1 code implementation • 6 May 2020 • Topi Paananen, Alejandro Catalina, Paul-Christian Bürkner, Aki Vehtari
Many data sets contain an inherent multilevel structure, for example, because of repeated measurements of the same observational units.
1 code implementation • 17 Oct 2019 • Topi Paananen, Michael Riis Andersen, Aki Vehtari
For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables.
2 code implementations • 20 Jun 2019 • Topi Paananen, Juho Piironen, Paul-Christian Bürkner, Aki Vehtari
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling.
2 code implementations • 21 Dec 2017 • Topi Paananen, Juho Piironen, Michael Riis Andersen, Aki Vehtari
Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance.