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Support for handling censored data in PPC plots via imputation #1594

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avehtari opened this issue Feb 5, 2024 · 2 comments
Open

Support for handling censored data in PPC plots via imputation #1594

avehtari opened this issue Feb 5, 2024 · 2 comments

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@avehtari
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avehtari commented Feb 5, 2024

Currently, brms drops the censored data for most pp_check types. A better approach would be to impute the observations. See a bayesplot issue stan-dev/bayesplot#319 for a proof-of-concept and example plots. The imputation part would be natural to be in brms and bayesplot would just support a different color for imputed observations.

@avehtari
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avehtari commented Feb 7, 2024

Just added better figures to stan-dev/bayesplot#319

The imputation part requires sampling from a truncated posterior predictive distribution. In many cases rejection sampling is likely to be fast enough, and simplest to implement, but still requires some checks.

@hansvancalster
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This seems to be related to my proposal in #1657. With the data augmentation / imputation approach for modelling censored data, the censored data would be imputed during model fitting and could then probably be used in posterior predictive checks?

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