Projection predictive model selection – projpred

Bayesian workflow

  • Nabiximols: model checking and comparison, prior sensitivity analysis, model refinement
  • Birthdays: iterative model building, use of fast approximate inference

Gaussian processes

  • Birthdays: Workflow demo for building time series model from many Gaussian process components
  • Motorcycle: Gaussian process demo with heteroscedastic noise model and Hilbert basis function and covariance matrix implementations

MCMC diagnostics and accuracy

Laplace approximation and Jacobian transformation

  • Jacobian: Illustration of Laplace approximation and Jacobian adjustment in Stan.