← All authors Aki Vehtari Aalto University (from arXiv:2405.19920, 2024) · ORCID · OpenAlex
57 papers in scope · 57 published · 1 on the econ.EM arXiv · 12,520 citations · h-index 26 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
David J. Kohns Florian Huber Anna E. C. Simoni Gary Koop Annalisa Cadonna Tibor Szendrei Arnab Bhattacharjee Peter Knaus Luca Onorante Sylvia Frühwirth-Schnatter Niko Hauzenberger Massimiliano Marcellino Karin Klieber Matteo Mogliani Xuewen Yu Joshua C. C. Chan Gregor Kastner Philippe Goulet Coulombe Fei Shang Tomasz Woźniak Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 57)
posterior: Tools for Working with Posterior Distributions in R
published 2026 · The Journal of Open Source Software · 60 citations · first circulated 2021
with Paul-Christian Bürkner, Jonah Gabry, Matthew Kay
published 2025 · Bayesian Analysis · first circulated 2024
Advances in Projection Predictive Inference
published 2025 · Statistical Science · 7 citations · first circulated 2023
Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison
published 2025 · Bayesian Analysis · 101 citations · first circulated 2020
with Tuomas Sivula, Måns Magnusson, Asael Alonzo Matamoros
The Piranha Problem: Large Effects Swimming in a Small Pond
published 2024 · Notices of the American Mathematical Society · 12 citations · first circulated 2021
Nested Rˆ: Assessing the Convergence of Markov Chain Monte Carlo When Running Many Short Chains
published 2024 · Bayesian Analysis · 6 citations · first circulated 2021
with Charles C. Margossian, Matthew D. Hoffman, Pavel Sountsov, Lionel Riou-Durand, Andrew Gelman
Efficient estimation and correction of selection-induced bias with order statistics
published 2024 · Statistics and Computing · 7 citations · first circulated 2023
Predicting habitat suitability for Asian elephants in non-analog ecosystems with Bayesian models
published 2024 · Ecological Informatics · 3 citations
with R. Sanchez Noda, Michael Mechenich, Juha Saarinen, Indrė Žliobaitė
Projection predictive variable selection for discrete response families with finite support
published 2024 · Computational Statistics · 4 citations · first circulated 2023
with Frank Weber, Änne Glass
Bayesian cross-validation by parallel Markov chain Monte Carlo
published 2024 · Statistics and Computing · 8 citations · first circulated 2023
with Alex Cooper, Catherine Forbes, Dan Simpson, Lauren R. Kennedy-Metz
Past, Present and Future of Software for Bayesian Inference
published 2024 · Statistical Science · 27 citations
Cross-Validatory Model Selection for Bayesian Autoregressions with Exogenous Regressors
published 2024 · Bayesian Analysis · 5 citations · first circulated 2023
with Alex Cooper, Dan Simpson, Lauren R. Kennedy-Metz, Catherine Forbes
Detecting and diagnosing prior and likelihood sensitivity with power-scaling
published 2023 · Statistics and Computing · 50 citations · first circulated 2021
with Noa Kallioinen, Topi Paananen, Paul-Christian Bürkner
Simulation-Based Calibration Checking for Bayesian Computation: The Choice of Test Quantities Shapes Sensitivity
published 2023 · Bayesian Analysis · 36 citations · first circulated 2022
Prior Knowledge Elicitation: The Past, Present, and Future
published 2023 · Bayesian Analysis · 67 citations · first circulated 2021
with Petrus Mikkola, Osvaldo A. Martin, Suyog Chandramouli, Marcelo Hartmann, Oriol Abril, Owen Thomas, Henri Pesonen, Jukka Corander, Samuel Kaski, Paul-Christian Bürkner, Arto Klami, Oriol Abril Pla, …
An importance sampling approach for reliable and efficient inference in Bayesian ordinary differential equation models
published 2023 · Stat · 2 citations · first circulated 2022
with Juho Timonen, Nikolas Siccha, Ben Bales, Harri Lähdesmäki
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
published 2022 · Statistics and Computing · 55 citations · first circulated 2020
with Gabriel Riutort-Mayol, Paul-Christian Bürkner, Michael Riis Andersen, Arno Solin
Fast Methods for Posterior Inference of Two-Group Normal-Normal Models
published 2022 · Bayesian Analysis · 1 citations · first circulated 2021
Using reference models in variable selection
published 2022 · Computational Statistics · 26 citations · first circulated 2020
with Federico Pavone, Juho Piironen, Paul-Christian Bürkner
Graphical test for discrete uniformity and its applications in goodness-of-fit evaluation and multiple sample comparison
published 2022 · Statistics and Computing · 6 citations · first circulated 2021
with Teemu Säilynoja, Paul-Christian Bürkner
Bayesian Hierarchical Stacking: Some Models Are (Somewhere) Useful
published 2021 · Bayesian Analysis · 3 citations
What are the Most Important Statistical Ideas of the Past 50 Years?
published 2021 · Journal of the American Statistical Association · 63 citations · first circulated 2020
Challenges for BBVI with Normalizing Flows
published 2021 · International Conference on Machine Learning
with Akash Kumar Dhaka, Alejandro Catalina, Manushi Welandawe, Michael Riis Andersen, Jonathan H. Huggins
no link
Qualifying drug dosing regimens in pediatrics using Gaussian processes
published 2021 · Statistics in Medicine · 5 citations
with Eero Siivola, Sebastian Weber
Implicitly adaptive importance sampling
published 2021 · Statistics and Computing · 40 citations
with Topi Paananen, Juho Piironen, Paul-Christian Bürkner
R∗: A Robust MCMC Convergence Diagnostic with Uncertainty Using Decision Tree Classifiers
published 2020 · Bayesian Analysis · 7 citations
with Ben Lambert
Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
published 2020 · Computational Statistics · 51 citations
with Paul-Christian Bürkner, Jonah Gabry
Parallel Gaussian Process Surrogate Bayesian Inference with Noisy Likelihood Evaluations
published 2020 · Bayesian Analysis · 2 citations · first circulated 2019
with Marko Järvenpää, Michael U. Gutmann, Pekka Marttinen
Projective inference in high-dimensional problems: Prediction and feature selection
published 2020 · Electronic Journal of Statistics · 108 citations
with Juho Piironen, Markus Paasiniemi
Uncertainty-aware Sensitivity Analysis Using Rényi Divergences
published 2019 · Työväentutkimus Vuosikirja · 1 citations
with Topi Paananen, Michael Riis Andersen
An additive Gaussian process regression model for interpretable non-parametric analysis of longitudinal data
published 2019 · Nature Communications · 118 citations
with Lu Cheng, Siddharth Ramchandran, Tommi Vatanen, Niina Lietzén, Riitta Lahesmaa, Harri Lähdesmäki
Visualization in Bayesian Workflow
published 2019 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1137 citations
R-squared for Bayesian Regression Models
published 2018 · The American Statistician · 945 citations
Characterization and non-parametric modeling of the developing serum proteome during infancy and early childhood
published 2018 · Scientific Reports · 19 citations
with Niina Lietzén, Lu Cheng, Robert Moulder, Heli Siljander, Essi Laajala, Taina Härkönen, Aleksandr Peet, Vallo Tillmann, Mikael Knip, Harri Lähdesmäki, Riitta Lahesmaa
Brain-to-brain hyperclassification reveals action-specific motor mapping of observed actions in humans
published 2017 · PLoS ONE · 11 citations
with Dmitry Smirnov, Fanny Lachat, Tomi Peltola, Juha M. Lahnakoski, Olli-Pekka Koistinen, Enrico Glerean, Riitta Hari, Mikko Sams, Lauri Nummenmaa
Comment: Consensus Monte Carlo using expectation propagation
published 2017 · Brazilian Journal of Probability and Statistics
Sparsity information and regularization in the horseshoe and other shrinkage priors
published 2017 · Electronic Journal of Statistics · 477 citations
with Juho Piironen
ELFI, a software package for likelihood-free inference
published 2017 · International Conference on Machine Learning
with Jarno Lintusaari, Henri Vuollekoski, Antti Kangasrääsiö, Kusti Skytén, Marko Järvenpää, Michael U. Gutmann, Jukka Corander, Samuel Kaski
no link
ELFI: Engine for Likelihood-Free Inference
published 2016 · Neural Information Processing Systems · 33 citations
with Antti Kangasrääsiö, Jarno Lintusaari, Kusti Skytén, Marko Järvenpää, Henri Vuollekoski, Michael U. Gutmann, Jukka Corander, Samuel Kaski, Pekka Marttinen
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
published 2016 · Statistics and Computing · 5461 citations
Comparison of Bayesian predictive methods for model selection
published 2016 · Statistics and Computing · 329 citations
with Juho Piironen
The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
published 2015 · Lifetime Data Analysis · 7 citations
with Dario Gasbarra, Elja Arjas, Rémy Slama, Niels Keiding
Comment
published 2014 · Journal of the American Statistical Association · 1 citations
Laplace Approximation for Logistic Gaussian Process Density Estimation and Regression
published 2014 · Bayesian Analysis · 44 citations · first circulated 2012
with Jaakko Riihimäki
Estimation and Accuracy after Model Selection Comment
published 2014 · Quarterly Publications of the American Statistical Association · 2 citations
no link
Understanding predictive information criteria for Bayesian models
published 2013 · Statistics and Computing · 2173 citations
Hierarchical second-order analysis of replicated spatial point patterns with non-spatial covariates
published 2013 · Spatial Statistics · 16 citations
with Mari Myllymäki, Aila Särkkä
Nested expectation propagation for Gaussian process classification
published 2013 · Journal of Machine Learning Research · 32 citations · first circulated 2012
with Jaakko Riihimäki, Pasi Jylänki
Finite Adaptation and Multistep Moves in the Metropolis-Hastings Algorithm for Variable Selection in Genome-Wide Association Analysis
published 2012 · PLoS ONE · 16 citations
with Tomi Peltola, Pekka Marttinen
Bayesian Variable Selection in Searching for Additive and Dominant Effects in Genome-Wide Data
published 2012 · PLoS ONE · 15 citations
with Tomi Peltola, Pekka Marttinen, Antti Jula, Veikko Salomaa, Markus Perola
Approximate inference for disease mapping with sparse Gaussian processes
published 2010 · Statistics in Medicine · 65 citations
with Jarno Vanhatalo, Ville Pietiläinen
Discussion to 'Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations' by Håvard Rue, Sara Martino and Nicolas Chopin
published 2009 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 3 citations
with Jarno Vanhatalo
no link
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
published 2007 · Neurocomputing · 21 citations
with Simo Särkkä, Jouko Lampinen
Rao-Blackwellized particle filter for multiple target tracking
published 2005 · Information Fusion · 276 citations
with Simo Särkkä, Jouko Lampinen
Discussion on the paper by Spiegelhalter, Best, Carlin and van der Linde
published 2002 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 124 citations
with Stephen P. Brooks, James C. Smith, Martyn Plummer, Mervyn Stone, Christian P. Robert, D. M. Titterington, J. A. Nelder, Anthony C. Atkinson, A. P. Dawid, Andrew Lawson, Allan Clark, José M. Bernardo, …
no link
Bayesian approach for neural networks—review and case studies
published 2001 · Neural Networks · 386 citations
with Jouko Lampinen
Bayesian MLP neural networks for image analysis
published 2000 · Pattern Recognition Letters · 46 citations
with Jouko Lampinen
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).