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I am Professor of Statistics at Stockholm University.
I teach and do research in Bayesian statistics, often with a focus on prediction and computational aspects.
I keep all my teaching material open, including source files, and I have repos for all my courses (older courses at STIMA@LiU).
More info about my work on my web pages.

Mattias Villani's Projects

advancedps.jl icon advancedps.jl

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms

bayeslearnsu icon bayeslearnsu

Datasets for the course Bayesian Learning at SU and LIU.

bayesregkth icon bayesregkth

Material for a guest lecture in Bayesian regression given yearly at KTH

binder icon binder

Repo for creating binders to JuPyteR notebooks

cedas_norbis2023 icon cedas_norbis2023

Slides and codes for my lecture at the CEDAS-NORBIS 2023 Summer School in Bergen, Norway.

cudnn.jl icon cudnn.jl

Julia wrapper for the NVIDIA cuDNN GPU deep learning library

esobe2017 icon esobe2017

Material for my one-day tutorial at ESOBE2017

flux.jl icon flux.jl

Relax! Flux is the ML library that doesn't make you tensor

mfbvar icon mfbvar

R package for Mixed-Frequency Bayesian VARs

mlcourse icon mlcourse

Machine Learning, 7.5 credits, a course that I have previously given at Department of Statistics at Stockholm University.

papers icon papers

Archive of submitted papers that for some reason has not been submitted to arXiv.

regcourse icon regcourse

Web page for the course Regressionsanalys 7.5 credits at Stockholm University

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