Jonah Gabry, Vince Dorie, and I are giving a 3-day short course in two weeks.

Before class everyone should install R, RStudio and RStan on their computers. (If you already have these, please update to the latest version of R and the latest version of Stan, which is 2.10.) If problems occur please join the stan-users group and post any questions. It’s important that all participants get Stan running and bring their laptops to the course.

Class structure and example topics for the three days:

Monday, July 18: Introduction to Bayes and Stan

Morning:

Intro to Bayes

Intro to Stan

The statistical crisis in science

Afternoon:

Stan by example

Components of a Stan program

Little data: how traditional statistical ideas remain relevant in a big data world

Tuesday, July 19: Computation, Monte Carlo and Applied Modeling

Morning:

Computation with Monte Carlo Methods

Debugging in Stan

Generalizing from sample to population

Afternoon:

Multilevel regression and generalized linear models

Computation and Inference in Stan

Why we don’t (usually) have to worry about multiple comparisons

Wednesday, July 20: Advanced Stan and Big Data

Morning:

Vectors, matrices, and transformations

Mixture models and complex data structures in Stan

Hierarchical modeling and prior information

Afternoon:

Bayesian computation for big data

Advanced Stan programming

Open problems in Bayesian data analysis

Specific topics on Bayesian inference and computation include, but are not limited to:

Bayesian inference and prediction

Naive Bayes, supervised, and unsupervised classification

Overview of Monte Carlo methods

Convergence and effective sample size

Hamiltonian Monte Carlo and the no-U-turn sampler

Continuous and discrete-data regression models

Mixture models

Measurement-error and item-response models

Specific topics on Stan include, but are not limited to:

Reproducible research

Probabilistic programming

Stan syntax and programming

Optimization

Warmup, adaptation, and convergence

Identifiability and problematic posteriors

Handling missing data

Ragged and sparse data structures

Gaussian processes

Again, information on the course is here.

The course is organized by Lander Analytics.

The course is not cheap. Stan is open-source, and we organize these courses to raise money to support the programming required to keep Stan up to date. We hope and believe that the course is more than worth the money you pay for it, but we hope you’ll also feel good, knowing that this money is being used directly to support Stan R&D.

For all the crappy, questionable research that funding agencies generously support I’m disgusted by how grudgingly they fund (if at all) open source software development.

I will donate money to Stan. Is there a donation box? Oh, I just saw that there is:

https://www.flipcause.com/widget/give_now/NTU3Ng==

I will make a donation. Stan totally deserves to be crowd-funded.

And I second Rahul’s comment: It’s outrageous that funding agencies support so much questionable work.

Rahul:

When it comes to Stan, I can’t complain about government funding. We’ve received lots of funding from a range of government agencies. Sure, we also get turned down a lot, and that irritates us, but overall we’ve been generously supported by the taxpayers (and, in return, we think we’ve given the taxpayers a good return on their money). But we have so much we want to do that we’re always working to get more money to support our (small) staff of full-time programmers and researchers.

I just wish they’d give Stan even more money! In fact, they could even subsidize the training courses so you could charge the participants less!

Rahul:

In fact, some of our grants do involve training, and we have done free or low-cost training in some academic or nonprofit settings.

Out of sheer curiosity, have you tried to aggregate the total Government funding Stan has received over its life-cycle?

See: http://mc-stan.org/support/ for some of the support to the project and to Columbia. Not all of the grants listed went completely to Stan. And it’s not all U.S. government support. Many more people have been supported through government grants (from various countries) and other means and contributed to Stan.

Any 3-day course in pretty much any business school would be at least that amount.

….with probably half the information density.

Could you please do an online class about Stan? I would like to watch it and use Stan, and it feels so much less burdensome if I can just watch a video.

There are quite a few good youtube videos…

http://mc-stan.org/documentation/, scroll down to “Video”.

We have not done online classes but we have talked about it. If we end up doing one, you will find out about it here.

Thanks! That would be great!