I just wanted to thank everyone for all the well-wishes I've received over the last week. I especially want to thank @Science_Academy for awarding me the Moran medal, and @robjhyndman for nominating me. Also, a big congratulations to my co-winner Rachel Wang. Thanks again!
In short, if your goal is inference, then you probably shouldn't use fixed form VB approximations in SSMs. Even very good ones are inconsistent. However, if your goal is prediction, and you don't have a long time series, then VB is surprisingly accurate.
Who's interested in a cautionary tale of when you should and shouldn't use VB methods in SSMs? If that's the kinda thing you're into, check out our recent paper in #JCGS with @RubenLoaizaMay1 and Gael Martin: https://t.co/0ofQlFdZtb
@TresBienHien @smallscientist_ @TresBienHien"Canadian" geese, which are absolutely everywhere in the US, are legit scary. They are big and chase you with little warning. "Apparently, they can break a man's arm!"