Aki Vehtari

Aki Vehtari

@avehtari.bsky.social

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

6.7K followers276 following398 posts

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All four books I've co-authored are freely available online for non-commercial use: - Bayesian Workflow at avehtari.github.io/Bayesian-Wor... Links to other three books are in the quoted post 👇 (too many books to fit in one post!)

avehtari.github.ioBayesian Workflow book: Website – Bayesian Workflow bookWebsite for the Bayesian Workflow book by Gelman, Vehtari, McElreath, et al. — case studies, code, and exercises in R and Stan.
Aki Vehtari@avehtari.bsky.social

All three books I've co-authored are freely available online for non-commercial use: - #Bayesian Data Analysis, 3rd ed (aka BDA3) at stat.columbia.edu/~gelman/book/ - #Regression and Other Stories at avehtari.github.io/ROS-Examples/ - Active Statistics at avehtari.github.io/ActiveStatis...

Aki Vehtari reposted

After quite a long time sitting as a development package epidist is now on CRAN. It extends brms with a framework for epidemiological extensions.

Aki Vehtari reposted

Aki Vehtari reposted

How can we make Bayesian inference faster? 🎧 In Episode 167 @alex-andorra.bsky.social @paulbuerkner.com and Steve Bronder discuss amortized inference, neural posteriors, GPUs in Stan, and GPU-ready linear algebra. Recorded live at StanCon 2026 in Uppsala! 🔗 lnkd.in/dUTHWeq3 #BayesianStatistics

learnbayesstats.comAmortized Inference & GPUs for Stan -- Live at StanCon 2026Paul Bürkner and Steve Bronder, live at StanCon 2026, discuss amortized inference, likelihood-free models, GPU computing in Stan, and sum-to-zero constraints.

TIL that cran is "A measure of capacity for fresh herrings as caught; fixed by the Fisheries Board at 371/2 gallons (about 750 fish)." (Oxford English Dictionary).

Aki Vehtari reposted

Aki Vehtari reposted

Aki Vehtari reposted

Release of CmdStan 2.40, including new Stan Math, core Stan, and Stanc, is now available! Blog post with new features blog.mc-stan.org/2026/09/16/r... Highlights - integrate_1d_double_exponential, a variadic version of old integrate_1d - integrate_1d_gauss_kronrod, a different quadrature rule ...

blog.mc-stan.orgRelease of CmdStan 2.40We are very happy to announce that the 2.40.0 release of CmdStan is now available on Github! As usual, the release of CmdStan is accompanied by new releases of Stan Math, core Stan, and Stanc3. Thi…

"Recommendations for visual predictive checks in Bayesian workflow" published in Journal of Visualization and Interaction doi.org/10.54337/jov..., which is exciting also because this is our first Quarto html journal paper www.journalovi.org/2025-sailyno.... I wish more journals would adopt this!

doi.org Recommendations for visual predictive checks in Bayesian workflow | Journal of Visualization and Interaction
Aki Vehtari@avehtari.bsky.social

New paper Säilynoja, Johnson, Martin, and Vehtari, "Recommendations for visual predictive checks in Bayesian workflow" teemusailynoja.github.io/visual-predi... (also arxiv.org/abs/2503.01509)

Aki Vehtari reposted

I'm looking for doctoral students, postdocs and research fellows to work with on Bayesian Workflow. Flexible starting time

Aki Vehtari@avehtari.bsky.social

ELLIS Institute Finland PostDoc and doctoral student call is open (DL September 21, 2026). You can apply also to work with me on computational methods for Bayesian workflows www.ellisinstitute.fi/postdoc-and-...

A FAQ is what to do in case of high Pareto-k's with PSIS-LOO or PSIS-LOGO. In case of hierarchical models we can integrate out group specific parameters before PSIS. We investigated reliability of some alternative integration methods with the eventual goal of automating this arxiv.org/abs/2609.05713

I'm looking for doctoral students, postdocs and research fellows to work with on Bayesian Workflow. Flexible starting time

Aki Vehtari@avehtari.bsky.social

ELLIS Institute Finland PostDoc and doctoral student call is open (DL September 21, 2026). You can apply also to work with me on computational methods for Bayesian workflows www.ellisinstitute.fi/postdoc-and-...

Aki Vehtari reposted

Aki Vehtari reposted

Big news! 🎉 𝚖𝚊𝚛𝚐𝚒𝚗𝚊𝚕𝚎𝚏𝚏𝚎𝚌𝚝𝚜 1.0.0 for #Rstats is out. It’s a big number and it feels like a big step. I wrote a blog on the challenges of interpreting statistical models, SPEED, cool new features, the future, and a 5 year package development and writing odyssey. arelbundock.com/posts/margin...

Aki Vehtari reposted

Last year, I publicly complained multiple times (see e.g. elevanth.org/blog/2025/07...) that the open access movement had been captured by publishers, and we are now worse off than before open access. Well people got mad at me for saying it. But I think things are still getting worse.

Eric Schares@eschares.bsky.social

🚨Update: Our analysis of global APC expenditure has now been expanded to cover more publishers (7 -> 14) and more years (2019-2025). We estimate $15B in APCs paid over seven years, $3.7B in 2025 alone. Elsevier crosses the $1B threshold by itself in 2025. arxiv.org/abs/2608.16322 #ScholComm

Aki Vehtari reposted

When does“variance explained” actually mean causation? In our new preprint, Olli Saarela and I develop graph-based causal variance decompositions. The framework clarifies when components of an ordered variance decomposition have causal interpretations. arxiv.org/abs/2608.27140

arxiv.orgGraph-based causal variance decompositions: When "variance explained" means causationRecursive application of the law of total variance decomposes the marginal variance of an outcome into components attributed to explanatory variables and a residual component. The resulting decomposit...

Aki Vehtari reposted

In this special episode of Learning Bayesian Statistics, @alex-andorra.bsky.social is joined by Andrew Gelman, Aki Vehtari, and Richard McElreath to discuss Bayesian Workflow. From simulation and hierarchical pooling to causal inference, there’s a lot to unpack 🎧 lnkd.in/geX2QkxV #Bayesian

learnbayesstats.comBayesian Workflow - Gelman, Vehtari & McElreathAndrew Gelman, Aki Vehtari, and Richard McElreath discuss their new book on Bayesian workflow, reverse Bayes and hierarchical pooling.

Aki Vehtari reposted

Aki Vehtari reposted

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Bayesian Workflow book avehtari.github.io/Bayesian-Wor... case studies were already using the development version of bayesplot. Case studies using ppc_pit_ecdf(, method="correlated") and ppc_calibration() are Ch 17 Sleepstudy Ch 18 Nabiximols Ch 23 World cup Ch 24 Roaches Ch 28 Variable selection

avehtari.github.ioBayesian Workflow book: Website – Bayesian Workflow bookWebsite for the Bayesian Workflow book by Gelman, Vehtari, McElreath, et al. — case studies, code, and exercises in R and Stan.
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mcmc_areas(), mcmc_areas_ridges(), mcmc_dens(), mcmc_dens_chains(), and mcmc_dens_overlay() gain a bounds argument for bounded density estimation, as do their _data() companions and the PPC and PPD density functions by @visruth.com

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Aki Vehtari reposted

Watched Bob Carpenter's StanCon talk and decided the Stan stack deserved some love. PRs incoming to stan-math, stanc3, bridgestan + walnutpie: −15% walltime per gradient, a silent autodiff blowup on degenerate eigenvalues (ESS 29→411 when fixed), and a small pile of bugs 👀 :3 #rstats #stan

Given all the discussions about Laplace and Jacobians at StanCon, reminder also about my case study with simple visual illustrations users.aalto.fi/~ave/casestu...

users.aalto.fiLaplace method and Jacobian of parameter transformation – Aki Vehtari
Matthew Kay@mjskay.com

Given all the discussions about Jacobians at #StanCon today, the @mc-stan.org audience would appreciate that {ggdist} automatically applies the Jacobian adjustment when visualizing densities on transformed scales -- I should have demoed it in my talk! Sometimes useful when looking at priors...

Aki Vehtari reposted

Given all the discussions about Jacobians at #StanCon today, the @mc-stan.org audience would appreciate that {ggdist} automatically applies the Jacobian adjustment when visualizing densities on transformed scales -- I should have demoed it in my talk! Sometimes useful when looking at priors...

MC Stan@mc-stan.org

There is now StanCon 2026 Uppsala playlist www.youtube.com/playlist?lis... At the moment talks by @mjskay.com, @aseyboldt.bsky.social, @paulbuerkner.com, @charlesm993.bsky.social are up, and we'll keep uploading more during the week