn(n_groups)
temp_θ .-= mean(temp_θ) # center temp_θ to avoid identification constraints
true_θ = average_equality_constraints(temp_θ, true_partition)
g = repeat(1:n_groups; inner = n_obs_per_group)
μ, σ = 0.0, 1.0
# Important: this is the same parametrization as used by the model!
Dy = MvNormal(μ .+ σ .* true_θ[g], σ)
y = rand(Dy)
# observed cell offsets
obs_offset = ([mean(y[g .== i]) for i in unique(g)] .- mean(y)) / std(y)
[true_θ obs_offset]
# 5×2 Matrix{Float64}:
# 0.191185 0.24118
# -0.286777 -0.290348
# -0.286777 -0.243936
# 0.191185 0.142092
# 0.191185 0.151012
# specify no mcmc iterations, no chains, parallelization. burnin and thinning can also be specified.
mcmc_settings = MCMCSettings(;iterations = 15_000, chains = 4, parallel = AbstractMCMC.MCMCThreads)
# nothing indicates no equality sampling is done and instead the full model is sampled from
chn_full = anova_test(y, g, nothing; mcmc_settings = mcmc_settings)
# use a BetaBinomial(1, k) over the partitions
partition_prior = BetaBinomialPartitionDistribution(n_groups, 1, n_groups)
chn_eqs = anova_test(y, g, partition_prior; mcmc_settings = mcmc_settings)
estimated_θ_full = Statistics.mean(MCMCChains.group(chn_full, :θ_cs)).nt.mean
estimated_θ_eqs = Statistics.mean(MCMCChains.group(chn_eqs , :θ_cs)).nt.mean
[true_θ obs_offset estimated_θ_full estimated_θ_eqs]
# 5×4 Matrix{Float64}:
# 0.191185 0.24118 0.245577 0.194745
# -0.286777 -0.290348 -0.296143 -0.252687
# -0.286777 -0.243936 -0.248339 -0.25913
# 0.191185 0.142092 0.145534 0.165273
# 0.191185 0.151012 0.153371 0.1518
# posterior probabilities of equalities among the probabilities
compute_post_prob_eq(chn_eqs)
# 5×5 Matrix{Float64}:
# 0.0 0.0 0.0 0.0 0.0
# 0.00858333 0.0 0.0 0.0 0.0
# 0.0 0.874517 0.0 0.0 0.0
# 0.772967 0.0256833 0.0428167 0.0 0.0
# 0.73465 0.10215 0.0279333 0.8664 0.0
# true matrix
[i > j && p == q for (i, p) in enumerate(true_partition), (j, q) in enumerate(true_partition)]
# 5×5 Matrix{Bool}:
# 0 0 0 0 0
# 0 0 0 0 0
# 0 1 0 0 0
# 1 0 0 0 0
# 1 0 0 1 0
# list the visited models (use compute_model_probs to obtain their posterior probability)
compute_model_counts(chn_eqs, false)
# OrderedCollections.OrderedDict{String, Int64} with 21 entries:
# "11311" => 421
# "11341" => 94
# "12211" => 41409
# "12212" => 346
# "12215" => 1161
# "12221" => 3
# "12222" => 949
# "12241" => 427
# "12242" => 381
# "12244" => 7699
# "12245" => 96
# "12311" => 723
# "12312" => 2261
# "12315" => 57
# "12322" => 168
# "12331" => 963
# "12335" => 654
# "12341" => 39
# "12342" => 1509
# "12344" => 615
# "12345" => 25
# note that there is more uncertainty in the results here, probably because this model is more compelex than the previous.
# convert true partition to normalized form and print as string
join(EqualitySampler.reduce_model(true_partition))
# "12211"
# and it so happens to be that the most visited model is also the true model
```

The simulations and analyses for the manuscript 'Flexible Bayesian Multiple Comparison Adjustment Using Dirichlet Process and Beta-Binomial Model Priors' are in the folder "simulations". Note that this folder is a Julia project, so in order to rerun the simulations it is necessary to first activate and instantiate the project.