1. 25 Sep, 2020 1 commit
    • Chris Jewell's avatar
      Refactored model specification · e52283b6
      Chris Jewell authored
      Changes:
      
      1. Created a TFP JointDistribution to represent full probability model;
      2. Renamed CovidUKStochastic --> DiscreteTimeStateTransitionModel;
      3. DiscreteTimeStateTransitionModel now inherits from tfp.Distribution.
      e52283b6
  2. 21 Sep, 2020 1 commit
  3. 14 Sep, 2020 1 commit
  4. 11 Sep, 2020 2 commits
  5. 04 Sep, 2020 1 commit
    • Chris Jewell's avatar
      Pulled dates out of CovidUKStochastic class · 588d479e
      Chris Jewell authored
      Changes:
      
      1. Dates are pulled out of CovidUKStochastic
      2. CovidUKStochastic now behaves more like a tfd.Distribution
          * CovidUKStochastic is now instantiated with an initial time, number of time steps and
      time step size
          * CovidUKStochastic is now instantiated with the initial state.
      588d479e
  6. 26 Aug, 2020 1 commit
    • Chris Jewell's avatar
      New initialisation method · 0c2498bd
      Chris Jewell authored
      Changes:
      
      1. Previously, we initialised from the first imputed event at T-s, where s was random due
      to the initialisation process;
      
      2. We now calculate the state at time T given s (and the event imputation).
      0c2498bd
  7. 23 Aug, 2020 1 commit
    • Chris Jewell's avatar
      Corrected data misalignment · 2d0e3f80
      Chris Jewell authored
      Changes:
      
      1. We adopt the convention [start, end) for *all* date ranges.
      2. Modified PHE case ingestor to reflect this
      3. Modified CovidUK to reflect this
      4. Corrected a bug in the use of time in simulation.
      2d0e3f80
  8. 20 Aug, 2020 1 commit
  9. 16 Aug, 2020 1 commit
  10. 12 Aug, 2020 1 commit
  11. 06 Aug, 2020 1 commit
  12. 01 Aug, 2020 2 commits
  13. 22 Jul, 2020 1 commit
    • Chris Jewell's avatar
      Implemented LTLA-level COVID-19 model · 68b27bba
      Chris Jewell authored
      Changes:
      
      1. Replaced 149 UTLAs with 315 LTLAs mixing matrix;
      2. Wrote geometric initialisation for censored event times;
      3. Modified data ingester to take PHE Anonymised Line Listing data.
      68b27bba
  14. 09 Jul, 2020 1 commit
  15. 08 Jul, 2020 1 commit
    • Chris Jewell's avatar
      Added occult inference capability · cad36259
      Chris Jewell authored
      Changes:
      
      1. Added occult Metropolis Hastings update.
      2. Factored out Categorical2 distribution for use by both event time move and occults.
      3. Refactored mcmc.py script for HDF5 output purposes
      4. Apply compression to HDF5 output file.
      cad36259
  16. 28 Jun, 2020 2 commits
    • Chris Jewell's avatar
      Batched transition matrix computation · c1ae5320
      Chris Jewell authored
      Moved construction of Markov transition matrix format from
      model.make_hazard.h into discrete_markov_log_prob.  Achieved a 33%
      increase in run speed.
      c1ae5320
    • Chris Jewell's avatar
      Performance improvement · d4a78476
      Chris Jewell authored
      Re-wrote discrete_markov_log_prob to batch the call to
      tfd.Multinomial.log_prob to avoid lgamma time.
      d4a78476
  17. 21 May, 2020 1 commit
  18. 12 May, 2020 1 commit
  19. 11 May, 2020 1 commit
  20. 06 May, 2020 1 commit
  21. 28 Apr, 2020 1 commit
  22. 23 Apr, 2020 1 commit
  23. 17 Apr, 2020 1 commit
  24. 10 Apr, 2020 1 commit
  25. 09 Apr, 2020 2 commits
  26. 08 Apr, 2020 1 commit
    • Chris Jewell's avatar
      Major changes: · 94fe710d
      Chris Jewell authored
      1. chainbinom* file and methods renamed to discrete_markov* files and methods.
      
      2. Implemented batched hazard rate calculation, adding functions to automatically broadcast rates to the Markov transition rate matrix.
      
      3. Implemented test simulation and MCMC algorithm.
      94fe710d
  27. 07 Apr, 2020 1 commit
  28. 01 Apr, 2020 2 commits
    • Chris Jewell's avatar
      Improved doc. · dcc463bd
      Chris Jewell authored
      dcc463bd
    • Chris Jewell's avatar
      Major changes: · 297fe828
      Chris Jewell authored
      1. Bugfix in initial condition setting for MCMC and prediction.
      
      2. Rationalised data import.  Now uses a load_data function in the covid.model module.
      
      3. Updated model doc to reflect loss of background infectious pressure, implementation of commuting frequency.
      
      4. Fixes in covid_ode.py reflecting updated model interface.
      297fe828
  29. 30 Mar, 2020 2 commits
  30. 28 Mar, 2020 1 commit
  31. 27 Mar, 2020 1 commit
    • Christopher Suter's avatar
      Improve efficiency of stochastic model. · 864fcf65
      Christopher Suter authored
      Big changes:
       1. replace python for loop with tf.while_loop
       2. work with a transposed state tensor shape
         - instead of [4, nlads * nages], use [nlads * nages, 4]
         - this made it pretty easy to eliminate some transposes in
           propagate_fn (there were comments there seemingly contemplating
           this shape arrangement)
         - this feels a little more natural to me, too; in TFP we'd call the 4
           SEIR states components of the "event shape" of the system, and the
           nlads * nages part a "batch shape" (although one could reasonably
           also combine these together into one big matrix "event shape")
         - anyway, this allowed elimination of 3 transpose ops which makes for
           simpler code and avoids some memcpys
         - I also made an effort to update surrounding code to use the same data
           layout, but it seems like mcmc.py and covid_ode.py are broken right
           now anyway, due to other changes made in support of stochastic mode,
           so I couldn't confirm that my changes were sufficient.
       3. switch off XLA (which didn't yield any clear improvement, although
          it also didn't really hurt), and disable autograph (which tries to
          do things like rewrite python for loops into TF graph code but tends
          to produce less performant than manually optimized code like what
          I've done here)
      864fcf65
  32. 26 Mar, 2020 3 commits