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Archive of posts filed under the Stan category.

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 […]

What is the chance that your vote will decide the election? Ask Stan!

I was impressed by Pierre-Antoine Kremp’s open-source poll aggregator and election forecaster (all in R and Stan with an automatic data feed!) so I wrote to Kremp: I was thinking it could be fun to compute probability of decisive vote by state, as in this paper. This can be done with some not difficult but […]

Why I prefer 50% rather than 95% intervals

I prefer 50% to 95% intervals for 3 reasons: 1. Computational stability, 2. More intuitive evaluation (half the 50% intervals should contain the true value), 3. A sense that in aplications it’s best to get a sense of where the parameters and predicted values will be, not to attempt an unrealistic near-certainty. This came up […]

Modeling statewide presidential election votes through 2028

David Leonhardt of the NYT asked a bunch of different people, including me, which of various Romney-won states in 2012 would be likely to be won by a Democrat in 2020, 2024, or 2028, and which of various Obama-won states would go for a Republican in any of those future years. If I’m going to […]

Michael Betancourt has made NUTS even more awesome and efficient!

In an beautiful new paper, Betancourt writes: The geometric foundations of Hamiltonian Monte Carlo implicitly identify the optimal choice of [tuning] parameters, especially the integration time. I then consider the practical consequences of these principles in both existing algorithms and a new implementation called Exhaustive Hamiltonian Monte Carlo [XMC] before demonstrating the utility of these […]

Some modeling and computational ideas to look into

Can we implement these in Stan? Marginally specified priors for non-parametric Bayesian estimation (by David Kessler, Peter Hoff, and David Dunson): Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of […]

“It’s not reproducible if it only runs on your laptop”: Jon Zelner’s tips for a reproducible workflow in R and Stan

Jon Zelner writes: Reproducibility is becoming more and more a part of the conversation when it comes to public health and social science research. . . . But comparatively little has been said about another dimension of the reproducibility crisis, which is the difficulty of re-generating already-complete analyses using the exact same input data. But […]

Yes, despite what you may have heard, you can easily fit hierarchical mixture models in Stan

There was some confusion on the Stan list that I wanted to clear up, having to do with fitting mixture models. Someone quoted this from John Kruschke’s book, Doing Bayesian Data Analysis: The lack of discrete parameters in Stan means that we cannot do model comparison as a hierarchical model with an indexical parameter at […]

Practical Bayesian model evaluation in Stan and rstanarm using leave-one-out cross-validation

Our (Aki, Andrew and Jonah) paper Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC was recently published in Statistics and Computing. In the paper we show why it’s better to use LOO instead of WAIC for model evaluation how to compute LOO quickly and reliably using the full posterior sample how Pareto smoothing importance […]

Mathematica, now with Stan

Vincent Picaud developed a Mathematica interface to Stan: MathematicaStan You can find everything you need to get started by following the link above. If you have questions, comments, or suggestions, please let us know through the Stan user’s group or the GitHub issue tracker. MathematicaStan interfaces to Stan through a CmdStan process. Stan programs are […]

Webinar: Introduction to Bayesian Data Analysis and Stan

This post is by Eric. We are starting a series of free webinars about Stan, Bayesian inference, decision theory, and model building. The first webinar will be held on Tuesday, October 25 at 11:00 AM EDT. You can register here. Stan is a free and open-source probabilistic programming language and Bayesian inference engine. In this […]

Stan case studies!

In the spirit of reproducible research, we (that is, Bob*) set up this beautiful page of Stan case studies. Check it out. * Bob here. Michael set the site up, I set this page up, and lots of people have contributed case studies and we’re always looking for more to publish.

StanCon: now accepting registrations and submissions

As we announced here a few weeks ago, the first Stan conference will be Saturday, January 21, 2017 at Columbia University in New York. We are now accepting both conference registrations and submissions. Full details are available at StanCon page on the Stan website. If you have any questions please let us know and we […]

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

[Update: There’s a more recent post with the schedule.]   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 […]

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 […]