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Archive of posts filed under the Stan category.

Getting the right uncertainties when fitting multilevel models

Cesare Aloisi writes: I am writing you regarding something I recently stumbled upon in your book Data Analysis Using Regression and Multilevel/Hierarchical Models which confused me, in hopes you could help me understand it. This book has been my reference guide for many years now, and I am extremely grateful for everything I learnt from […]

Stan Weekly Roundup, 22 September 2017

This week (and a bit from last week) in Stan: Paul-Christian Bürkner‘s paper on brms (a higher-level interface to RStan, which preceded rstanarm and is still widely used and recommended by our own devs) was just published as a JStatSoft article. If you follow the link, the abstract explains what brms does. Ben Goodrich and […]

Call for papers: Probabilistic Programming Languages, Semantics, and Systems (PPS 2018)

I’m on the program committee and they say they’re looking to broaden their horizons this year to include systems like Stan. The workshop is part of POPL, the big programming language theory conference. Here’s the official link PPS 2018 home page Call for extended abstracts (2 pages) The submissions are two-page extended abstracts and the […]

Stan Course in Newcastle, United Kingdom!

(this post is by Betancourt) The growth of Stan has afforded the core team many opportunities to give courses, to both industrial and academic audiences and at venues  across the world.  Regrettably we’re not always able to keep up with demand for new courses, especially outside of the United States, due to our already busy schedules. […]

Extended StanCon 2018 Deadline!

(this post is by Betancourt) We received an ensemble of exciting submissions for StanCon2018, but some of our colleagues requested a little bit of extra time to put the finishing touches on their submissions.  Being the generous organizers that we are, we have decided to extend the submission deadline for everyone by two weeks. Contributed submissions […]

Job openings at online polling company!

Kyle Dropp of online polling firm Morning Consult says they are hiring a bunch of mid-level data scientists and software engineers at all levels: About Morning Consult: We are interviewing about 10,000 adults every day in the U.S. and ~20 countries, we have worked with 150+ Fortune 500 companies and industry associations and we are […]

The StanCon Cometh

(In a stunning deviation from the norm, this post is not by Andrew or Dan, but Betancourt!) Some important dates for StanCon2018 are rapidly approaching! Contributed submissions are due September 16, 2017 5:00:00 AM GMT. That’s less than 6 days away!  We want to make sure we can review submissions early enough to get responses back […]

Self-study resources for Bayes and Stan?

Someone writes: I’m interested in learning more about data analysis techniques; I’ve bought books on Bayesian Statistics (including yours), on R programming, and on several other ‘related stuff’. Since I generally study this whenever I have some free time, I’m looking for sources that are meant for self study. Are there any sources that you […]

Stan Weekly Roundup, 7 September 2017

I was out on vacation last week, but now I’m back! While I was gone… Sean Talts released Stan 2.17 (the math library, the core Stan library, and CmdStan 2.17). RStan and PyStan are in the works. Stan 2.17 will be the last pure C++03 release, that opens up pretty much all of C++11 and […]

The fundamental abstractions underlying BUGS and Stan as probabilistic programming languages

Probabilistic programming languages I think of BUGS and Stan as probabilistic programming languages because their variables may be used to denote random variables, with function application doing the right thing in terms of propagating randomness (usually encoding uncertainty in a Bayesian setting). They are not probabilistic programming languages that provide an object language for inference; […]

StanCon Submissions Reminder

The deadline for submissions to StanCon 2018 is approaching fast! Submissions should be sent by September 16, 2017 5:00:00 AM GMT. StanCon’s version of conference proceedings is a collection of contributed talks based on interactive, self-contained notebooks (e.g., knitr, R Markdown, Jupyter, etc.). For example, you might demonstrate a novel modeling technique, or (possibly simplified […] down again (and up again)

[update: back up again 20 minutes later. sorry for all the churn and sorry again it went down.] My fault again. Really sorry about this. I’m actually on a real vacation for the first time in two years and not checking my email regularly and not checking my junk email at all. This time, PairNic […]

Stan Weekly Roundup, 25 August 2017

This week, the entire Columbia portion of the Stan team is out of the office and we didn’t have an in-person/online meeting this Thursday. Mitzi and I are on vacation, and everyone else is either teaching, TA-ing, or attending the Stan course. Luckily for this report, there’s been some great activity out of the meeting […]

Mixture models in Stan: you can use log_mix()

From the Stan manual: log_mix() . . . I like it. Super-clean.

Stan Weekly Roundup, 18 August 2017

Summer? What summer? Stan 2.17 is coming and there’s work to be done. Sebastian Weber has been making huge strides in adding MPI parallel autodiff to the math library (with design maturing for Stan itself and the library interfaces). Ongoing discusions on the Discourse forum and prototypes for a function to add to the Stan […] down & single points of failure

[update: back up. whew. back to our regularly scheduled programming.] [update: just talked to our registrar on the phone and they say it’ll probably take an hour or two for the DNS to catch up again, but then everything should be OK. I would highly recommend PairNIC—their support was awesome.] is down because I […]

Stan Weekly Roundup, 11 August 2017

This week, more Stan! Charles Margossian is rock star of the week, finishing off the algebraic solver math library fixture and getting all plumbed through Stan and documented. Now you can solve nonlinear sets of equations and get derivatives with the implicit function theorem all as part of defining your log density. There is a […]

Stan Weekly Roundup, 3 August 2017

You’d almost think we were Europeans based on how much we’ve slowed down over the summer. Imad Ali, Jonah Gabry, and Ben Goodrich finished the online pkgdown-style documentation for all the Stan Development Team supported R packages. They can be accessed via, e.g., rstan: rstanarm: shinystan: loo: bayesplot: The […]

Stan Weekly Roundup, 28 July 2017

Here’s the roundup for this past week. Michael Betancourt added case studies for methodology in both Python and R, based on the work he did getting the ML meetup together: RStan workflow PyStan workflow Michael Betancourt, along with Mitzi Morris, Sean Talts, and Jonah Gabry taught the women in ML workshop at Viacom in NYC […]

Stan Weekly Roundup, 21 July 2017

It was another productive week in Stan land. The big news is that Jonathan Auerbach, Tim Jones, Susanna Makela, Swupnil Sahai, and Robin Winstanley won first place in a New York City competition for predicting elementary school enrollment. Jonathan told me, “I heard 192 entered, and there were 5 finalists….Of course, we used Stan (RStan […]