I just discovered the notebook Estimating_COVID_19_in_11_European_countries, in which you also seem to be involved, and the corresponding paper it is based on. This is fascinating, this is exactly one of the directions in which we wanted to continue our research, and I think you already solved at least one of the problems that I am having right now with the heaviness of tails of some lognormal distributions by using a tfb.SinhArcsinh bijection. I am thinking right now whether to switch to tensorflow probability. My hierarchical models in PyMC3 are also running 1-2 hours and a running time in the range of minutes would help a lot…
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