Miscellaneous case studies by Aki Vehtari.
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
- ESS comparison: Comparison of MCMC effective sample size (and MCSE) estimators
- Digits: How many digits to report and how many iterations to run