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Performance boost through normal approximations #49
Merged
cjbayesian
merged 40 commits into
pennsignals:master
from
ckoerber:feature-normal-approximation
Apr 27, 2020
Merged
Performance boost through normal approximations #49
cjbayesian
merged 40 commits into
pennsignals:master
from
ckoerber:feature-normal-approximation
Apr 27, 2020
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ckoerber
changed the title
Feature normal approximation
Performance boost through normal approximations
Apr 24, 2020
* Changed hospital related model parameter names to just "hospital" to allow looping * SEIR now inherits parameters from SIR
cjbayesian
approved these changes
Apr 27, 2020
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TL;DR
This PR contains a simplified approach to accommodate error propagations due to uncertain parameters in the SIR/SEIR model. For known priors, forecast uncertainties are computed within
20ms
(on a laptop) for~200
days and statistically agree with the original approach.Results at 50% C.I. for the Downtown area.
What is present
bayes_chime.normal
module which provides an interface for using normal approximations in error propagation and posterior estimationsnotebooks/How-to-use-normal-approximations-module.ipynb
penn_chime
forSIR
;SIR
-SEIR
crosschecksDetails
The
README-normal-extension.md
file specifies more details about this PR.I've tried to limit the math to files in
bayes_chime/normal/models/
; in particular thesimulation_step
method of implemented models.Open questions
~2s
computation time, almost all parameters statistically agree with original approach) but needs to be analyzed in detail (see last cells of notebook).Further remarks
Related issues
In some sense, this is related to issues #26, #30, #31, #32.