Mattias Villani

Natural Born Bayesian


Welcome!

I am Professor of Statistics at Stockholm University, where I divide my time between research and teaching. My work often focuses on developing models and computational methods for Bayesian prediction and decision making.

Research

I develop computationally efficient Bayesian methods for inference, prediction and decision making with flexible probabilistic models. I try to keep an updated list of my research papers and links to preprints or journal versions.

Teaching

I teach master or PhD level courses in Bayesian Statistics and Machine Learning. I keep all my course material public on github, including source files for code and slides. You will find it all linked from each course here.

Students

I supervise PhD students and mentor post docs. Meet past and current students, and my academic ancestors in the Mathematics Genealogy project.

News

Some things that have kept me busy lately.