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Aki Vehtari

@avehtari.bsky.social
6.7K followers 272 following 396 posts

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. users.aalto.fi/ave

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Reposted by Aki Vehtari
MC Stan @mc-stan.org · 17/09/2026
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.org
Release of CmdStan 2.40
We 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…
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Aki Vehtari @avehtari.bsky.social · 16/09/2026
"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
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Aki Vehtari @avehtari.bsky.social · 08/09/2026
I'm looking for doctoral students, postdocs and research fellows to work with on Bayesian Workflow. Flexible starting time
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Martin Modrák @modrakm.bsky.social · 14/09/2026
I will be looking for a PhD student in Bayesian statistics (in collaboration with Paul Bürkner), located in Prague. Forward to students if you have somebody who could be interested. www.martinmodrak.cz/grammo-call/
martinmodrak.cz
Grammo - Let's Research Bayes!
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Aki Vehtari @avehtari.bsky.social · 09/09/2026
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
Title: Approximating Bayesian leave-one-group-out cross-validation
Authors: Anna Elisabeth Riha, Svenja Jedhoff, Paul-Christian Bürkner, Aki Vehtari
Abstract: When data are grouped, hierarchical or multilevel models are commonly used to account for group-level variation with group-specific parameters. Leave-one-group-out cross-validation (LOGO-CV) is a suitable tool for evaluating predictive performance for new groups, providing an estimator of the expected log predictive density (elpd). Brute-force LOGO-CV requires one model refit per held-out group, often using computationally expensive inference algorithms such as MCMC. This is costly, particularly for large numbers of groups or complex model structures. Commonly used importance sampling approximations, intended to reduce this cost, tend to fail because the group-specific parameters of the held-out group must be integrated out. We identify two key challenges in LOGO-CV elpd estimation: approximating the LOGO posterior and computing the grouped marginal likelihood. We compare 11 strategies, including 5 newly proposed, to address them. Among others, we combine Pareto-smoothed importance sampling or adaptive importance sampling with integration techniques such as Laplace approximation, adaptive Gauss-Hermite quadrature, and bridge sampling. We evaluate these strategies in both simulation experiments and real-world case studies, which show that marginalising over the group-specific parameters substantially improves the reliability of the importance sampling approaches.
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Juha Karvanen @juhakarvanen.bsky.social · 09/09/2026
New paper in JMLR with Otto Tabell and Santtu Tikka: “Clustering and Pruning in Causal Data Fusion.” We derive conditions for reducing causal graphs while preserving conclusions about identifiability and non-identifiability. www.jmlr.org/papers/v27/2...
Three causal diagrams illustrating graph reduction. The first shows the original causal graph, the second shows a pruned graph after irrelevant variables are removed, and the third shows a clustered graph in which three variables are combined into one node labeled T.
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Aki Vehtari @avehtari.bsky.social · 08/09/2026
I'm looking for doctoral students, postdocs and research fellows to work with on Bayesian Workflow. Flexible starting time
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Jarno Vanhatalo @jarnovanhatalo.bsky.social · 08/09/2026
During the many long term ecological change projects in @rececochange.bsky.social, we have concretely learned how important long term data are. Here some thoughts on the topic 👇 Long-Term Community Data Reveal Ecological and Evolutionary Phenomena - www.annualreviews.org/content/jour...
annualreviews.org
Long-Term Community Data Reveal Ecological and Evolutionary Phenomena
Resolving the ecological and evolutionary processes affecting biodiversity requires long-term community data. By separating short-term variability from directional change and by revealing lags spannin...
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Aki Vehtari @avehtari.bsky.social · 07/09/2026
Xiang Ye's excellent Stan case studies for 1) new priors for circular distributions xiangyestats.github.io/directional-..., 2) and new models for circular targets xiangyestats.github.io/directional-... 3) and circular covariates xiangyestats.github.io/directional-... Links to papers included
xiangyestats.github.io
Penalized Complexity Priors for Circular Distributions
Construct and calibrate PC priors for von Mises concentration, with circular-uniform and point-mass base models.
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Aki Vehtari @avehtari.bsky.social · 04/09/2026
As non-native English speaker from Finland it was interesting to test this, but I'm not surprised by the result
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Vincent Arel-Bundock @vincentab.bsky.social · 04/09/2026
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...
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Richard McElreath 🐈‍⬛ @rmcelreath.bsky.social · 02/09/2026
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.
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Jarno Vanhatalo @jarnovanhatalo.bsky.social · 02/09/2026
We made a systematic comparison of contemporary remote sensing techniques (RS) and species distribution modelling (SDM) in predicting spatial distribution of coastal habitats in seven European marine areas. www.sciencedirect.com/science/arti... 1/3
sciencedirect.com
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ELLIS Institute Finland @ellisinstitute.fi · 21/08/2026
Now #hiring: postdocs and PhD students in AI & machine learning research. Deadline Sept. 21, 2026. - Cutting-edge computational resources like @lumi-supercomputer.eu - Close collaboration with @ellis.eu network - Ambitious, high-impact projects across Finland www.ellisinstitute.fi/postdoc-and-...
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Visruth Srimath Kandali @visruth.com · 01/09/2026
`stanflow` v0.2.0 is out! `stanflow` is a metapackage a la `tidyverse` to provide a convenient way to install and manage #rstats Stan packages. The package is still in early stages; as such, if you want some features they can probably be added! Stan forum: discourse.mc-stan.org/t/stanflow-v...
discourse.mc-stan.org
`stanflow` v0.2.0 is out
It’s been a while, but stanflow v0.2.0 has just been released by @Visruth. stanflow is a metapackage a la tidyverse to provide a convenient way to install and manage R Stan packages. (See Soft relea...
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Juha Karvanen @juhakarvanen.bsky.social · 01/09/2026
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.org
Graph-based causal variance decompositions: When "variance explained" means causation
Recursive 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...
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Pierre-Simon Laplace @learnbayesstats.bsky.social · 31/08/2026
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.com
Bayesian Workflow - Gelman, Vehtari & McElreath
Andrew Gelman, Aki Vehtari, and Richard McElreath discuss their new book on Bayesian workflow, reverse Bayes and hierarchical pooling.
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Osvaldo Martin @aloctavodia.bsky.social · 31/08/2026
We need reviewers for our submission to the Journal of Open Source Education. Our resource focuses on MCMC convergence, model checking, comparison, etc all powered by ArviZ. This is the issue where you can volunteer: github.com/openjournals...
github.com
[PRE REVIEW]: Exploratory Analysis of Bayesian Models · Issue #289 · openjournals/jose-reviews
Submitting author: @aloctavodia (Osvaldo Martin) Repository: https://github.com/arviz-devs/EABM Branch with paper.md (empty if default branch): Version: v0.2.0 Editor: Pending Reviewers: Pending Ma...
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Jarno Vanhatalo @jarnovanhatalo.bsky.social · 31/08/2026
In our latest study we show that Baltic Sea pelagic fish communities have changed their distribution over the past 17 years, consistent with projected climate-driven salinity reductions 👇 Community-level modelling of pelagic fish assemblages... academic.oup.com/icesjms/arti... 1/3
academic.oup.com
Community-level modelling of pelagic fish assemblages in the Baltic Sea reveals temporal shifts and effects of environmental drivers
Abstract. The Baltic Sea is characterised by strong environmental gradients that shape its biodiversity and community structure. Despite a well-established
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Aki Vehtari @avehtari.bsky.social · 26/08/2026
bayesplot R package 1.16.0 now in CRAN! This release has quite a lot of new functionality and other improvements. Below are some highlights. For more detailed release notes that cover additional improvements and bug fixes see Changelog mc-stan.org/bayesplot/ne...
mc-stan.org
Changelog
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Reposted by Aki Vehtari
Maximilian Scholz @scholzmx.bsky.social · 23/08/2026
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
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Aki Vehtari @avehtari.bsky.social · 21/08/2026
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.fi
Laplace method and Jacobian of parameter transformation – Aki Vehtari
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Victor Van der Meersch @vvandermeersch.bsky.social · 20/08/2026
Had a wonderful time at StanCon in Uppsala! Glad to connect with such a thriving Bayesian community. Many thanks to the organizers for putting together this cool event
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Matthew Kay @mjskay.com · 20/08/2026
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...
A lognormal distribution on the original scale and then on a log scale, showing how its shape is transformed (and is Normal on the log scale).A normal distribution on the original scale and then on an inverse-logit scale, showing how its shape is transformed.
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Charles Margossian @charlesm993.bsky.social · 21/08/2026
As of v2.39, Stan (@mc-stan.org) provides an embedded Laplace approximation for fitting latent Gaussian models. Thanks to the tremendous effort by Steve Bronder, @avehtari.bsky.social, @brianward.dev, and many others. 📽️ www.youtube.com/watch?v=DDTP... 🧵 1/
youtube.com
Charles Margossian - Embedded Laplace Approximation in Stan. StanCon 2026
YouTube video by Stan
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Aki Vehtari @avehtari.bsky.social · 21/08/2026
StanCon 2026 tutorial "Bayesian model diagnostics: Workflows and software tools" by Noa Kallioinen, @teemusailynoja.bsky.social and @aloctavodia.bsky.social is available online n-kall.github.io/stancon2026/
n-kall.github.io
Bayesian model diagnostics: Workflows and software tools
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Aki Vehtari @avehtari.bsky.social · 21/08/2026
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-...
ellisinstitute.fi
Postdoc and doctoral student positions at ELLIS Institute Finland | ELLIS Institute Finland
Call for postdocs and doctoral students in artificial intelligence and machine learning
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Aki Vehtari @avehtari.bsky.social · 21/08/2026
And we have a new Stan contributor John Ashley Burgoyne who submitted his first PR github.com/stan-dev/mat... during the hackathon!
github.com
Aligned normal_lccdf and std_normal_lccdf with the lcdf functions by jaburgoyne · Pull Request #3363 · stan-dev/math
Summary This pull request addresses #1284 by updating normal_lccdf and std_normal_lccdf to call normal_lcdf and std_normal_lcdf with the signs of x and mu reversed. Tests The tests have been update...
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Aki Vehtari @avehtari.bsky.social · 21/08/2026
Stan hackathon in progress
Photo of a classroom with people working on their laptops
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Aki Vehtari @avehtari.bsky.social · 20/08/2026
I forgot to post this yesterday. To counterbalance all sitting in a lecture hall at StanCon, we played football with a lot of divergent passes and shots
Photo of people on football court. One player is wearing StanCon 2026 Uppsala t-shirt
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Aki Vehtari @avehtari.bsky.social · 20/08/2026
StanCon 2026 has been awesome! The talks are online, but it's been great to also have many discussions in person!
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Mattias Villani @matvil.bsky.social · 20/08/2026
The StanCon2026 conference on probabilistic programming for Bayes in Uppsala is over. Very positive experience with interesting talks, a large poster session and social activities. And some HMC updates to modernize the Bayesian Songbook! All talks are on YouTube: youtube.com/playlist?lis...
youtube.com
StanCon 2026 Uppsala - YouTube
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Sean Pinkney @spinkney.bsky.social · 20/08/2026
Stancon26 talk about a surprising discovery I had that Bayesian hierarchical models can be made equivalent in distribution to frequentist estimates, giving new insight into hierarchical models and faster inference. Upcoming paper with Nikolai Vetr youtu.be/lHXav9KIEIU?...
youtu.be
Sean Pinkney - Population Effects in Hierarchical Models using Sum-to-Zero Constraints. StanCon 2026
YouTube video by Stan
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Aki Vehtari @avehtari.bsky.social · 19/08/2026
Two StanCon 2026 talks related to papers I've co-authored - Charles Margossian: Embedded Laplace Approximation in Stan www.youtube.com/watch?v=DDTP... - Anna Elisabeth Riha: To select or not to select - predictively consistent priors instead of model selection www.youtube.com/watch?v=9wqb...
youtube.com
Charles Margossian - Embedded Laplace Approximation in Stan. StanCon 2026
YouTube video by Stan
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Aki Vehtari @avehtari.bsky.social · 19/08/2026
Revised version of "Bridge sampling diagnostics" with Giorgio Micaletto arxiv.org/abs/2508.14487 - extended experiments with reference values - better diagnostic for estimate reliability - new hybrid score-matching proposal significantly improving the stability of the estimator 1/4
Abstract:
In Bayesian statistics, the marginal likelihood is used for model selection and averaging, yet it is often challenging to compute accurately for complex models. Approaches such as bridge sampling, while effective, suffer from high variance when the proposal distribution overlaps poorly with the target posterior. To quantify this variance, we present a closed-form Monte Carlo standard error (MCSE) estimator for bridge sampling, extending classical variance approximations with a multi-chain effective-sample-size correction for autocorrelated MCMC draws and an exact log-scale variance. We show that the MCSE estimate itself is structurally capped at about 1.05, so values near this cap signal saturation rather than precision, and our calibration experiments show that the MCSE can be trusted when it is below 0.3. Furthermore, we introduce a hybrid score-matching proposal that regularizes the sample covariance using the local posterior geometry, significantly improving the stability of the estimator, and we demonstrate the efficacy of these methods using increasingly difficult simulated posteriors and real posteriors from the posteriordb database.
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MC Stan @mc-stan.org · 18/08/2026
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
youtube.com
StanCon 2026 Uppsala - YouTube
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Aki Vehtari @avehtari.bsky.social · 18/08/2026
As an Aalto postdoc @mansmag.bsky.social helped organizing StanCon 2018 Helsinki, and now he is one of the main organizers of StanCon 2026 Uppsala!
A photo of two men with StanCon t-shirts for StanCon 2018 Helisnkin and StanCon 2026 Uppsala
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Aki Vehtari @avehtari.bsky.social · 18/08/2026
@mjskay.com starting the StanCon 2026 talks with "Systematic uncertainty visualization design (and its foundation in probabilistic models)" All talks are recorded and will be made available after the conference
Photo of a person in front of a lecture hall
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Aki Vehtari @avehtari.bsky.social · 17/08/2026
@florencebockting.bsky.social starting the StanCon 2026 tutorial: "Contributing to Stan: A Developer’s Guide to the Core, Interfaces, and First Contributions" to be followed later by @brianward.dev and @bronder.deals
Photo of a small lecture auditorium
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Aki Vehtari @avehtari.bsky.social · 13/08/2026
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.io
Bayesian Workflow book: Website – Bayesian Workflow book
Website for the Bayesian Workflow book by Gelman, Vehtari, McElreath, et al. — case studies, code, and exercises in R and Stan.
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Aki Vehtari @avehtari.bsky.social · 13/08/2026
BayesComp 2027 mirror in France!
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ArviZ @arviz.bsky.social · 11/08/2026
ArviZ 1.3 has been released! 🎉 python.arviz.org/en/latest Check out the highlights 👇
python.arviz.org
ArviZ: Exploratory analysis of Bayesian models
Rank ECDF Diagnostic along the posterior’s KDE using plot_rank_dist https://arviz-plots.readthedocs.io/en/stable/api/generated/arviz_plots.plot_rank_dist.html Forest Plot with ESS using plot_forest...
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MC Stan @mc-stan.org · 11/08/2026
Call for StanCon 2027+ If you think you would like to organize the next StanCon (after Uppsala), click the link and read more! discourse.mc-stan.org/t/call-for-s...
discourse.mc-stan.org
Call for StanCon 2027+
We are looking for volunteers to organize the next StanCons for 2027 (and beyond!) If you are interested in making a proposal (or even just discussing the possibility of making one), please consider ...
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Måns Magnusson @mansmag.bsky.social · 06/08/2026
Final day to register for StanCon 2026: 10th of August! Looking forward to a great conference! discourse.mc-stan.org/t/final-day-...
discourse.mc-stan.org
Final day to register for StanCon 2026 the 10th of August (AoE)
Hi all! Also, the 10th of August (AoE) is the final deadline to register for StanCon 2026. After that we will need to set the final participation list for the practicalities of the conference. The p...
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Andrew Gelman et al. @statmodeling.bsky.social · 04/08/2026
Walnutpie version 0.0.1 Released statmodeling.stat.columbia.edu/2026/08/04/w...
statmodeling.stat.columbia.edu
Walnutpie version 0.0.1 Released | Statistical Modeling, Causal Inference, and Social Science
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Significance magazine @significancemag.bsky.social · 30/07/2026
Known as the "saviour of mothers", Ignac Semmelweis pioneered handwashing in hospitals, saving countless lives. Can we apply modern statistical techniques to his own data? New and free to read: buff.ly/4NUSgLc
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Matthijs Hollanders @matthollanders.bsky.social · 01/08/2026
Anyone ever use the geometric Poisson distribution? If I've implemented it correctly in Stan, it's giving me better fits than negative binomial according to PSIS-LOO-CV with a big count occupancy model.
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Julia M. Rohrer @dingdingpeng.the100.ci · 30/07/2026
New blog post! Odds ratios are...a bit weird. Here I explain two problems (interpretation, non-collapsibility) and provide some simple recommendations for improved reporting. www.the100.ci/2026/07/30/r...
the100.ci
Reviewer notes: Odds ratios are really odd
When psychological researchers investigate binary outcomes, they routinely report odds ratios to quantify the strength of an effect or an association. This is quite understandable given that psycholog...
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Richard McElreath 🐈‍⬛ @rmcelreath.bsky.social · 29/07/2026
For examples of the priorsense package in use, see e.g. chapter 17 case study ("sleep study") from the Bayesian Workflow website: avehtari.github.io/Bayesian-Wor...
figure 10 from the linked page, showing prior sensitivity checks for three parameters
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Aki Vehtari @avehtari.bsky.social · 29/07/2026
priorsense R package has now JOSS paper "priorsense: Efficient prior and likelihood sensitivity checks for Bayesian models in R" you can cite, too doi.org/10.21105/jos... with Noa Kallioinen, Topi Paananen, and @paulbuerkner.com priorsense achieved also a gold badge from @ropensci.org review!
doi.org
priorsense: Efficient prior and likelihood sensitivity checks for Bayesian models in R
Kallioinen et al., (2026). priorsense: Efficient prior and likelihood sensitivity checks for Bayesian models in R. Journal of Open Source Software, 11(123), 11036, https://doi.org/10.21105/joss.11036
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