Aki Vehtari

1. Bayesian Workflow
   2020/11/03 by Andrew Gelman, Gelman, Andrew, Aki Vehtari +18 · 5 voices · 30 citations
   Computer Science · Decision Sciences · #Bayesian Modeling and Causal Inference #Scientific Computing and Data Management #Data Quality and Management
2. Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
   2016/08/30 by Aki Vehtari, Andrew Gelman, Jonah Gabry · 145 citations
   Computer Science · Engineering · Mathematics · #Fault Detection and Control Systems #Gaussian Processes and Bayesian Inference #Statistical Methods and Inference
3. Rank-Normalization, Folding, and Localization: An Improved Rˆ for Assessing Convergence of MCMC (with Discussion)
   2020/07/04 by Aki Vehtari, Andrew Gelman, Daniel Simpson +2 · 1 voice · 69 citations
   Decision Sciences · Mathematics · #Markov Chains and Monte Carlo Methods #Probability and Risk Models #Statistical Methods and Inference
4. Simulation-Based Calibration Checking for Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity
   2022/11/04 by Martin Modrák, Angie H. Moon, Shinyoung Kim +6 · 2 voices · 7 citations
   Mathematics · #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
5. Validating Bayesian Inference Algorithms with Simulation-Based Calibration
   2018/04/18 by Sean Talts, Talts, Sean, Michael Betancourt +7 · 2 voices · 34 citations
   Computer Science · Mathematics · #Gaussian Processes and Bayesian Inference #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #stat.ME
6. Visualization in Bayesian Workflow
   2019/01/15 by Jonah Gabry, Daniel Simpson, Aki Vehtari +2 · 1 voice · 37 citations
   Computer Science · Decision Sciences · #Data Analysis with R #Data Visualization and Analytics #Scientific Computing and Data Management
7. R-squared for Bayesian Regression Models
   2018/12/10 by Andrew Gelman, Ben Goodrich, Jonah Gabry +1 · 1 voice · 22 citations
   Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Inference #Statistical Methods and Bayesian Inference #Financial Risk and Volatility Modeling
8. Understanding predictive information criteria for Bayesian models
   2013/07/23 by Andrew Gelman, Gelman, Andrew, Jessica Hwang +3 · 17 citations
   Mathematics · Decision Sciences · #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Forecasting Techniques and Applications
9. Understanding predictive information criteria for Bayesian models
   2013/08/20 by Andrew Gelman, Jessica Hwang, Aki Vehtari · 10 citations
10. Sparsity information and regularization in the horseshoe and other shrinkage priors
    2017/01/01 by Juho Piironen, Aki Vehtari · 1 voice · 14 citations
    Engineering · Mathematics · #Sparse and Compressive Sensing Techniques #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
11. Detecting and diagnosing prior and likelihood sensitivity with power-scaling
    2023/12/31 by Noa Kallioinen, Topi Paananen, Paul-Christian Bürkner +2 · 3 voices · 9 citations
    Mathematics · Decision Sciences · #Statistical Methods and Bayesian Inference #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
12. Selecting the Metric in Hamiltonian Monte Carlo
    2019/05/28 by Ben Bales, Arya Pourzanjani, Bales, Ben +5 · 1 voice · 2 citations
    Mathematics · #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Statistical Methods and Inference #stat.CO #stat.ME
13. Expectation propagation as a way of life: A framework for Bayesian inference on partitioned data
    2014/12/16 by Aki Vehtari, Vehtari, Aki, Andrew Gelman +17 · 5 citations
    Computer Science · #Gaussian Processes and Bayesian Inference #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference
14. Prior knowledge elicitation: The past, present, and future
    2021/12/01 by Petrus Mikkola, Mikkola, Petrus, Osvaldo A. Martin +21 · 7 citations
    Computer Science · Mathematics · Decision Sciences · #Bayesian Modeling and Causal Inference #Statistical Methods and Bayesian Inference #Forecasting Techniques and Applications
15. Pathfinder: Parallel quasi-Newton variational inference
    2021/08/09 by Lu Zhang, Zhang, Lu, Bob Carpenter +5 · 7 citations
    Computer Science · Decision Sciences · Mathematics · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
16. Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison
    2025/01/01 by Tuomas Sivula, Måns Magnusson, Asael Alonzo Matamoros +1 · 1 voice · 6 citations
    Mathematics · Decision Sciences · #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Advanced Statistical Process Monitoring
17. posteriordb: Testing, Benchmarking and Developing Bayesian Inference Algorithms
    2024/07/06 by Måns Magnusson, Magnusson, Måns, Jakob Torgander +9 · 8 citations
    Computer Science · #Anomaly Detection Techniques and Applications #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning and Data Classification
18. A Framework for Improving the Reliability of Black-box Variational Inference
    2022/03/29 by Manushi Welandawe, Welandawe, Manushi, Michael Riis Andersen +5 · 2 citations
    Computer Science · Mathematics · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Methodology (stat.ME) #Statistical Methods and Inference
19. Past, Present and Future of Software for Bayesian Inference
    2024/02/01 by Erik Štrumbelj, Alexandre Bouchard‐Côté, Jukka Corander +6 · 1 voice · 4 citations
    Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Statistical Methods and Bayesian Inference #Gaussian Processes and Bayesian Inference
20. Preferential Batch Bayesian Optimization
    2020/03/25 by Eero Siivola, Siivola, Eero, Akash Kumar Dhaka +9 · 1 citation
    Computer Science · Decision Sciences · #Gaussian Processes and Bayesian Inference #Advanced Multi-Objective Optimization Algorithms #Advanced Bandit Algorithms Research
21. Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
    2020/08/25 by Tuomas Sivula, Måns Magnusson, Sivula, Tuomas +3 · 1 citation
    Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Bayesian Inference #Economic and Environmental Valuation #Statistical Methods and Inference
22. Amortized Bayesian Workflow
    2024/09/06 by Chengkun Li, Li, Chengkun, Aki Vehtari +10 · 3 voices · 1 citation
    Decision Sciences · #Scientific Computing and Data Management
23. Nested Rˆ: Assessing the Convergence of Markov Chain Monte Carlo When Running Many Short Chains
    2024/07/31 by Charles C. Margossian, Matthew D. Hoffman, Pavel Sountsov +3 · 1 voice · 2 citations
    Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference #Bayesian Methods and Mixture Models
24. Cross-validatory model selection for Bayesian autoregressions with exogenous regressors
    2023/01/19 by Alex Cooper, Dan Simpson, Cooper, Alex +7 · 1 voice · 1 citation
    Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #stat.ME
25. Projection predictive variable selection using Stan+R
    2015/08/11 by Juho Piironen, Piironen, Juho, Aki Vehtari +1 · 2 citations
    Mathematics · Computer Science · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Neural Networks and Applications
26. Cross-Validatory Model Selection for Bayesian Autoregressions with Exogenous Regressors
    2024/01/15 by Alex Cooper, Dan Simpson, Lauren R. Kennedy-Metz +2 · 1 voice · 1 citation
    Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Statistical Methods and Bayesian Inference #Advanced Statistical Process Monitoring
27. Posterior SBC: Simulation-Based Calibration Checking Conditional on Data
    2025/02/05 by Teemu Säilynoja, Säilynoja, Teemu, Marvin Schmitt +6 · 1 voice · 2 citations
    Decision Sciences · #Simulation Techniques and Applications
28. Bayesian cross-validation by parallel Markov Chain Monte Carlo
    2023/10/10 by Alex Cooper, Aki Vehtari, Cooper, Alex +7 · 1 citation
    Mathematics · #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
29. Adaptive Path Sampling in Metastable Posterior Distributions
    2020/09/01 by Yuling Yao, Yao, Yuling, Collin Cademartori +5 · 1 citation
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME)
30. Joint leave-group-out cross-validation in Bayesian spatial models
    2025/04/22 by Alex Cooper, Cooper, Alex, Aki Vehtari +3 · 1 voice · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Regional Economic and Spatial Analysis #Spatial and Panel Data Analysis #demographic modeling and climate adaptation #stat.ME
31. To select or not to select: predictively consistent priors instead of model selection
    2026/06/22 by Anna Elisabeth Riha, Leevi Lindgren, David Kohns +2 · 2 voices
    #stat.ME