There are PhD positions in our Probabilistic Machine Learning group at Aalto, Finland, and altogether 15 positions in Helsinki ICT network. Apply here The most interesting topic in the call is supervised by Prof. Samuel Kaski at AaltoPML (and you may collaborate with me too :) We are looking for PhD candidates interested in probabilistic […]

## Summer internship positions for undergraduate students with Aki

There are couple cool summer internship positions for undergraduate students (BSc level) in Probabilistic Machine Learning group at Aalto (Finland) with me (Aki) and Samuel Kaski. Possible research topics are related to Bayesian inference, machine learning, Stan, disease risk prediction, personalised medicine, computational biology, contextual information retrieval, information visualization, etc. Application deadline 18 February. See more […]

## Pareto smoothed importance sampling and infinite variance (2nd ed)

This post is by Aki Last week Xi’an blogged about an arXiv paper by Chatterjee and Diaconis which considers the proper sample size in an importance sampling setting with infinite variance. I commented Xi’an’s posting and the end result was my guest blog posting in Xi’an’s og. I made an additional figure below to summarise […]

## Matlab/Octave and Python demos for BDA3

My Bayesian Data Analysis course at Aalto University started today with a record number of 84 registered students! In my course I have used some Matlab/Octave demos for several years. This summer Tuomas Sivula translated most of them to Python and Python notebook. Both Matlab/Octave and Python demos are now available at Github in hope they […]

## Are you ready to go fishing in the data lake?

While Andrew is trying to get someone to make a t-shirt design “Gone fishing”, someone else thinks fishing is one of the “big data trends in 2015”. This advertisement by some company keeps re-appearing in my twitter feed.

## Comparison of Bayesian predictive methods for model selection

This post is by Aki We mention the problem of bias induced by model selection in A survey of Bayesian predictive methods for model assessment, selection and comparison, in Understanding predictive information criteria for Bayesian models, and in BDA3 Chapter 7, but we haven’t had a good answer how to avoid that problem (except by […]

## Cross-validation, LOO and WAIC for time series

This post is by Aki. Jonah asked in Stan users mailing list Suppose we have J groups and T time periods, so y[t,j] is the observed value of y at time t for group j. (We also have predictors x[t,j].) I’m wondering if WAIC is appropriate in this scenario assuming that our interest in predictive accuracy is for […]

## Students don’t know what’s best for their own learning

[This post is by Aki] This is my first blog posting. Arthur Poropat at Griffith University has a great posting Students don’t know what’s best for their own learning about two recent studies which came to the same conclusion: university students evaluate their teachers more positively when they learn less. My favorite part is That is why many […]