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

Jacobian transformation

  • Jacobian: Illustration of Jacobian transformation in Stan.