Author: Aki Vehtari

Postdoc position: Stan and composite mechanistic and data-driven models of cellular metabolism

Very cool project and possibility to work 3 years developing Stan and collaborating with me (Aki) and other Stan development team. Deadline for applications is 22 October. Quantitative Modelling of Cell Metabolism (QMCM) group headed by Professor Lars Keld Nielsen at DTU, Copenhagen, is looking for experienced Bayesian statistician for a postdoc position. Group specializes […]

The post Postdoc position: Stan and composite mechanistic and data-driven models of cellular metabolism appeared first on Statistical Modeling, Causal Inference, and Social Science.

StanCon 2018 Helsinki tutorial videos online

StanCon 2018 Helsinki tutorial videos are now online at Stan YouTube channel List of tutorials at StanCon 2018 Helsinki Basics of Bayesian inference and Stan, parts 1 + 2, Jonah Gabry & Lauren Kennedy Hierarchical models, parts 1 + 2, Ben Goodrich Stan C++ development: Adding a new function to Stan, parts 1 + 2, […]

The post StanCon 2018 Helsinki tutorial videos online appeared first on Statistical Modeling, Causal Inference, and Social Science.

When LOO and other cross-validation approaches are valid

Introduction Zacco asked in Stan discourse whether LOO is valid for phylogenetic models. He also referred to Dan’s excellent blog post which mentioned iid assumption. Instead of iid it would be better to talk about exchangeability assumption, but I (Aki) got a bit lost in my discourse answer (so don’t bother to go read it). […]

The post When LOO and other cross-validation approaches are valid appeared first on Statistical Modeling, Causal Inference, and Social Science.

When LOO and other cross-validation approaches are valid

Introduction Zacco asked in Stan discourse whether leave-one-out (LOO) cross-validation is valid for phylogenetic models. He also referred to Dan’s excellent blog post which mentioned iid assumption. Instead of iid it would be better to talk about exchangeability assumption, but I (Aki) got a bit lost in my discourse answer (so don’t bother to go […]

The post When LOO and other cross-validation approaches are valid appeared first on Statistical Modeling, Causal Inference, and Social Science.

Parsimonious principle vs integration over all uncertainties

tl;dr If you have bad models, bad priors or bad inference choose the simplest possible model. If you have good models, good priors, good inference, use the most elaborate model for predictions. To make interpretation easier you may use a smaller model with similar predictive performance as the most elaborate model. Merijn Mestdagh emailed me […]

The post Parsimonious principle vs integration over all uncertainties appeared first on Statistical Modeling, Causal Inference, and Social Science.

Parsimonious principle vs integration over all uncertainties

tl;dr If you have bad models, bad priors or bad inference choose the simplest possible model. If you have good models, good priors, good inference, use the most elaborate model for predictions. To make interpretation easier you may use a smaller model with similar predictive performance as the most elaborate model. Merijn Mestdagh emailed me […]

The post Parsimonious principle vs integration over all uncertainties appeared first on Statistical Modeling, Causal Inference, and Social Science.