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Aki Vehtari

@avehtari@bayes.club
  • Open on bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer.

https://users.aalto.fi/~ave/

2540 Followers
249 Following
10 Posts
Joined November 03, 2022
Web page:
https://users.aalto.fi/~ave/
ORCID:
https://orcid.org/0000-0003-2164-9469
Bayesian Data Analysis 3rd ed:
https://www.stat.columbia.edu/~gelman/book/
Regression and Other Stories:
https://avehtari.github.io/ROS-Examples/

Posts

Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Mar 30, 2026
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

I'm looking for a post-doc to help organize Bayesian Data Analysis course https://avehtari.github.io/BDA_course_Aalto/Aalto2025.html (200 students) and to do research on Bayesian workflow https://users.aalto.fi/~ave/publications.html at Aalto University https://www.aalto.fi/en, Finland. Background in Bayesian topics needed. Up to five year contract possible.
Salary and occupational benefits are better than in academia in many other countries, and living costs are moderate. Finland is the world's happiest country 9th time in a row

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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Aug 27, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club
Replying to @rito@sigmoid.social
@rito@sigmoid.social Just tested, and it opens for me, so I don't know what to change
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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Aug 27, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club
Replying to @avehtari@bayes.club
The research would include collaboration, for example, with Andrew Gelman, @rlmcelreath@nerdculture.de, @paul_buerkner@fosstodon.org, and @mcmc_stan@bayes.club developer team and potential research visits with them
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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Aug 27, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

Apply for fully funded doctoral student position to work with me on Bayesian workflow, model selection, inference, and diagnostics!

Apply through a joint call https://fcai.fi/doctoral-program and choose me as the supervisor, and tell in the motivation letter why you want to work with me. DL Sep 9.

You can also ask me more about possible research topics and information how it is like to do doctoral studies at Aalto and in the Bayesian workflow group.

#Bayesian #phdPosition #doctoralprogram #phd

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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Aug 22, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

A bit more information about the forthcoming StanCon 2024 model selection tutorial in a Stan discourse post https://discourse.mc-stan.org/t/stancon-2024-model-selection-tutorial/36322

#Bayesian

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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Jul 16, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

`posterior` package (Tools for Working with Posterior Distributions) has new CRAN release which includes additional Pareto khat diagnostics support and corresponding vignette illustrating the use for diagnosing reliability of estimating any expectation with empirical mean https://mc-stan.org/posterior/articles/pareto_diagnostics.html

See other enchantments in the NEWS https://cran.r-project.org/web/packages/posterior/news/news.html

#bayes #mcmc #rstats

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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Mar 21, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club
Replying to @sethaxen@bayes.club
@sethaxen@bayes.club @mcmc_stan@bayes.club Pathfinder ran in realistic time with reasonable parameter estimates. Pareto khat is likely to be huge with 1M dimensions, even if the approximation would be close to true posterior (see Section 3.3 in PSIS paper). Bob is going to run MCMC, too, when he reported this had not yet done that.
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avehtari
Aki Vehtari @avehtari@bayes.club · Mar 18, 2024
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

Bob Carpenter told he had successfully used @mcmc_stan@bayes.club 's Pathfinder with "a big poli sci model with 1M latent parameters and 12M binary observations in 12 groups".

(For those who don't know Pathfinder yet, see https://jmlr.org/papers/v23/21-0889.html)

#Bayes

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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Nov 07, 2022
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club
Replying to @avehtari@bayes.club
The main ideas are by @modrak_m@fediscience.org, who has been using SBC a lot in his own work, and everyone else did great work, too! The term in the previous literature is “simulation-based calibration”; here we have added the word “checking” to emphasize that these methods do not themselves produce calibration; rather, they measure departure from calibration. The code is available in SBC package https://hyunjimoon.github.io/SBC/ and experiments are at https://github.com/martinmodrak/sbc_test_quantities_paper #rstats
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Open post
avehtari
Aki Vehtari @avehtari@bayes.club · Nov 07, 2022
Aki Vehtari
@avehtari@bayes.club

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. https://users.aalto.fi/~ave/

bayes.club

New paper "Simulation-Based Calibration Checking for #Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity" https://arxiv.org/abs/2211.02383 by @modrak_m@fediscience.org, Angie H. Moon, Shinyoung Kim, Paul Bürkner, Niko Huurre, Kateřina Faltejsková, Andrew Gelman, and I.

The main contributions are 1) data-dependent test quantities that can greatly improve the diagnostic sensitivity, and 2) several new proofs for the correctness of SBC, data-dependent quantities, and test quantity transformations

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