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Analysis pipeline: steps forward #195

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SamuelBrand1 opened this issue May 1, 2024 · 4 comments
Closed
9 tasks done

Analysis pipeline: steps forward #195

SamuelBrand1 opened this issue May 1, 2024 · 4 comments
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@SamuelBrand1
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I've edited the list to include a forecast function. My current thinking is that we can avoid just appending missing data on the end of the case/observable count time series:

  • The underlying inferred latent process in infections (e.g. $Z_t = \log R_t$) depends on an unconditional white noise process we denote \epsilon_t. This can be extended trivially to augmented_epsilon_t.
  • Conditioning on this, and other parameters (e.g. the damp parameters in an AR process, the std of the white noise etc) lets us sample $Z_t$ into the future.
  • Conditioning on the sampled $Z_t$ and other parameters (e.g. initial incidence rate etc) lets us project the whole process into a forecast.

@seabbs
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seabbs commented May 8, 2024

Agree. The thing I want to steer clear of here if possible is being able to do this only in some limited subset of cases vs all cases.

@SamuelBrand1
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Agree. The thing I want to steer clear of here if possible is being able to do this only in some limited subset of cases vs all cases.

This should work for any model built on inferring an underlying white noise process.

@SamuelBrand1
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Agree. The thing I want to steer clear of here if possible is being able to do this only in some limited subset of cases vs all cases.

This should work for any model built on inferring an underlying white noise process.

This has turned out to be the hard limit of the approach too as per TuringLang/Turing.jl#2239

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