4 papers
Scalable calibration of individual-based epidemic models through categorical approximations
Lorenzo Rimella, Nick Whiteley, Chris Jewell +2
Traditional compartmental models capture population-level dynamics but fail to characterize individual-level risk. The computational cost of exact likelihood evaluation for partial…
Approximating optimal SMC proposal distributions in individual-based epidemic models
Lorenzo Rimella, Christopher Jewell, Paul Fearnhead
Many epidemic models are naturally defined as individual-based models: where we track the state of each individual within a susceptible population. Inference for individual-based m…
Simulation Based Composite Likelihood
Lorenzo Rimella, Chris Jewell, Paul Fearnhead
Inference for high-dimensional hidden Markov models is challenging due to the exponential-in-dimension computational cost of calculating the likelihood. To address this issue, we i…
Hidden Markov Neural Networks
Lorenzo Rimella, Nick Whiteley
We define an evolving in-time Bayesian neural network called a Hidden Markov Neural Network, which addresses the crucial challenge in time-series forecasting and continual learning…