Fix: Correct Expectation Calculation in BYM Model Predictions #681
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Fix: Correct Expectation Calculation in BYM Model Predictions
Summary
solving issue #675
This PR fixes the biased prediction issue in the Besag-York-Mollie (BYM) model for spatial data by correctly computing the expectation after exponentiating the samples.
Description
The previous implementation computed the mean of parameters before applying the exponential function, leading to biased downward predictions due to Jensen's inequality. The new approach ensures the expectation is taken after exponentiating, providing accurate results.
Changes Made
mixture
andmu
inpm.Deterministic
within the model definition.pm.do
to condition onrho = 1.0
and sampled from the posterior predictive distribution.Benefits
Acknowledgements
Special thanks to the contributors who identified this issue and proposed the correct approach.
Please review the changes and let me know if there are any further adjustments needed. Thank you!
📚 Documentation preview 📚: https://pymc-examples--681.org.readthedocs.build/en/681/