Speaker: Thomas Wiecki
Title: The Bayesian Workflow: Building a COVID-19 Model (Part 2)
Video: • The Bayesian Workflow:...
Event description:
In this tutorial we will build a COVID-19 model from scratch.
Discourse Discussion
discourse.pymc.io/t/the-bayes...
Timestamps
00:00 Intro - Motivation for Generative Models in Bayesian Statistics
00:50 Agenda
01:08 Addressing Limitations of previous model using Rt
01:31 Current Rt model in use from rt.live
02:38 Delay effects on Rt we should take into account
03:06 Effects of Tracking lockdowns, mask use and social distancing on Rt
03:45 The generative model
04:21 Dataset - US new daily cases
04:42 Build a generative model using a recursive function for new cases
06:03 Translate the recursive loop into a pymc object with theano.scan
07:06 Instantiate model and set parameters
10:33 Follow the bayesian workflow
11:25 Time varying reproduction
12:28 Select prior with time-varying factor (random walk process)
14:41 Update model with new prior
16:00 Prior and Posterior predictive results
17:23 Taking infection delay into account - generation time distribution
18:00 Modeling of generation time distribution of covid 19
19:03 Convolution definition
20:38 Updating generative process model with a convolution
21:50 Prior and Posterior predictive results
23:18 Compare models
23:49 The number of infected - onset delay distribution
24:50 Update model with onset delay effect
26:26 Prior and Posterior predictive results
27:28 Adjusting for number of tests performed
29:35 Results discussion
30:05 Conclusion / Final remarks
Speaker bio:
- Thomas is the founder of PyMC Labs, a Bayesian consulting firm.
- PyMC author
- PhD on computational cognitive neuroscience from Brown University
- Former VP of data science and head of research at Quantopian Inc: building a team of data scientists to build a hedge fund from a pool of 300k crowd researchers.
- Recognized public speaker: keynotes at the Open Data Science Conference (ODSC) & TACC as well as talks at Strata Hadoop & AI, Newsweek AI conference, and various PyData conferences around the world
- Runs a data science podcast, blogs about Bayesian statistics, and is an avid Twitter personality.
- Data scientist to follow of the year 2015, ODSC Open Source award 2018.
Speaker info:
-Website: twiecki.io
-GitHub: github.com/twiecki
-Twitter: / twiecki
-LinkedIn: / thomas-wiecki-46339244
Part of PyMCon2020.
More details at www.pymcon.com
#bayesian #statistics #covid19
30 июн 2024
