Aki Vehtari, Pasi Jylänki, Christian Robert, Nicolas Chopin, John Cunningham, and I write: We revisit expectation propagation (EP) as a prototype for scalable algorithms that partition big datasets into many parts and analyze each part in parallel to perform inference of shared parameters. The algorithm should be particularly efficient for hierarchical models, for which the […]

**Stan**category.

## Stan at NIPS 2014

For those in Montreal a few of the Stan developers will giving talks at the NIPS workshops this week. On Saturday at 9 AM I’ll be talking about the theoretical foundations of Hamiltonian Monte Carlo at the Riemannian Geometry workshop (http://www.riemanniangeometry2014.eu) while Dan will be talking about Stan at the Software Engineering workshop (https://sites.google.com/site/software4ml/) Saturday […]

*Bayesian Cognitive Modeling* Models Ported to Stan

Hats off for Martin Šmíra, who has finished porting the models from Michael Lee and Eric-Jan Wagenmakers’ book Bayesian Cognitive Modeling to Stan. Here they are: Bayesian Cognitive Modeling: Stan Example Models Martin managed to port 54 of the 57 models in the book and verified that the Stan code got the same answers as […]

## Stan hack session at Columbia on Saturday

[this post is by Daniel] For those of you in NYC this Saturday, we’re having a Stan hack session from 11 am – 5 pm. A lot of the Stan developers will be around. It’s free, but registration required. See link below. Bring a laptop, some data, and a model you want to fit. Or […]

## Soil Scientists Seeking Super Model

I (Bob) spent last weekend at Biosphere 2, collaborating with soil carbon biogeochemists on a “super model.” Model combination and expansion The biogeochemists (three sciences in one!) have developed hundreds of competing models and the goal of the workshop was to kick off some projects on putting some of them together intos wholes that are […]

## Stan hits bigtime

First Wikipedia, then the Times (featuring Yair Ghitza), now Slashdot (featuring Allen “PyStan” Riddell). Just get us on Gawker and we’ll have achieved total media saturation. Next step, backlash. Has Stan jumped the shark? Etc. (We’d love to have a “jump the shark” MCMC algorithm but I don’t know if or when we’ll get there. […]

## “The Firth bias correction, penalization, and weakly informative priors: A case for log-F priors in logistic and related regressions”

Sander Greenland sent me this paper that he wrote with Mohammad Ali Mansournia, which discusses possible penalty functions for penalized maximum likelihood or, equivalently, possible prior distributions for Bayesian posterior mode estimation, in the context of logistic regression. Greenland and Mansournia write: We consider some questions that arise when considering alternative penalties . . . […]

## Stan 2.5, now with MATLAB, Julia, and ODEs

As usual, you can find everything on the Stan Home Page. Drop us a line on the stan-users group if you have problems with installs or questions about Stan or coding particular models. New Interfaces We’d like to welcome two new interfaces: MatlabStan by Brian Lau, and Stan.jl (for Julia) by Rob Goedman. The new […]

## “We have used Stan to study dead dolphins”

In response to our call for references to successful research using Stan, Matthieu Authier points us to this: @article{ year={2014}, journal={Biodiversity and Conservation}, volume={23}, number={10}, doi={10.1007/s10531-014-0741-3}, title={How much are stranding records affected by variation in reporting rates? A case study of small delphinids in the Bay of Biscay}, url={http://dx.doi.org/10.1007/s10531-014-0741-3}, keywords={Monitoring; Marine mammal; Strandings}, author={Authier, Matthieu […]

*Bayesian Cognitive Modeling* Examples Ported to Stan

There’s a new intro to Bayes in town. Michael Lee and Eric-Jan Wagenmaker. 2014. Bayesian Cognitive Modeling: A Practical Course. Cambridge Uni. Press. This book’s a wonderful introduction to applied Bayesian modeling. But don’t take my word for it — you can download and read the first two parts of the book (hundreds of pages […]