Add Bayesian interface to Turing.jl

vollmersj / SurvivalAnalysis.jl

A survival analysis interface for Julia

https://raphaels1.github.io/SurvivalAnalysis.jl

MIT License

31 stars 3 forks source link

Add Bayesian interface to Turing.jl #20

Open RaphaelS1 opened 2 years ago

sourish-cmi commented 2 years ago

Do you want to add it to Turing? And then just call it in SurvivalAnalysis.jl?

Or do you want to develop it as part of SurvivalAnalysis.jl with Turing.jl?

RaphaelS1 commented 2 years ago

Hey so that's an open question into what the integration effectively looks like. My current thinking is maybe a bridge package like SurvivalBayesian.jl which depends on both SurvivalAnalysis.jl and Turing.jl and basically is just glue code to build models

sourish-cmi commented 2 years ago

My only concern is that if we build too many packages, each package's maintenance could be a headache. So SurvivalBayesian.jl could be part of your SurvivalAnalysis.jl. Of course, it will depend on both SurvivalAnalysis.jl and Turing.jl. We can simply use include(SurvivalBayesian.jl) in the main module of SurvivalAnalysis.jl. Let me know your thought.

RaphaelS1 commented 2 years ago

Agreed - I'll give some more background tomorrow and then summarise our chat here

sourish-cmi commented 2 years ago

Wonderful. Looking forward to our discussion tomorrow.

sourish-cmi commented 2 years ago

Adding this discussion on discourse here.
The paper on rstanrm package for Bayesian Survival Analysis in R is here.

RaphaelS1 commented 2 years ago

Thanks also adding this discussion from discourse