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Posts by Charles Margossian

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Teresa Huang: Bridging Science and Machine Learning at Cosmic Scales Flatiron Institute Research Fellow Teresa Huang uses machine learning to help scientists improve models for scientific applications involving large datasets.

#FlatironCCM's Teresa Huang explores how symmetries and structure can reveal new insights into the universe, aiding discovery in everything from cosmology to the development of fusion energy. www.simonsfoundation.org/teresa-huang-bridging-sc...

1 month ago 5 2 0 0
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do mine eyes deceive me? a release date in the present year?

1 month ago 26 2 2 0
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StanCon 2026 is this August 17-21 in Upsala, Sweden πŸ‡ΈπŸ‡ͺ

www.stancon2026.org

⏰ Abstracts for contributed talks are due Feb 25

⏰ Abstracts for posters are due May 27

And just to be clear: Yes, StanCon is my favorite conference to attend!! Can't wait for this one!

2 months ago 9 3 0 1
**Part 1: From Bayesian inference to Bayesian workflow**

1. Bayesian theory and Bayesian practice
2. Statistical modeling and workflow
3. Computational tools
4. Introduction to workflow: Modeling performance on a multiple choice exam

**Part 2: Statistical workflow**

5. Building statistical models
6. Using simulations to capture uncertainty
7. Prediction, generalization, and causal inference
8. Visualizing and checking fitted models
9. Comparing and improving models
10. Statistical inference and scientific inference

**Part 3: Computational workflow**

11. Fitting statistical models
12. Diagnosing and fixing problems with fitting
13. Approximate algorithms and approximate models
14. Simulation-based calibration checking
15. Statistical modeling as software development

**Part 1: From Bayesian inference to Bayesian workflow** 1. Bayesian theory and Bayesian practice 2. Statistical modeling and workflow 3. Computational tools 4. Introduction to workflow: Modeling performance on a multiple choice exam **Part 2: Statistical workflow** 5. Building statistical models 6. Using simulations to capture uncertainty 7. Prediction, generalization, and causal inference 8. Visualizing and checking fitted models 9. Comparing and improving models 10. Statistical inference and scientific inference **Part 3: Computational workflow** 11. Fitting statistical models 12. Diagnosing and fixing problems with fitting 13. Approximate algorithms and approximate models 14. Simulation-based calibration checking 15. Statistical modeling as software development

**4. Case studies**

16. Coding a series of models: Simulated data of movie ratings
17. Prior specification for regression models: Reanalysis of a sleep study
18. Predictive model checking and comparison: Clinical trial
19. Building up to a hierarchical model: Coronavirus testing
20. Using a fitted model for decision analysis: Mixture model for time series competition
21. Posterior predictive checking: Stochastic learning in dogs
22. Incremental development and testing: Black cat adoptions
23. Debugging a model: World Cup football
24. Leave-one-out cross validation model checking and comparison: Roaches
25. Model building and expansion: Golf putting
26. Model building with latent variables: Markov models for animal movement
27. Model building: Time-series decomposition for birthdays
28. Models for regression coefficients and variable selection: Student grades
29. Sampling problems with latent variables: No vehicles in the park
30. Challenge of multimodality: Differential equation for planetary motion
31. Simulation-based calibration checking in model development workflow

**Appendices**

A. Statistical and computational workflow for Bayesians and non-Bayesians
B. How to get the most out of Bayesian Data Analysis

**4. Case studies** 16. Coding a series of models: Simulated data of movie ratings 17. Prior specification for regression models: Reanalysis of a sleep study 18. Predictive model checking and comparison: Clinical trial 19. Building up to a hierarchical model: Coronavirus testing 20. Using a fitted model for decision analysis: Mixture model for time series competition 21. Posterior predictive checking: Stochastic learning in dogs 22. Incremental development and testing: Black cat adoptions 23. Debugging a model: World Cup football 24. Leave-one-out cross validation model checking and comparison: Roaches 25. Model building and expansion: Golf putting 26. Model building with latent variables: Markov models for animal movement 27. Model building: Time-series decomposition for birthdays 28. Models for regression coefficients and variable selection: Student grades 29. Sampling problems with latent variables: No vehicles in the park 30. Challenge of multimodality: Differential equation for planetary motion 31. Simulation-based calibration checking in model development workflow **Appendices** A. Statistical and computational workflow for Bayesians and non-Bayesians B. How to get the most out of Bayesian Data Analysis

Bayesian Workflow by
Andrew Gelman, Aki Vehtari, @rmcelreath.bsky.social with @danpsimpson.bsky.social, @charlesm993.bsky.social, @yulingy.bsky.social, Lauren Kennedy, Jonah Gabry, @paulbuerkner.com, @modrakm.bsky.social, @vianeylb.bsky.social

(in production, estimated copy-editing time 6 weeks)

2 months ago 160 31 3 4
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β€œThere Are Two Possible Futures for American Science.” The Simons Foundation president talks about science philanthropy, the future of the research enterprise, and remaining hopeful.

Simons Foundation president David Spergel recently spoke to @issuesinst.bsky.social about the future of science philanthropy: issues.org/american-science-simons-... #science #math #philanthropy

3 months ago 8 4 0 0
What is β€œworkflow” and why is it important? | Statistical Modeling, Causal Inference, and Social Science

What is "workflow" and why is it important?

The latest blog post by Andrew Gelman: statmodeling.stat.columbia.edu/2026/01/08/w...

3 months ago 1 0 0 0

thank you for the excellent talk!

4 months ago 1 0 0 0
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πŸ‡ͺπŸ‡Έ This week I'm attending ICSDS (International Conference on Stats & Data Science) in Sevilla, Spain.

🀝 Looking forward to connecting with colleagues, old and new!

πŸ’‘On Wednesday, I'll give a talk on "Variational Inference in the Presence of Symmetry" at the 9 am session on Bayesian learning.

4 months ago 5 0 0 0
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Check out my poster today (Thurs) at 11am--2pm session. Exhibit Hall C,D,E Poster Location: #602

"Fisher meets Feynman: score-based variational inference with a product of experts" (NeurIPS spotlight)

with Robert Gower, David Blei, and Lawrence Saul
@flatironinstitute.org #NeurIPS2025

4 months ago 17 4 1 0
MSc and PhD programs in statistics at the University of British Columbia | Statistical Modeling, Causal Inference, and Social Science

... and a short blog post with some additional details.

🌎 statmodeling.stat.columbia.edu/2025/11/07/m...

5 months ago 2 1 0 0
Graduate Admissions | UBC Statistics

Details and Q&A for applications:
www.stat.ubc.ca/graduate-adm...

5 months ago 0 0 0 0
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Applications for the PhD and MSc programs in statistics at UBC are now open!

πŸ“† Deadline for PhD program is December 1st
πŸ“† Deadline for MSc program is January 5th

The department covers all areas of statistics and we have a lot of momentum in Bayesian computation!

5 months ago 10 5 2 0
Apply - Interfolio {{$ctrl.$state.data.pageTitle}} - Apply - Interfolio

Application for a postdoc research fellowship in computational mathematics at the Flatiron Institute in New York are now open!

apply.interfolio.com/173401

πŸ“† Deadline is December 1st.

πŸ”­ This is an excellent place to do research at the interface of ML, stats and the natural sciences.

7 months ago 1 1 1 0

I also like to describe this paper as a discussion on what is the best circle to approximate an ellipse :)

🧡 4/4

7 months ago 0 0 0 0
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This paper contributes to the foundational theory of VI, and dives deep into both conceptual and practical questions such as: How do we measure uncertainty in high-dimensions? How should we measure discrepancy between probability distributions?

🧡 3/

7 months ago 0 0 1 0

The two main results of the paper are:
1️⃣ An impossibility theorem that shows that any factorized (mean-field) approximation of VI can at beast learn one of three measures of uncertainty
2️⃣ An ordering of divergences used as objectives for VI based on the uncertainty in their approximation.

🧡 2/

7 months ago 0 0 1 0
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My paper with Loucas Pillaud-Vivien and Lawrence Saul, β€œVariational Inference for Uncertainty Quantification: An Analysis of Trade-offs”, has been accepted for publication in the Journal of Machine Learning Research.

πŸ“ƒ arxiv.org/abs/2403.13748

🧡 1/

7 months ago 16 5 1 0
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Release of CmdStan 2.37 We are very happy to announce that the 2.37.0 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…

Stan v2.37 has been released!

blog.mc-stan.org/2025/09/02/r...

7 months ago 1 1 0 0
Charles Margossian Joins the UBC Department of Statistics | UBC Statistics

Yes, in principle, I start at UBC Statistics today. But right now, I'm running around the Frankfurt airport to catch my flight to Vancouver .... πŸƒβ€β™‚οΈπŸ§³βœˆοΈ

www.stat.ubc.ca/news/charles...

8 months ago 3 0 0 0
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GitHub - flatironinstitute/stan-playground: Run Stan models in the browser Run Stan models in the browser. Contribute to flatironinstitute/stan-playground development by creating an account on GitHub.

πŸ’» This was also my first time using Stan playground (github.com/flatironinst...) to teach a class! Thank you Brian Ward for creating this tool and helping me set it up for the class!

8 months ago 9 5 0 0

πŸ“” My course: "Bayesian Statistics: a practical introduction." We covered Bayesian models (priors and likelihoods), Markov chain Monte Carlo and uncertainty aware cross-validation. Most of our discussion was motivated by an example from epidemiology.

8 months ago 2 0 1 0
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Earlier this month, I taught at the summer school on "cryptography, statistics and machine learning" (mathschool.ysu.am) hosted by Yerevan State University in Armenia πŸ‡¦πŸ‡²

πŸ™ Thank you to the organizers for putting together such a wonderful event! I truly enjoyed interacting with the students.

8 months ago 7 1 1 0

πŸ‘¨β€πŸ’» Credit also to Brian Ward and Steve Bronder for their contribution to the C++ implementation and integration with the Stan ecosytem. (From what I understand, WALNUTS is not part of the next Stan release but you can use it on models written in Stan!!)

9 months ago 0 0 0 0
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New manuscript by Nawaf Bou-Rabee, Bob Carpenter, Tore Kleppe and Sifan Liu on the WALNUTS algorithm which improves of the NUTS sampler by introducing a locally adaptive step size.

πŸ“œ Paper: arxiv.org/pdf/2506.18746
πŸ’» Code: github.com/bob-carpente...

9 months ago 13 6 2 0

πŸ‡ΈπŸ‡¬ Next stop: Singapore for BayesComp'25 (bayescomp2025.sg) The organizers put together a wonderful program!

I'll be:
πŸͺ‘ chairing the session on "Parallel comp for MCMC"
πŸŽ™οΈ speaking at the session on "Advances in VI"

Looking forward to meeting researchers and catching up with colleagues.

10 months ago 8 2 0 0
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Research opportunity for a graduate student in ecology 🌳 at UBC πŸ‡¨πŸ‡¦ with Lizzie Wolkovich and the Temporal Ecology lab (temporalecology.org).

πŸ“ Apply here: temporalecology.org/joining-the-... by July 1st 2025!

The abstract sounds fascinating (see attached).

10 months ago 0 2 0 0
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CmdStan & Stan 2.37 release candidate I am happy to announce that the latest release candidates of CmdStan and Stan are now available on Github! This release cycle brings the embedded Laplace approximation, a sum-to-zero matrix type, new...

πŸ§‘β€πŸ’» Candidate release for Stan 2.37 is out: discourse.mc-stan.org/t/cmdstan-st.... Lots of exciting features to try out, including:
- embedded/integrated Laplace approximation
- new constrained types (e.g. sum_to_zero_matrix)
- built-in constraint transformations exposed

10 months ago 3 1 0 0
Taking our Models Seriously (my talk at StanBio Connect, this Friday 9am) | Statistical Modeling, Causal Inference, and Social Science

Taking our Models Seriously (my talk at StanBio Connect, this Friday 9am)
statmodeling.stat.columbia.edu/2025/05/27/t...

10 months ago 4 2 0 0
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πŸ™This award is this much more meaningful to me in that it celebrates my collaboration with the amazing Lawrence Saul (users.flatironinstitute.org/~lsaul/).

11 months ago 0 0 0 0

πŸ’‘We provide theory on VI's ability to recover certain statistics, despite misspecification---that is in settings where we do NOT drive the KL-divergence to 0.

πŸ‘‰ VI is provably good at recovering the mean and correlation matrix.

11 months ago 0 0 1 0