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Implement a DataUpdateCallback
#287
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Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## main #287 +/- ##
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- Coverage 93.41% 92.87% -0.54%
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Files 36 40 +4
Lines 1685 1810 +125
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This PR implementents a
DataUpdateCallback
, which can be used to update the ODE solution on some external data. It can also compute the log-likelihood of the data, which in turn can be used for parameter inference.Together with the PN data likelihood that we implemented in #281 (which can be accessed with
sol.log_likelihood
) this can be used to implement the recently proposed DALTON method (https://arxiv.org/abs/2306.05566), which could be a nice alternative to Fenrir.jl, according to the paper in particular for chaotic systems.Things to do in this PR:
DataUpdateCallback
EK0
andEK1
)update!
that is called in the DataLikelihoodCallback needs to consider the non-zero observation noise! Currently this is not handled properly.