Osvaldo Martin
@aloctavodia.bsky.social
1.3K followers 670 following 19 posts
Research Fellow at Aalto University. Open source contributor #ArviZ, #Bambi, #Kulprit, #PreliZ, #PyMC, #PyMC-BART. Support me at https://ko-fi.com/aloctavodia https://bayes.club/@aloctavodia
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Reposted by Osvaldo Martin
Reposted by Osvaldo Martin
ellisinstitute.fi
Our faculty is looking for PhD students in artificial intelligence and machine learning! Meet our new Principal Investigators and apply for a PhD position by the end of October: www.ellisinstitute.fi/PIs-2025

All the info about the ELLIS PhD program is below! 👇
Reposted by Osvaldo Martin
vincentab.bsky.social
The Pink Book of #MarginalEffects (aka Model to Meaning) ships next week and I've got a backlog of Zoolander memes.

Hope you're hungry for some spam in your timeline.

#RStats #PyData
Reposted by Osvaldo Martin
ellisinstitute.fi
Our recent media coverage 🧵👇 with features in @hs.fi, Finland's public broadcaster Yle and the @aalto.fi Keys to Growth series. cc @ellis.eu @okm.fi @csaalto.bsky.social
bsky.app/profile/elli...
ellisinstitute.fi
How does a small country and a new research institute take on the tech giants in AI? Top international talent, academic freedom and boundary-breaking basic research. Along with Finland's commitment 📈 to 4% of GDP for RDI, we have the makings of big impacts in AI and ML research. (More in Finnish 👇)
ellisinstitute.fi
"Ellis-instituutti on loistava esimerkki yliopistojen, yrityksien ja päättäjien yhteistyön hedelmästä. @samikaski.bsky.social'n mukaan Ellis vie Suomea lähemmäs globaaleja kärkitoimijoita, 'eurooppalaisen tekoälyn ytimeen'."
Lue lisää HS:ssä (€) www.hs.fi/visio/art-20... @hs.fi
Reposted by Osvaldo Martin
djnavarro.net
Against my better instincts, I have written some notes on how human probability judgements work and what you should expect from surveys that ask people to guess what proportion of the population is transgender. I hope never to speak of this matter again
Some notes on probability judgement – Notes from a data witch
For the love of fuck, literally nobody thinks that 20% of the population is transgender. Please stop sharing that ridiculous YouGov statistic
blog.djnavarro.net
Reposted by Osvaldo Martin
posit.co
Posit @posit.co · Sep 3
For data scientists using VS Code: a new resource just dropped to help you easily migrate your setup to Positron.

Check it out here: positron.posit.co/migrate-vsco...

#Python #VSCode #Positron
Reposted by Osvaldo Martin
emilhvitfeldt.bsky.social
Happy to announce ✨quarto-revealjs-editable✨

This fully supersedes the imagemover extension, as I back then didn't realize the potential. You can now also move, resize, change font size and alignment for text in your slides

github.com/EmilHvitfeld...
#quarto #slidecrafting
Reposted by Osvaldo Martin
avehtari.bsky.social
Posterior predictive checking of binary, categorical and many ordinal models with bar graphs is useless. Even the simplest models without covariates usually have such intercept terms that category specific probabilities are learned perfectly. Can you guess which model, 1 or 2, is misspecifed? 1/4
Useless posterior predictive checking bar graphs for Models 1 and 2
Reposted by Osvaldo Martin
juanitorduz.bsky.social
The ArviZ core devs have done tremendous work on an improved API with a lot of novel improvements. They have put together a great migration guide: python.arviz.org/en/stable/us...

If you are an ArviZ user please take a look at it and provide feedback. Open source is all about the community 🫶
LinkedIn
This link will take you to a page that’s not on LinkedIn
lnkd.in
Reposted by Osvaldo Martin
avehtari.bsky.social
I wrote a blog post to celebrate 10 years of loo package 🎉 (R package implementing fast Pareto smoothed importance sampling cross-validation and many other useful methods for cross-validation)
Reposted by Osvaldo Martin
learnbayesstats.bsky.social
Some people think R² doesn’t belong in Bayesian models
👇 David Kohns disagrees, and he has the math to back it

🎙️Ep. 134: @alex-andorra.bsky.social sits down with economist David Kohns to explore how modern Bayesian methods are reshaping time series modelling

🎧 learnbayesstats.com/episode/134-...
aloctavodia.bsky.social
Been following Mathematics of Machine Learning since early on, great to see it out!

Most ML math books are either too applied or too abstract. This one hits the middle: rigorous, relevant, and approachable without dumbing things down. And with Python examples!

landing.packtpub.com/mathematics-...
Mathematics of Machine Learning
Data Science | Packt
landing.packtpub.com
Reposted by Osvaldo Martin
rmcelreath.bsky.social
For simple estimands, treating everything as Gaussian works unreasonably well! But lots to learn from less simple estimands. @avehtari.bsky.social has a nice case study examining this (part of our forthcoming book on workflow) users.aalto.fi/~ave/casestu...
dingdingpeng.the100.ci
Fitting a generalized mixed model with a gamma distribution log link and random slopes to reaction time data to arrive at precisely the same point estimate as the authors did by simply averaging and conducting a t-test:
Reposted by Osvaldo Martin
davidkohns.bsky.social
New to the blog-game, but excited to share a piece I wrote on how to use the ARR2 prior for dynamic regression using cmdstanr: davkoh.github.io/case-studies...

It extends the idea of using R2-type priors to autoregressive state-space models (published in Bayesian Analysis) 🏴‍☠️ @avehtari.bsky.social
Dynamic Regression Case Study
davkoh.github.io
Reposted by Osvaldo Martin
avehtari.bsky.social
We went to Mordor and all we got were flowers and ice cream.

Bayesian workflow group was a runner-up in Aalto Open Science Award 2024. The current and past group members running-up in alphabetical order: Alejandro Catalina, Anna Riha, Asael Alonzo Matamoros, David Kohns, ...
Photo of four persons in front of a sign saying "Mordor". One of the persons is holding flowers and another one is holding an ice cream.
Reposted by Osvaldo Martin
serge.belongie.com
Would you present your next NeurIPS paper in Europe instead of traveling to San Diego (US) if this was an option? Søren Hauberg (DTU) and I would love to hear the answer through this poll: (1/6)
NeurIPS participation in Europe
We seek to understand if there is interest in being able to attend NeurIPS in Europe, i.e. without travelling to San Diego, US. In the following, assume that it is possible to present accepted papers ...
docs.google.com
aloctavodia.bsky.social
Happy to hear that you find the functions in PreliZ useful! I’m unsure I can help with the R part, but I’d love to hear if you think anything is missing in PreliZ.
Reposted by Osvaldo Martin
avehtari.bsky.social
New paper Säilynoja, Johnson, Martin, and Vehtari, "Recommendations for visual predictive checks in Bayesian workflow" teemusailynoja.github.io/visual-predi... (also arxiv.org/abs/2503.01509)
Abstract
Introduction
A key step in the Bayesian workflow for model building is the graphical assessment of model predictions, whether these are drawn from the prior or posterior predictive distribution. The goal of these assessments is to identify whether the model is a reasonable (and ideally accurate) representation of the domain knowledge and/or observed data. There are many commonly used visual predictive checks which can be misleading if their implicit assumptions do not match the reality. Thus, there is a need for more guidance for selecting, interpreting, and diagnosing appropriate visualizations. As a visual predictive check itself can be viewed as a model fit to data, assessing when this model fails to represent the data is important for drawing well-informed conclusions.

Demonstration
We present recommendations for appropriate visual predictive checks for observations that are: continuous, discrete, or a mixture of the two. We also discuss diagnostics to aid in the selection of visual methods. Specifically, in the detection of an incorrect assumption of continuously-distributed data: identifying when data is likely to be discrete or contain discrete components, detecting and estimating possible bounds in data, and a diagnostic of the goodness-of-fit to data for density plots made through kernel density estimates.

Conclusion
We offer recommendations and diagnostic tools to mitigate ad-hoc decision-making in visual predictive checks. These contributions aim to improve the robustness and interpretability of Bayesian model criticism practices.
Reposted by Osvaldo Martin
Reposted by Osvaldo Martin
learnbayesstats.bsky.social
🔮 𝐁𝐚𝐲𝐞𝐬𝐢𝐚𝐧 𝐒𝐩𝐨𝐫𝐭𝐬 𝐀𝐧𝐚𝐥𝐲𝐭𝐢𝐜𝐬 𝐢𝐬 𝐂𝐡𝐚𝐧𝐠𝐢𝐧𝐠 𝐭𝐡𝐞 𝐆𝐚𝐦𝐞!

🎙️ In this episode, @alex-andorra.bsky.social and @fonnesbeck.bsky.social break down how Bayesian methods are revolutionizing sports analytics and why the smartest teams are embracing them

🎧 𝐋𝐢𝐬𝐭𝐞𝐧 𝐧𝐨𝐰👉 learnbayesstats.com/episode/125-...

#LBS
aloctavodia.bsky.social
It's called ananá in Argentina and Uruguay.
Reposted by Osvaldo Martin
ellisinstitute.fi
ELLIS Institute Finland is hiring Principal Investigators in AI + machine learning. World-class resources for research incl. LUMI supercomputer, generous starting package & professorship affiliation with a university in the world’s happiest country! Apply by March 9: ellisinstitute.fi/PI-recruit
Logo of ELLIS Institute Finland (line drawn map of Europe)
Reposted by Osvaldo Martin
avehtari.bsky.social
If you know simulation based calibration checking (SBC), you will enjoy our new paper "Posterior SBC: Simulation-Based Calibration Checking Conditional on Data" with Teemu Säilynoja, @marvinschmitt.com and @paulbuerkner.com
arxiv.org/abs/2502.03279 1/7
Title: Posterior SBC: Simulation-Based Calibration Checking Conditional on Data

Authors: Teemu Säilynoja, Marvin Schmitt, Paul Bürkner, Aki Vehtari

Abstract: Simulation-based calibration checking (SBC) refers to the validation of an inference algorithm and model implementation through repeated inference on data simulated from a generative model. In the original and commonly used approach, the generative model uses parameters drawn from the prior, and thus the approach is testing whether the inference works for simulated data generated with parameter values plausible under that prior. This approach is natural and desirable when we want to test whether the inference works for a wide range of datasets we might observe. However, after observing data, we are interested in answering whether the inference works conditional on that particular data. In this paper, we propose posterior SBC and demonstrate how it can be used to validate the inference conditionally on observed data. We illustrate the utility of posterior SBC in three case studies: (1) A simple multilevel model; (2) a model that is governed by differential equations; and (3) a joint integrative neuroscience model which is approximated via amortized Bayesian inference with neural networks.
Reposted by Osvaldo Martin
alex-andorra.bsky.social
Always happy to host my dear friend @aloctavodia.bsky.social on my show! This time, we talk about #RegressionTrees, #PriorElicitation and how to teach #BayesianStats
learnbayesstats.bsky.social
💯What if Bayesian modelling could be faster, more flexible, and easier to interpret?
🎧 youtu.be/7POdNknJ1Es?...

🎙️ Episode 123 is here! @alex-andorra.bsky.social chats with @aloctavodia.bsky.social about ground breaking tools and ideas that are shaping the future of Bayesian workflows.

#LBS #BART