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Model checks against simulation #7

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seabbs opened this issue Jul 14, 2021 · 5 comments
Closed
1 task done

Model checks against simulation #7

seabbs opened this issue Jul 14, 2021 · 5 comments

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@seabbs
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seabbs commented Jul 14, 2021

Check the model works against some basic simulations generated in R.

Implement by:

  • Adding a generative_model() function or similar for generating data
@jbracher
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jbracher commented Aug 10, 2021

For a paper one idea could be to simulate from models with the same parameters as obtained in the real-data study (assuming we cover different countries). Not entirely sure how to do that, though (I assume fixing parameters at their posterior means?).

@seabbs
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seabbs commented Sep 8, 2021

Yes good idea. I am looking at some simplistic simulation based calibration as a first step in.

@seabbs seabbs transferred this issue from epiforecasts/forecast.vocs Sep 8, 2021
@seabbs seabbs mentioned this issue Sep 8, 2021
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@sbfnk
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sbfnk commented Sep 10, 2021

In my understanding SBC is the more general approach - if doing that I don't think you need to bother with fixed parameters. If you're interested in particular parts of the parameter space you could subset to that.

@jbracher
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jbracher commented Sep 12, 2021

Not entirely sure what you mean here - what's SBC? (I found at least "Simulation-Based Calibration" and "Schwarz Bayesian Criterion" as vaguely plausible options ;) ).
Do you mean we just simulate from the full posterior of the model incl its observable time series? That sounds like a good solution to me.

@seabbs
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seabbs commented Sep 13, 2021

Yes I agree it is but there is an argument for testing performance explicitly under certain scenarios. That being said not planning on doing this here I think.

@jbracher : Yes that is the one. Quite a few resources out here but a few here:

https://mc-stan.org/docs/2_23/stan-users-guide/simulation-based-calibration.html
https://arxiv.org/abs/1804.06788
https://jasonmtroos.github.io/sbcrs/
https://github.com/hyunjimoon/SBC

Going to close this in favour of #3

@seabbs seabbs closed this as completed Sep 14, 2021
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