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Basis function latent process models #452

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SamuelBrand1 opened this issue Sep 3, 2024 · 0 comments
Open

Basis function latent process models #452

SamuelBrand1 opened this issue Sep 3, 2024 · 0 comments
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@SamuelBrand1
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SamuelBrand1 commented Sep 3, 2024

Noting this issue which is a feature of EpiNow2 epiforecasts/EpiNow2#757 . We should aim to have this functionality in EpiAware.

##Update

I've widened the scope of this issue because the same type of Latent process covers Bayesian splines as well as Hilbert space approximated GPs.

Thoughts

  • We'd want a constructor that only one time calculates the matrix projections of basis functions onto our integration domain (probably usually daily).
  • Helper functions for common examples of this: e.g. sin cos basis projections, also Splines2.jl can do spline basis function projections.
  • Priors, these are known for the hilbert space approx
@SamuelBrand1 SamuelBrand1 changed the title Hilbert space approximated GPs as a latent process model Basis function latent process models Nov 14, 2024
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