-
-
Notifications
You must be signed in to change notification settings - Fork 988
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Add a time-heterogeneous SIR model #2517
Merged
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
38 tasks
fritzo
changed the title
Add a teim-heterogeneous SIR model
Add a time-heterogeneous SIR model
Jun 4, 2020
martinjankowiak
previously approved these changes
Jun 4, 2020
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
great that this works!
it really is getting quite complicated though so it's probably good that the current phase of feature addition is coming to an end.
martinjankowiak
approved these changes
Jun 4, 2020
3 tasks
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Addresses #2426
This adds an SIR model with time-varying response rate
rho
and reproductive numberRe
. The response rate is assumed to be piecewise constant, say depending on known testing capacity. The reproductive number undergoes Brownian motion in log space. The motivation is to handle real-world datasets where policy changes can effect reproductive number over time. Existing homogeneous models are a very poor fit.Mechanically this introduces a new autovectorization strategy, which we might eventually generalize into a strategy for
poutine.markov
contexts. The strategy is to sample a time-batch ofcurr
values as andist.IndependentUniform(...)
, then truncate and pad to get a time-batch ofprev
values, and finally replay the model with a time-batch of (prev
,curr
) pairs (this only works for Markov window of 1; longer windows would require more states). I.e. this implements the common inference motif of converting a sequential directed Markov chain model to a batched factor graph model.The new strategy supports a wide range of time-varying variables, both time-independent and Markov with window size 1. I see this as the last major feature of
contrib.epidemiology
before release.Tested