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Posts by Aki Vehtari

Tutorials – Stan Conference 2026

🔥 We’re pleased to announce two confirmed tutorials for #StanCon2026 🔥

_An introduction to applied Bayesian statistics with Stan_ — Mitzi Morris

_Bayesian model diagnostics: Workflows and software tools_ — Osvaldo Martin, Teemu Säilynoja, and Noa Kallioinen

More info: stancon2026.org/tutorials/

1 day ago 3 1 0 0
The Bayesian Workflow book is coming! | Statistical Modeling, Causal Inference, and Social Science

The Bayesian Workflow book is coming!
statmodeling.stat.columbia.edu/2026/04/16/t...

5 days ago 38 14 0 1
STAT 447 (2026) Guest Lecture by Vincent Arel-Bundock
STAT 447 (2026) Guest Lecture by Vincent Arel-Bundock YouTube video by Dirk Eddelbuettel

The great @eddelbuettel.com invited me to his STAT447 class at the University of Illinois.

If you'd like to hear me speak about the interpretation of statistical models in #RStats, using the {marginaleffects} 📦, check out the video!

www.youtube.com/watch?v=v3TX...

4 days ago 71 19 0 2
Occupancy Models for Automated Recording Unit (ARU) Data Bayesian (multispecies) occupancy models for ARU data using Stan.

occARU: Bayesian (multispecies) occupancy models for ARU data using @mc-stan.org. Automated recording units (ARUs) like camera traps produce rich time series which warrant going beyond occupancy and focusing on detection rates. 1/n

mhollanders.github.io/occARU/

6 days ago 8 4 1 0

Finally finished up a blog post on estimating Bradley–Terry models using brms.

www.m-flynn.com/posts/2025-1...

1 week ago 16 8 0 1

Some new work on (dynamic path length) Riemannian manifold HMC. RMHMC with a block-diagonal mass matrix admits an explicit (symmetric & reversible) integrator. We find the parameters of the sampler, including the hierarchical mass matrix using on-line adaptation.

1 week ago 14 2 1 0

For reasons that are certainly unrelated to grant applications, does anyone know of (ideally with some evidence) uses of tools I have contributed to (scoringutils, epinow2, epinowcast, epidist, primarycensored, episoon, epinow, censoreddistributions ...) from different parts of the world?

1 week ago 4 5 1 0
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Very excited to announce that the #BayesianWorkflow book by @statmodeling.bsky.social, @avehtari.bsky.social, @rmcelreath.bsky.social et al publishes in June! routledge.com/9780367490140 #RStats #DataScience #Bayesian

1 week ago 95 20 1 1
Simulation-Based Calibration Checking for Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity Simulation-based calibration checking (SBC) is a practical method to validate computationally-derived posterior distributions or their approximations. In this paper, we introduce a new variant of SBC to alleviate several known problems. Our variant allows the user to in principle detect any possible issue with the posterior, while previously reported implementations could never detect large classes of problems including when the posterior is equal to the prior. This is made possible by including additional data-dependent test quantities when running SBC. We argue and demonstrate that the joint likelihood of the data is an especially useful test quantity. Some other types of test quantities and their theoretical and practical benefits are also investigated. We provide theoretical analysis of SBC, thereby providing a more complete understanding of the underlying statistical mechanisms. We also bring attention to a relatively common mistake in the literature and clarify the difference between SBC and checks based on the data-averaged posterior. We support our recommendations with numerical case studies on a multivariate normal example and a case study in implementing an ordered simplex data type for use with Hamiltonian Monte Carlo. The SBC variant introduced in this paper is implemented in the SBC R package.

The choice of test quantities can matter, see doi.org/10.1214/23-B...

1 week ago 1 0 1 0
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Lauren continues to write fabulous papers a lot this. This was the other week arxiv.org/abs/2603.29134

1 week ago 23 5 1 1
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ArviZ now has built-in tools for prior & likelihood sensitivity analysis via power-scaling!

Instead of fitting multiple models with different priors, you fit once and use importance sampling to approximate the effect of perturbing the prior or likelihood.

2 weeks ago 14 6 1 0
Example gallery — arviz-plots dev documentation

ArviZ 1.0 brings a lot of new plotting functionality.

Check our gallery for a glimpse of what's new: python.arviz.org/projects/plo...

2 weeks ago 9 5 1 1

Amortized Bayesian Workflow

Chengkun LI, Aki Vehtari, Paul-Christian Bürkner et al.

Action editor: Tom Rainforth

https://openreview.net/forum?id=osV7adJlKD

#mcmc #generative #amortized

1 week ago 3 3 0 0

More details about the Bayesian Workflow book and case studies now available on the book web site avehtari.github.io/Bayesian-Wor... (but you still need to wait a bit for the book)

1 week ago 98 28 2 0

More details about the Bayesian Workflow book and case studies now available on the book web site avehtari.github.io/Bayesian-Wor... (but you still need to wait a bit for the book)

1 week ago 98 28 2 0
cover of the book "Bayesian Workflow" by Gelman, Vehtari, et al. Coming out later this year, in the summer probably.

cover of the book "Bayesian Workflow" by Gelman, Vehtari, et al. Coming out later this year, in the summer probably.

I would have preferred to have the "draw the rest of the owl" meme on the cover, but this will do. Seems like it is on schedule, and we'll leave some typos so you know we didn't write it with AI.

2 weeks ago 376 57 12 8
Screenshot of electric car charging app showing charged -312945,53kWh -109530,86€

Screenshot of electric car charging app showing charged -312945,53kWh -109530,86€

I was charging a rental car and I guess I should have stopped charging at this point for a big win? (Ladattu = Charged, Lopeta lataus = Stop charging)

2 weeks ago 5 0 0 0

New pre-print! I cover a range of open capture-recapture models (single survey/robust design, multistate/multievent, in (Cormack-)Jolly-Seber variants) in Stan, and provide efficient log likelihood functions. I also introduce a method to account for unequal survey intervals in the entry process.

2 weeks ago 12 7 1 0
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If you care about the accuracy of the models, you should care about the accuracy of the language used when talking about the models.

I blogged and will keep adding more to this blog post series

2 weeks ago 11 3 0 0
Bayesian Data Analysis course - Aalto 2025 – Bayesian Data Analysis course

I'm looking for a post-doc to help organize Bayesian Data Analysis course avehtari.github.io/BDA_course_A... (200 students) and to do research on Bayesian workflow users.aalto.fi/~ave/publica... at Aalto www.aalto.fi/en, Finland. Background in Bayes needed. Up to five year contract possible.

3 weeks ago 49 26 1 0
Looking for a postdoc to teach and develop Bayesian methods | Statistical Modeling, Causal Inference, and Social Science

Looking for a postdoc to teach and develop Bayesian methods
statmodeling.stat.columbia.edu/2026/03/31/l...

3 weeks ago 7 11 0 0

Salary and occupational benefits are better than in academia in many other countries, and living costs are moderate (not the cheapest country but also less expensive than big cities in many countries). Finland is the world happiest country 9th time in a row

3 weeks ago 7 0 1 0
Bayesian Data Analysis course - Aalto 2025 – Bayesian Data Analysis course

I'm looking for a post-doc to help organize Bayesian Data Analysis course avehtari.github.io/BDA_course_A... (200 students) and to do research on Bayesian workflow users.aalto.fi/~ave/publica... at Aalto www.aalto.fi/en, Finland. Background in Bayes needed. Up to five year contract possible.

3 weeks ago 49 26 1 0
Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM); however they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on ideas from the integrated nested Laplace approximation (INLA; Rue et al., 2009, J. R. Stat. Soc. Series B Stat. Methodol.) framework. We implement a simplified Laplace approximation that efficiently profiles the posterior density in each parameter direction while correcting for asymmetry, allowing for parametric skew-normal estimation of the marginals. Furthermore, we apply a variational Bayes correction to shift the marginal locations, thereby better capturing the posterior mass. Essential quantities, including factor scores and model-fit indices, are obtained via an adjusted Gaussian copula sampling scheme. For normal-theory SEM, this approach offers a highly accurate alternative to sampling-based inference, achieving near-'maximum likelihood' speeds while retaining the precision of full Bayesian inference.

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM); however they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on ideas from the integrated nested Laplace approximation (INLA; Rue et al., 2009, J. R. Stat. Soc. Series B Stat. Methodol.) framework. We implement a simplified Laplace approximation that efficiently profiles the posterior density in each parameter direction while correcting for asymmetry, allowing for parametric skew-normal estimation of the marginals. Furthermore, we apply a variational Bayes correction to shift the marginal locations, thereby better capturing the posterior mass. Essential quantities, including factor scores and model-fit indices, are obtained via an adjusted Gaussian copula sampling scheme. For normal-theory SEM, this approach offers a highly accurate alternative to sampling-based inference, achieving near-'maximum likelihood' speeds while retaining the precision of full Bayesian inference.

arXiv📈🤖
Approximate Bayesian Inference for Structural Equation Models using Integrated Nested Laplace Approximations
By Jamil, Rue

3 weeks ago 5 2 0 0
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Introducing ggauto: automating better charts – Nicola Rennie The ggauto package is an opinionated ggplot2 extension package that aims to help people make better charts by default. This blog post explains why it exists and how it works.

🎉 ggauto is now on CRAN 🎉

An #RStats package that selects better chart types, and provides more accessible styling for #ggplot2 plots 📊

Blog post explaining why I made it and how it works: nrennie.rbind.io/blog/introdu...

#DataViz

3 weeks ago 195 63 7 2
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Embracing Bayesian Methods in Clinical Trials This Perspective discusses the importance of the US Food and Drug Administration’s draft guidance on the use of bayesian methods in clinical trials because it underscores its commitment to modernizing...

Celebrating the draft FDA Bayesian guidance document with our perspective in @jama.com. Honored to co-author w/Jack Lee (MD Anderson), Lisa LaVange (past director of Office of Biostatistics FDA CDER&president of ASA),& my Bayesian inspiration Sir David Spiegelhalter jamanetwork.com/journals/jam...

4 weeks ago 53 14 2 1

Sara Hamis, John Forslund, Cici Chen Gu, Jodie A. Cochrane: A practical introduction to ODE modelling in Stan for biological systems https://arxiv.org/abs/2603.20343 https://arxiv.org/pdf/2603.20343 https://arxiv.org/html/2603.20343

4 weeks ago 6 1 0 0
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StanCon 2026 Workshop announcement: Bayesian Inference for Sparsity-Promoting and Edge-Preserving Priors in Probabilistic Programming We’re happy to share the second accepted workshop at StanCon 2026 in Uppsala, Sweden! Bayesian Inference for Sparsity-Promoting and Edge-Preserving Priors in Probabilistic Programming This workshop ...

We are happy to announce the second StanCon 2026 workshop:
🔥 Bayesian Inference for Sparsity-Promoting and Edge-Preserving Priors 🔥

More information on the workshop can be found here:
www.janglaubitz.com/stancon2026

More info on Stancon 2026 in Uppsala can be found here:
www.stancon2026.org

4 weeks ago 4 2 1 1
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Statistical Rethinking 2026 is done: 20 new lectures emphasizing logical and critical statistical workflow, from basics of probability theory to causal inference to reliable computation to sensitivity. It's all free, made just for you. Lecture list and links: github.com/rmcelreath/s...

4 weeks ago 598 193 11 11
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Setting up Emacs for Stan in 2026 It is easier than ever to set up Emacs for Stan development. Here’s a screen shot of the kind of thing you can expect: The entire init.el needed to get this behavior is below (excluding the theme,...

Improved Stan language support in Emacs by Brian Ward discourse.mc-stan.org/t/setting-up... and in Neovim by Andrew Mascioli discourse.mc-stan.org/t/setting-up...

1 month ago 10 3 0 0