[Turing.jl] Censored Values

Specific Domains Probabilistic programming
14

I played around with this a few months ago and had something working with the logpdf, the logcdf, and the logccdf. In the model function I brought in a variable named ‘censor’ related to what type of censoring (left/right). Something like this:

    for i = 1:length(years)
        if censor[i] == 0 # observed
            Turing.acclogp!(_varinfo, logpdf(Weibull(beta, eta), years[i]) * weights[i])
        elseif censor[i] == 1 # right censored
            Turing.acclogp!(_varinfo, logccdf(Weibull(beta, eta), years[i]) * weights[i])
        elseif censor[i] == -1 # left censored
            Turing.acclogp!(_varinfo, logcdf(Weibull(beta, eta), years[i]) * weights[i])
        end
    end

I’d check this blog post out for something similar with Stan:

https://ermeel86.github.io/case_studies/surv_stan_example.html

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