Index: McGough 2020 - Nowcasting by Bayesian Smoothing

McGough 2020 - Nowcasting by Bayesian Smoothing

Routing Summary

Full capture of McGough, Johansson, Lipsitch & Menzies (2020), PLoS Comput Biol 16(4): e1007735 (NobBS). 5 notes.

• Need the one-page paper summary and section map? → McGough 2020 - Nowcasting by Bayesian Smoothing - Overview
• Need reporting triangles, right truncation, chain ladder? → McGough 2020 - Reporting Triangle and Chain-Ladder Setup
• Need the NobBS likelihood, random walk, Dirichlet and other priors? → McGough 2020 - NobBS Model and Priors
• Need Tables 1-3, the log score, NobBS vs HH? → McGough 2020 - Evaluation Design and Results
• Need the hazard parameterisation, renewal equation or decision rule (E38/E90)? → Nowcasting Concepts - Delay Hazard Models and the Renewal Equation
• Need time-varying delays, moving windows, limitations? → McGough 2020 - Delay Dynamics, Moving Windows and Limitations

Concept Map

Concept	Note	Type	Depends On	Key Result
Reporting triangle, right truncation	McGough 2020 - Reporting Triangle and Chain-Ladder Setup	definition	Survival Analysis	$N_t={\sum }_d{n}_{t,d}$
NobBS model	McGough 2020 - NobBS Model and Priors	definition	chain ladder	${\lambda }_{t,d}=e^{{\alpha }_t}{\beta }_d$, RW on $\alpha$
Log score evaluation	McGough 2020 - Evaluation Design and Results	example	Proper Scoring Rules (CRPS, Log Score, Pinball Loss)	dengue rRMSE 0.464 vs 1.24
Window trade-off	McGough 2020 - Delay Dynamics, Moving Windows and Limitations	concept	NobBS model	$W=5$ rRMSE 7.38; $W\ge 12$ about 0.6

Notes

• McGough 2020 - Nowcasting by Bayesian Smoothing - Overview — CONTAINS: question, contribution, key result, Source Map, PyMC example link.
• McGough 2020 - Reporting Triangle and Chain-Ladder Setup — CONTAINS: triangle, truncation, chain ladder, data, worked triangle, PyMC sketch.
• McGough 2020 - NobBS Model and Priors — CONTAINS: observation model, priors, nowcast quantity, package defaults, Python simulation.
• McGough 2020 - Evaluation Design and Results — CONTAINS: metrics, binned log score, Tables 1-3.
• Nowcasting Concepts - Delay Hazard Models and the Renewal Equation — CONTAINS: concept note (no raw source) on discrete delay hazards, spurious wave end, renewal equation as triangular solve, decision call (E38, E90).
• McGough 2020 - Delay Dynamics, Moving Windows and Limitations — CONTAINS: delay-0 share, simulated ILI, window study, discussion.

Sources

• McGough 2020 - Nowcasting by Bayesian Smoothing

See Also

Gostic 2020 - Practical Considerations for Measuring Rt - Overview · Linear-Gaussian State-Space Models