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Archive of posts filed under the Stan category.

Stan Conference Live Stream

StanCon 2017 is tomorrow! Late registration ends in an hour. After that, all tickets are $400. We’re going to be live streaming the conference. You’ll find the stream as a YouTube Live event from 8:45 am to 6 pm ET (and whatever gets up will be recorded by default). We’re streaming it ourselves, so if there are […]

Come and work with us!

Stan is an open-source, state-of-the-art probabilistic programming language with a high-performance Bayesian inference engine written in C++. Stan had been successfully applied to modeling problems with hundreds of thousands of parameters in fields as diverse as econometrics, sports analytics, physics, pharmacometrics, recommender systems, political science, and many more. Research using Stan has been featured in […]

30 tickets left to StanCon 2017! New sponsor!

Stan Conference 2017 is on Saturday. We just sold our 150th ticket! Capacity is 180. It’s going to be an amazing event. Register here (while tickets are still available): Our Q&A Panel will have some members of the Stan Development Team: Andrew Gelman. Stan super user. Bob Carpenter. Stan language, math library. Michael Betancourt. […]

Stan is hiring! hiring! hiring! hiring!

[insert picture of adorable cat entwined with Stan logo] We’re hiring postdocs to do Bayesian inference. We’re hiring programmers for Stan. We’re hiring a project manager. How many people we hire depends on what gets funded. But we’re hiring a few people for sure. We want the best best people who love to collaborate, who […]

Stan JSS paper out: “Stan: A probabilistic programming language”

As a surprise welcome to 2017, our paper on how the Stan language works along with an overview of how the MCMC and optimization algorithms work hit the stands this week. Bob Carpenter, Andrew Gelman, Matthew D. Hoffman, Daniel Lee, Ben Goodrich, Michael Betancourt, Marcus Brubaker, Jiqiang Guo, Peter Li, and Allen Riddell. 2017. Stan: […]

“A Conceptual Introduction to Hamiltonian Monte Carlo”

Michael Betancourt writes: Hamiltonian Monte Carlo has proven a remarkable empirical success, but only recently have we begun to develop a rigorous understanding of why it performs so well on difficult problems and how it is best applied in practice. Unfortunately, that understanding is con- fined within the mathematics of differential geometry which has limited […]

StanCon 2017 Schedule

The first Stan Conference is next Saturday, January 21, 2017! If you haven’t registered, here’s the link: I wouldn’t wait until the last minute—we might sell out before you’re able to grab a ticket. We’re up to 125 registrants now. If we have any space left, tickets will be $400 at the door. Schedule. […]

R packages interfacing with Stan: brms

Over on the Stan users mailing list I (Jonah) recently posted about our new document providing guidelines for developing R packages interfacing with Stan. As I say in the post and guidelines, we (the Stan team) are excited to see the emergence of some very cool packages developed by our users. One of these packages […]

Stan 2.14 released for R and Python; fixes bug with sampler

Stan 2.14 is out and it fixes the sampler bug in Stan versions 2.10 through 2.13. Critical update It’s critical to update to Stan 2.14. See: RStan 2.14.1 PyStan CmdStan 2.14.0 The other interfaces will update when you udpate CmdStan. The process After Michael Betancourt diagnosed the bug, it didn’t take long for him […]

Michael found the bug in Stan’s new sampler

Gotcha! Michael found the bug! That was a lot of effort, during which time he produced ten pages of dense LaTeX to help Daniel and me understand the algorithm enough to help debug (we’re trying to write a bunch of these algorithmic details up for a more general audience, so stay tuned). So what was […]

Stan 2.10 through Stan 2.13 produce biased samples

[Update: bug found! See the follow-up post, Michael found the bug in Stan’s new sampler] [Update: rolled in info from comments.] After all of our nagging of people to use samplers that produce unbiased samples, we are mortified to have to announce that Stan versions 2.10 through 2.13 produce biased samples. The issue Thanks to […]

Using Stan in an agent-based model: Simulation suggests that a market could be useful for building public consensus on climate change

Jonathan Gilligan writes: I’m writing to let you know about a preprint that uses Stan in what I think is a novel manner: Two graduate students and I developed an agent-based simulation of a prediction market for climate, in which traders buy and sell securities that are essentially bets on what the global average temperature […]

Interesting epi paper using Stan

Jon Zelner writes: Just thought I’d send along this paper by Justin Lessler et al. Thought it was both clever & useful and a nice ad for using Stan for epidemiological work. Basically, what this paper is about is estimating the true prevalence and case fatality ratio of MERS-CoV [Middle East Respiratory Syndrome Coronavirus Infection] […]

Kaggle Kernels

Anthony Goldbloom writes: In late August, Kaggle launched an open data platform where data scientists can share data sets. In the first few months, our members have shared over 300 data sets on topics ranging from election polls to EEG brainwave data. It’s only a few months old, but it’s already a rich repository for […]

Stan Webinar, Stan Classes, and StanCon

This post is by Eric. We have a number of Stan related events in the pipeline. On 22 Nov, Ben Goodrich and I will be holding a free webinar called Introduction to Bayesian Computation Using the rstanarm R Package. Here is the abstract: The goal of the rstanarm package is to make it easier to use Bayesian […]

Stan Case Studies: A good way to jump in to the language

Wanna learn Stan? Everybody’s talking bout it. Here’s a way to jump in: Stan Case Studies. Find one you like and try it out. P.S. I blogged this last month but it’s so great I’m blogging it again. For this post, the target audience is not already-users of Stan but new users.

What if NC is a tie and FL is a close win for Clinton?

On the TV they said that they were guessing that Clinton would win Florida in a close race and that North Carolina was too close to call. Let’s run the numbers, Kremp: > update_prob2(clinton_normal=list(“NC”=c(50,2), “FL”=c(52,2))) Pr(Clinton wins the electoral college) = 95% That’s good news for Clinton. What if both states are tied? > update_prob2(clinton_normal=list(“NC”=c(50,2), […]

Election updating software update

When going through the Pierre-Antoine Kremp’s election forecasting updater program, we saw that it ran into difficulties when we started to supply information from lots of states. It was a problem with the program’s rejection sampling algorithm. Kremp updated the program to allow an option where you could specify the winner in each state, and […]

Now that 7pm has come, what do we know?

(followup to this post) On TV they said that Trump won Kentucky and Indiana (no surprise), Clinton won Vermont (really no surprise), but South Carolina, Georgia, and Virginia were too close to call. I’ll run Pierre-Antoine Kremp’s program conditioning on this information, coding states that are “too close to call” as being somewhere between 45% […]

What might we know at 7pm?

To update our effort from 2008, let’s see what we might know when the first polls close. At 7pm, the polls will be closed in the following states: KY, GA, IN, NH, SC, VT, VA. Let’s list these in order of projected Trump/Clinton vote share: KY, IN, SC, GA, NH, VA, VT. I’ll use Kremp’s […]