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Allow posterior prediction to extend state-centered temporal processes beyond the fitted time horizon. - #888
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🟡 Changes recommended
The unrelated repository instruction file should be removed or explicitly documented and reviewed as part of this PR.
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Pull request overview
Enables state-centered temporal processes to extend posterior forecasts beyond fitted horizons.
Changes:
- Reimplemented state transitions with NumPyro
scan. - Added replay, extension, terminal-carry, and parity tests.
- Preserved state-distribution exports and added repository guidance.
File summaries
| File | Description |
|---|---|
pyrenew/latent/temporal_processes.py |
Implements time-leading scanned state transitions. |
test/test_temporal_processes.py |
Tests state replay and forecast extension. |
pyrenew/latent/__init__.py |
Preserves state-distribution exports. |
AGENTS.md |
Adds unrelated repository-wide contributor guidance. |
Review details
- Files reviewed: 4/4 changed files
- Comments generated: 1
- Review effort level: Balanced
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #888 +/- ##
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+ Coverage 98.79% 98.82% +0.02%
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Files 59 58 -1
Lines 2240 2124 -116
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- Hits 2213 2099 -114
+ Misses 27 25 -2
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dylanhmorris
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A couple key things.
…into mem_issue_886_post_pred
@dylanhmorris - all requested changes made. |
dylanhmorris
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Thanks @cdc-mitzimorris. Please reconcile merge conflicts with main so there's no AGENTS.md in this diff.
Longer term we may wish to think about a full refactor of how we handle processes (as PyRenew base RVs vs NumPyro distributions vs TemporalProcess wrappers of PyRenew base RVs. But I think we should land this to unblock you.
This PR lets users can select either parameterization and get the same forecast-horizon behavior:
Changes made:
Files changed: