Sign in

Aki Vehtari

@avehtari.bsky.social
6.7K followers 274 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

PostsRepliesMedia
Reposted by Aki Vehtari
Andrew Gelman et al. @statmodeling.bsky.social · 06/10/2026
Hey—we’re hiring two postdocs! statmodeling.stat.columbia.edu/2026/10/06/h...
statmodeling.stat.columbia.edu
Hey—we’re hiring two postdocs! | Statistical Modeling, Causal Inference, and Social Science
1105
Reposted by Aki Vehtari
Andrew Gelman et al. @statmodeling.bsky.social · 05/10/2026
Bayesian Workflow code is at the Bayesian Workflow website! statmodeling.stat.columbia.edu/2026/10/05/b...
statmodeling.stat.columbia.edu
Bayesian Workflow code is at the Bayesian Workflow website! | Statistical Modeling, Causal Inference, and Social Science
0191
Reposted by Aki Vehtari
Noa Kallioinen @n-kall.bsky.social · 01/10/2026
priorsense: an R package for prior and likelihood sensitivity checks v1.4.0 is now on CRAN News: - joined the @mc-stan.org project. Docs at mc-stan.org/priorsense and dev at github.com/stan-dev/pri... - reviewed by @ropensci.org - paper in @joss-openjournals.bsky.social - more vignettes
mc-stan.org
Prior Diagnostics and Sensitivity Analysis
Provides functions for prior and likelihood sensitivity analysis in Bayesian models. Currently it implements methods to determine the sensitivity of the posterior to power-scaling perturbations of the...
1287
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…
13116
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
0276
Reposted by Aki Vehtari
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
02115
Reposted by Aki Vehtari
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!
03324
Aki Vehtari @avehtari.bsky.social · 10/09/2026
We're working on it
011
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.
1233
Aki Vehtari @avehtari.bsky.social · 09/09/2026
In addition that we had to use a room with electronic lock and no internet connection, the room was electronically shielded and the laptop and cd's had to be stored in a safe when we were not using them
030
Reposted by Aki Vehtari
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.
0101
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
02115
Reposted by Aki Vehtari
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...
0116
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.
0223
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
380
Reposted by Aki Vehtari
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...
1642299
Reposted by Aki Vehtari
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.
616466
Reposted by Aki Vehtari
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
121
Reposted by Aki Vehtari
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-...
21010
Reposted by Aki Vehtari
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...
0166
Reposted by Aki Vehtari
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...
06617
Reposted by Aki Vehtari
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.
13710
Reposted by Aki Vehtari
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...
233
Aki Vehtari @avehtari.bsky.social · 31/08/2026
Coincidentally repeating paper helicopter experiment with about 200 students today afternoon
A slide with text
"Let’s collect some data
• George P. Box (1991) used to teach design of experiments
with paper helicopters
• We make experiments to get data to illustrate different
regression models and Bayesian optimization"
and figures of a paper helicopter template and a folded paper helicopter
050
Reposted by Aki Vehtari
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
193
Aki Vehtari @avehtari.bsky.social · 26/08/2026
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.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.
060
Aki Vehtari @avehtari.bsky.social · 26/08/2026
Plus other improvements and fixes by Jonah Gabry, Ishaan Arora, and Utkarsh Pawade
110
Aki Vehtari @avehtari.bsky.social · 26/08/2026
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
120
Aki Vehtari @avehtari.bsky.social · 26/08/2026
Compatibility with ggplot2 4.0 has also been greatly improved thanks to Bjarke Hautop, Ishaan Arora, and Utkarsh Pawade
110
Aki Vehtari @avehtari.bsky.social · 26/08/2026
ppc_*() and ppd_*() functions now accept posterior::draws objects for predictive draws thanks to Ishaan Arora.
120
Aki Vehtari @avehtari.bsky.social · 26/08/2026
New show_marginal argument for ppd_*() distribution and test-statistic functions overlays the marginal predictive distribution on the plot by @mattansb.msbstats.info, useful for prior predictive checking
bayesplot::ppd_dens_overlay() with show_marginal=TRUE
141
Aki Vehtari @avehtari.bsky.social · 26/08/2026
New grouped rootogram plot ppc_rootogram_grouped() by Behram Ulukir
bayesplot::ppc_rootogram_grouped() plot
130
Aki Vehtari @avehtari.bsky.social · 26/08/2026
New quantile dot plots for MCMC draws: mcmc_dots() and mcmc_dots_by_chain() by Behram Ulukir using ggdist package
bayesplot::mcmc_dots() plot
120
Aki Vehtari @avehtari.bsky.social · 26/08/2026
New method "correlated" for ppc_loo_pit_ecdf(), ppc_pit_ecdf(), and ppc_pit_ecdf_grouped() by @florencebockting.bsky.social. These enable more appropriate dependence-aware uniformity tests and visualization of influential ECDF regions as described in doi.org/10.48550/arX...
bayesplot::ppc_loo_pit_ecdf() plots with method = "independent" and method = "correlated"
140
Aki Vehtari @avehtari.bsky.social · 26/08/2026
New ppc_calibration() plots for posterior predictive calibration checks for binary outcome models. Previously we advocated a bootstrap variant. Now new posterior and loo variants by @teemusailynoja.bsky.social and @florencebockting.bsky.social as described in teemusailynoja.github.io/visual-predi...
bayesplot::ppc_calibration() plots for Negative-binomial and Zero-inflated negative binomial models
171
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
15012
Aki Vehtari @avehtari.bsky.social · 23/08/2026
I saw your discourse post, thanks for sharing the findings!
010
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
2101
Aki Vehtari @avehtari.bsky.social · 23/08/2026
Awesome!
111
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
0174
Reposted by Aki Vehtari
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
092
Reposted by Aki Vehtari
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.
0184
Reposted by Aki Vehtari
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
182
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
0266
Aki Vehtari @avehtari.bsky.social · 21/08/2026
New contributors! The main goal was to get some people in person guidance and encouragement to fix things that annoy them. It seems we were succesful
010
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
093
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...
0171
Aki Vehtari @avehtari.bsky.social · 21/08/2026
Stan hackathon in progress
Photo of a classroom with people working on their laptops
1121
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
0140
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!
0171