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Evaluate the performance of Gamma and log-normal priors on simulated data #27
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Which notebook has these codes? |
What about Inference.ipynb? |
I'm gonna have to write one then. @marciomacielbastos used PyStan ages ago. |
Documentation for cmdstanpy is next to useless. |
This notebook could be well-adapted, but my advice is to save the Stan programs in a separate file to facilitate sharing and reproducibility. |
We could do an experiment where we fix
beta
, andR0
(and thus we knowgamma
) andS0
and also the log-normal likelihood variancesigma_y^2
. We then simulate a SIR trajectory from this process and then fit the model using (i) Gamma priors onbeta
andgamma
and (ii) moment-matching log-normal priors onbeta
andgamma
. We then look at the recovery ofR0
both in the squared error of the posterior mean and coverage of the Bayesian credibility intervals (BCI).Check the functions
generate_trajectory_*
I used to generate the prior predictives in the notebooks. They can be easily modified to generate data from fixed parameters.The text was updated successfully, but these errors were encountered: