Aki Vehtari
@avehtari.bsky.social
Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other Stories, and Active Statistics co-author. #mcmc_stan and #arviz developer.
Web page https://users.aalto.fi/~ave/
Web page https://users.aalto.fi/~ave/
It looked much more impressive for the naked eye. The photo is with a phone and daylight setting. The night mode photo was too bright, losing contrast. The photo also misses the movement and immersion
November 2, 2025 at 2:06 PM
It looked much more impressive for the naked eye. The photo is with a phone and daylight setting. The night mode photo was too bright, losing contrast. The photo also misses the movement and immersion
Thanks for the feedback! Can you add your comments to the PR discussion? It's easier to discuss there without message length limit.
Shortly:
p_worse is expected to be too high when |elpd_diff|<4
Reporting all diagnostics would take too much space, and thus they are in order of dominance
Shortly:
p_worse is expected to be too high when |elpd_diff|<4
Reporting all diagnostics would take too much space, and thus they are in order of dominance
October 29, 2025 at 3:20 PM
Thanks for the feedback! Can you add your comments to the PR discussion? It's easier to discuss there without message length limit.
Shortly:
p_worse is expected to be too high when |elpd_diff|<4
Reporting all diagnostics would take too much space, and thus they are in order of dominance
Shortly:
p_worse is expected to be too high when |elpd_diff|<4
Reporting all diagnostics would take too much space, and thus they are in order of dominance
We have a PR for `loo` package github.com/stan-dev/loo..., adding new columns to `loo_compare()` output. Check out how the new output looks in a variant of that case study users.aalto.fi/~ave/casestu...
Please, check out the case study and possibly try also that PR, and provide feedback!
3/3
Please, check out the case study and possibly try also that PR, and provide feedback!
3/3
add diff diagnostics by avehtari · Pull Request #300 · stan-dev/loo
The corresponding issue #299
This PR is not ready for merge, but needs some thought
github.com
October 28, 2025 at 1:39 PM
We have a PR for `loo` package github.com/stan-dev/loo..., adding new columns to `loo_compare()` output. Check out how the new output looks in a variant of that case study users.aalto.fi/~ave/casestu...
Please, check out the case study and possibly try also that PR, and provide feedback!
3/3
Please, check out the case study and possibly try also that PR, and provide feedback!
3/3
We provide conditions when the predictive performance difference and associated SE based normal approximation is well calibrated and can be used to compute a probability that one model has better performance
The case study with code is available at users.aalto.fi/~ave/casestu...
2/
The case study with code is available at users.aalto.fi/~ave/casestu...
2/
Uncertainty in Bayesian LOO-CV Model Comparison
users.aalto.fi
October 28, 2025 at 1:39 PM
We provide conditions when the predictive performance difference and associated SE based normal approximation is well calibrated and can be used to compute a probability that one model has better performance
The case study with code is available at users.aalto.fi/~ave/casestu...
2/
The case study with code is available at users.aalto.fi/~ave/casestu...
2/