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Archive of posts filed under the Stan category.

A book on RStan in Japanese: Bayesian Statistical Modeling Using Stan and R (Wonderful R, Volume 2)

Wonderful, indeed, to have an RStan book in Japanese: Kentarou Matsuura. 2016. Bayesian Statistical Modeling Using Stan and R. Wonderful R Series, Volume 2. Kyoritsu Shuppan Co., Ltd. Google translate makes the following of the description posted on Amazon Japan (linked from the title above): In recent years, understanding of the phenomenon by fitting a […]

“Crimes Against Data”: My talk at Ohio State University this Thurs; “Solving Statistics Problems Using Stan”: My talk at the University of Michigan this Fri

Crimes Against Data Statistics has been described as the science of uncertainty. But, paradoxically, statistical methods are often used to create a sense of certainty where none should exist. The social sciences have been rocked in recent years by highly publicized claims, published in top journals, that were reported as “statistically significant” but are implausible […]

StanCon is coming! Sat, 1/21/2017

Save the date! The first Stan conference is going to be in NYC in January. Registration will open at the end of September.   When: Saturday, January 21, 2017 9 am – 5 pm   Where: Davis Auditorium, Columbia University 530 West 120th Street 4th floor (campus level), room 412 New York, NY 10027   […]

Solving Statistics Problems Using Stan (my talk at the NYC chapter of the American Statistical Association)

Here’s the announcement: Solving Statistics Problems Using Stan Stan is a free and open-source probabilistic programming language and Bayesian inference engine. In this talk, we demonstrate the use of Stan for some small fun problems and then discuss some open problems in Stan and in Bayesian computation and Bayesian inference more generally. It’s next Tues, […]

Stan wins again!

See here.

Stan users group hits 2000 registrations

Of course, there are bound to be duplicate emails, dead emails, and people who picked up Stan, joined the list, and never came back. But still, that’s a lot of people who’ve expressed interest! It’s been an amazing ride that’s only going to get better as we learn more and continue to improve Stan’s speed […]

Fast CAR: Two weird tricks for fast conditional autoregressive models in Stan

Max Joseph writes: Conditional autoregressive (CAR) models are popular as prior distributions for spatial random effects with areal spatial data. Historically, MCMC algorithms for CAR models have benefitted from efficient Gibbs sampling via full conditional distributions for the spatial random effects. But, these conditional specifications do not work in Stan, where the joint density needs […]

Who owns your code and text and who can use it legally? Copyright and licensing basics for open-source

I am not a lawyer (“IANAL” in web-speak); but even if I were, you should take this with a grain of salt (same way you take everything you hear from anyone). If you want the straight dope for U.S. law, see the U.S. government Copyright FAQ; it’s surprisingly clear for government legalese. What is copyrighted? […]

Free workshop on Stan for pharmacometrics (Paris, 22 September 2016); preceded by (non-free) three day course on Stan for pharmacometrics

So much for one post a day… Workshop: Stan for Pharmacometrics Day If you are interested in a free day of Stan for pharmacometrics in Paris on 22 September 2016, see the registration page: Stan for Pharmacometrics Day (free workshop) Julie Bertrand (statistical pharmacologist from Paris-Diderot and UCL) has finalized the program: When Who What […]

His varying slopes don’t seem to follow a normal distribution

Bruce Doré writes: I have a question about multilevel modeling I’m hoping you can help with. What should one do when random effects coefficients are clearly not normally distributed (i.e., coef(lmer(y~x+(x|id))) )? Is this a sign that the model should be changed? Or can you stick with this model and infer that the assumption of […]

Stan Course up North (Anchorage, Alaska) 23–24 Aug 2016

Daniel Lee’s heading up to Anchorage, Alaska to teach a two-day Stan course at the Alaska chapter of the American Statistical Association (ASA) meeting in Anchorage. Here’s the rundown: Information and Free Registration I hear Alaska’s beautiful in the summer—16 hour days in August and high temps of 17 degrees celsius. Plus Stan! More Upcoming […]

A little story of the Folk Theorem of Statistical Computing

I know I promised I wouldn’t blog, but this one is so clean and simple. And I already wrote it for the stan-users list anyway so it’s almost no effort to post it here too: A colleague and I were working on a data analysis problem, had a very simple overdispersed Poisson regression with a […]

Smooth poll aggregation using state-space modeling in Stan, from Jim Savage

Jim Savage writes: I just saw your post on poll bounces; have been thinking the same myself. Why are the poll aggregators so jumpy about new polls? Annoyed, I put together a poll aggregator that took a state-space approach to the unobserved preferences; nothing more than the 8 schools (14 polls?) example with a time-varying […]

Stan 2.11 Good, Stan 2.10 Bad

Stan 2.11 is available for all interfaces We are happy to announce that all of the interfaces have been updated to Stan 2.11. There was a subtle bug introduced in 2.10 where a probabilistic acceptance condition was being checked twice. Sorry about that and thanks for your patience. We’ve added some additional tests to catch […]

Thanks, eBay!

Our recent Stan short course went very well, and we wanted to thank Julia Neznanova and Paul Burt of eBay NYC for giving us the space where we held the class.

Bayesian Inference with Stan for Pharmacometrics Class

Bob Carpenter, Daniel Lee, and Michael Betancourt will be teaching the 3-day class starting on 19 September in Paris. Following is the outline for the course: Day 1 Introduction to Bayesian statistics Likelihood / sampling distributions Priors, Posteriors via Bayes’s rule Posterior expectations and quantiles Events as expectations of indicator functions Introduction to Stan Basic […]

Bayesian Linear Mixed Models using Stan: A tutorial for psychologists, linguists, and cognitive scientists

This article by Tanner Sorensen, Sven Hohenstein, and Shravan Vasishth might be of interest to some of you.

One-day workshop on causal inference (NYC, Sat. 16 July)

James Savage is teaching a one-day workshop on causal inference this coming Saturday (16 July) in New York using RStanArm. Here’s a link to the details: One-day workshop on causal inference Here’s the course outline: How do prices affect sales? What is the uplift from a marketing decision? By how much will studying for an […]

Some insider stuff on the Stan refactor

From the stan-dev list, Bob wrote [and has since added brms based on comments; the * packages are ones that aren’t developed or maintained by the stan-dev team, so we only know what we hear from their authors]: The bigger picture is this, and you see the stan-dev/stan repo really spans three logical layers: stan […]

Reproducible Research with Stan, R, knitr, Docker, and Git (with free GitLab hosting)

Jon Zelner recently developed a neat Docker packaging of Stan, R, and knitr for fully reproducible research. The first in his series of posts (with links to the next parts) is here: * Reproducibility, part 1 The post on making changes online and auto-updating results using GitLab’s continuous integration service is here: * GitLab continuous […]