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CDCgov / PyRenew

Python package for multi-signal Bayesian renewal modeling with JAX and NumPyro.
https://cdcgov.github.io/PyRenew/
Apache License 2.0
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Refactor `RtRandomWalkProcess` and `SimpleRandomWalkProcess` to make step variance a randomvariable #263

Closed damonbayer closed 2 months ago

damonbayer commented 2 months ago

Request: can we have a forecasting unit test that confirms stochastic processes are projected forward as we would expect (e.g. that forecast-period steps in a random walk are generated conditional on the posterior sampled value of the step s.d.)

We do not currently support posterior updates of the step s.d., as far as I can tell. We definitely should, but I think that is out of scope for this PR.

Originally posted by @damonbayer in https://github.com/CDCgov/multisignal-epi-inference/issues/241#issuecomment-2223916492

damonbayer commented 2 months ago

Duplicate of https://github.com/CDCgov/multisignal-epi-inference/issues/188