New Estimation Approaches for the Linear Ballistic Accumulator Model
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The Linear Ballistic Accumulator (LBA) model of Brown (2008) is used as a measurement tool to answer questions about applied psychology. These analyses involve parameter estimation and model selection, and modern approaches use hierarchical Bayesian methods and Markov chain Monte Carlo (MCMC) to estimate the posterior distribution of the parameters. Although there are a range of approaches used for model selection, they are all based on the posterior samples produced via MCMC, which means that the model selection inferences inherit properties of the MCMC sampler. We address these constraints by proposing two new approaches to the Bayesian estimation of the hierarchical LBA model. Both methods are qualitatively different from all existing approaches, and are based on recent advances in particle-based Monte-Carlo methods. The first approach is based on particle MCMC, using Metropolis-within-Gibbs steps and the second approach uses a version of annealed importance sampling. Both methods have important differences from all existing methods, including greatly improved sampling efficiency and parallelisability for high-performance computing. An important further advantage of our annealed importance sampling algorithm is that an estimate of the marginal likelihood is obtained as a byproduct of sampling. This makes it straightforward to then apply model selection via Bayes factors. The new approaches we develop provide opportunities to apply the LBA model with greater confidence than before, and to extend its use to previously intractable cases. We illustrate the proposed methods with pseudo-code, and by application to simulated and real datasets.
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