Hi,
This is indeed one of my pending projects with @andrewgelman . It has a lot of moving parts: a stiff ODE that is highly sensitive to parameter values, sparse data, a low number of patients (which makes it it difficult to estimate inter-individual variability), hierarchies across multiple parameters, etc. The workflow is complicated by the fact each model fit takes several hours, even after firing up the cluster and parallelizing within chains.
I fitted simplifications of the model and got reasonable results. Fixing one or two parameters, or the population variance greatly simplifies the problem. The full model returns divergent transitions and I haven’t found the right parameterization. I tried monolithic centering and non-centering, and things in between. I now suspect the problematic geometry may not be only due to the interaction between population and patient parameters. It’s indeed possible to have a funnel between population parameters, in which case no parameterization can help you. Divergences aside, I don’t trust the estimated parameters, because there are somewhat inconsistent with the priors which were very carefully constructed. Truncating priors, as was done in the original paper, limits our ability to reparameterize the model. When using truncation, I find a lot of the probability mass concentrates at the boundary (note that on the unconstrained scale, you actually have infinite volume near the boundary). All that said, you shouldn’t need to truncate the priors, because the truncation occurs at the tail of the prior distributions.
It’s also worth pointing the original paper didn’t use HMC, so they didn’t have access to diagnostics such as divergent transitions. You can also imagine how an accept-reject sampler will interact differently with a truncated distribution…
To sum up, I agree this would make a very good case study and writing it has been my ambition for some time. But it’s a challenging model to fit, with behaviors I don’t fully understand (yet). There exist other examples of hierarchical ODE models, built and used with Stan, which can be considered, if the goal is to write a case study. But yes, I think we have a lot to learn from the Monster model.