Web page https://users.aalto.fi/~ave/
- #Bayesian Data Analysis, 3rd ed (aka BDA3) at stat.columbia.edu/~gelman/book/
- #Regression and Other Stories at avehtari.github.io/ROS-Examples/
- Active Statistics at avehtari.github.io/ActiveStatis...
@euripsconf.bsky.social ), join us at our Amortized ProbML workshop!
Come for our great speakers: @paulbuerkner.com Yingzhen Li @davidruegamer.bsky.social @liza-semenova.bsky.social & poster session; stay for our hot takes on amortized probML!
@euripsconf.bsky.social ), join us at our Amortized ProbML workshop!
Come for our great speakers: @paulbuerkner.com Yingzhen Li @davidruegamer.bsky.social @liza-semenova.bsky.social & poster session; stay for our hot takes on amortized probML!
Application deadline is January 12: tinyurl.com/ye6ceywv
Application deadline is January 12: tinyurl.com/ye6ceywv
🎬 This is a new, HTML-based submission format for TMLR, that supports interactive figures and videos, along with the usual LaTeX and images.
🎉 Thanks to TMLR Editors in Chief: Hugo Larochelle, @gautamkamath.com, Naila Murray, Nihar B. Shah, and Laurent Charlin!
🎬 This is a new, HTML-based submission format for TMLR, that supports interactive figures and videos, along with the usual LaTeX and images.
🎉 Thanks to TMLR Editors in Chief: Hugo Larochelle, @gautamkamath.com, Naila Murray, Nihar B. Shah, and Laurent Charlin!
I will be attending @euripsconf.bsky.social, if you are around and want to talk about the positions or what we do at KTH, then ping me and we can meet.
I will be attending @euripsconf.bsky.social, if you are around and want to talk about the positions or what we do at KTH, then ping me and we can meet.
🌟 scasm() for estimating GAMs with shape constrained smooths. Can be used with any family & smoothness selection is via the EFS method
🌟 scasm() for estimating GAMs with shape constrained smooths. Can be used with any family & smoothness selection is via the EFS method
Buckling of commercial models alongside maturing of community-led efforts promises major shifts, says Caroline Edwards (@theblochian.bsky.social).
www.researchprofessionalnews.com/rr-news-uk-v...
Buckling of commercial models alongside maturing of community-led efforts promises major shifts, says Caroline Edwards (@theblochian.bsky.social).
www.researchprofessionalnews.com/rr-news-uk-v...
Topics: Multimodal foundation models, out-of-distribution deployable machine learning, collaborative machine learning
kaski-lab.com
Topics: Multimodal foundation models, out-of-distribution deployable machine learning, collaborative machine learning
kaski-lab.com
📆 Deadline for PhD program is December 1st
📆 Deadline for MSc program is January 5th
The department covers all areas of statistics and we have a lot of momentum in Bayesian computation!
📆 Deadline for PhD program is December 1st
📆 Deadline for MSc program is January 5th
The department covers all areas of statistics and we have a lot of momentum in Bayesian computation!
www.practicalsignificance.com/posts/weight...
#rstats #julialang
www.practicalsignificance.com/posts/weight...
#rstats #julialang
1. Academia resumes control of publishing
2. Incentive systems to merit quality, not quantity
3. Independent fraud detection and prevention
4. Legislation and policies to protect science quality and integrity
1. Academia resumes control of publishing
2. Incentive systems to merit quality, not quantity
3. Independent fraud detection and prevention
4. Legislation and policies to protect science quality and integrity
Use a formula with
y ~ 0 + offset(...)
This works with any formula interface, and with #tidymodels this can be passed to add_model().
#rstats
I'm recruiting PhDs to work on:
🎯 Stat foundations of multi-agent collaboration
🌫️ Model uncertainty & meta-cognition
🔎 Interpretability
💬 LLMs in behavioral science
I'm recruiting PhDs to work on:
🎯 Stat foundations of multi-agent collaboration
🌫️ Model uncertainty & meta-cognition
🔎 Interpretability
💬 LLMs in behavioral science
www.generable.com/post/modelin...
www.generable.com/post/modelin...
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
Others, please share
Apply through the ELLIS PhD program (dl October 31) ellis.eu/news/ellis-p...
Warm congratulations! 💐
www.aka.fi/en/about-the...
Warm congratulations! 💐
www.aka.fi/en/about-the...
Others, please share
Apply through the ELLIS PhD program (dl October 31) ellis.eu/news/ellis-p...
Others, please share
🧵 1/
🧵 1/
Apply through the ELLIS PhD program (dl October 31) ellis.eu/news/ellis-p...
Apply through the ELLIS PhD program (dl October 31) ellis.eu/news/ellis-p...