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Write and test a forecast function which projects inference forwards in time #239
Write and test a forecast function which projects inference forwards in time #239
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…to-a-vector-of-namedtuples' into 231-write-and-test-a-forecast-function-which-projects-inference-forwards-in-time
I suggest we make this a new issue/PR vs being blocked |
…-projects-inference-forwards-in-time
Added an issue. Agree this is not a blocker. |
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LGTM.
I think we should merge and open new issues to:
- Add unit tests based on the new example/toy/test pipeline
- Work to do to port core functionality into
EpiAware
(i.e. the method to extend epiproblems and a helper wrapper likegenerate_forecasts
but with less dependence on configs).
I see some seemingly unrelated changes in define_epiprob
. I don't love the hard coding of the generation time as Gamma
but as this will shortly need a refactor when we merge in the changes to the infection module in EpiAware
I think this approach is fine for now.
I forgot to add but f2f @SamuelBrand1 and I have spoken about how great this functionality is in |
The |
Agreed. The hard coded preference of the analysis we are doing is what is keeping this out of |
This PR implements a forecasting function for the pipeline. The idea behind this function is to use
Turing.predict
to sample from a model defined on a longer time interval conditional on anMCMCChains.Chain
object that was generated by Bayesian inference.There was a problem with this approach combined to vectorised random variables, but I've used "fix 1" from the issue I submitted to
Turing
TuringLang/Turing.jl#2239 .NB: This PR should be strengthened with direct distribution tests on underlying forecast variables using
HypothesisTests.jl
. The reason this is not yet implemented is due to wanting to insert a test environment into the pipeline (this will be an issue).Closes #231 .