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Archive of posts filed under the Stan category.

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 […]

Short course on Bayesian data analysis and Stan 23-25 Aug in NYC!

Jonah “ShinyStan” Gabry, Mike “Riemannian NUTS” Betancourt, and I will be giving a three-day short course next month in New York, following the model of our successful courses in 2015 and 2016. Before class everyone should install R, RStudio and RStan on their computers. (If you already have these, please update to the latest version […]

Make Your Plans for Stans (-s + Con)

This post is by Mike A friendly reminder that registration is open for StanCon 2018, which will take place over three days, from Wednesday January 10, 2018 to Friday January 12, 2018, at the beautiful Asilomar Conference Grounds in Pacific Grove, California. Detailed information about registration and accommodation at Asilomar, including fees and instructions, can be found on […]

Hey—here are some tools in R and Stan to designing more effective clinical trials! How cool is that?

In statistical work, design and data analysis are often considered separately. Sometimes we do all sorts of modeling and planning in the design stage, only to analyze data using simple comparisons. Other times, we design our studies casually, even thoughtlessly, and then try to salvage what we can using elaborate data analyses. It would be […]

Stan Weekly Roundup, 14 July 2017

Another week, another bunch of Stan updates. Kevin Van Horn and Elea McDonnell Feit put together a tutorial on Stan [GitHub link] that covers linear regression, multinomial logistic regression, and hierarchical multinomial logistic regression. Andrew has been working on writing up our “workflow”. That includes Chapter 1, Verse 1 of Bayesian Data Analysis of (1) […]

Sparse regression using the “ponyshoe” (regularized horseshoe) model, from Juho Piironen and Aki Vehtari

The article is called “Sparsity information and regularization in the horseshoe and other shrinkage priors,” and here’s the abstract: The horseshoe prior has proven to be a noteworthy alternative for sparse Bayesian estimation, but has previously suffered from two problems. First, there has been no systematic way of specifying a prior for the global shrinkage […]

Stan Weekly Roundup, 7 July 2017

Holiday weekend, schmoliday weekend. Ben Goodrich and Jonah Gabry shipped RStan 2.16.2 (their numbering is a little beyond base Stan, which is at 2.16.0). This reintroduces error reporting that got lost in the 2.15 refactor, so please upgrade if you want to debug your Stan programs! Joe Haupt translated the JAGS examples in the second […]

Stan/NYC WiMLDS Workshop

On Saturday, July 22nd Mitzi Morris and I (Michael Betancourt) will be hosting a day-long Stan workshop for the NYC Women in Machine Learning & Data Science Meetup Group.  As with most of our workshops the emphasis will be on interactive exercises where everyone builds and running models in Stan.  We’ll start with the foundations […]

What is a pull request?

Bob explains: A pull request (PR) is the minimal publishable unit of open-source development. It’s a proposed change to the code base that we can then review. If you want to see how the sausage is made, follow this link. If you click on “files changed”, you’ll see what Sean is proposing doing with the […]

Stan Weekly Roundup, 30 June 2017

Here’s some things that have been going on with Stan since the last week’s roundup Stan® and the logo were granted a U.S. Trademark Registration No. 5,222,891 and a U.S. Serial Number: 87,237,369, respectively. Hard to feel special when there were millions of products ahead of you. Trademarked names are case insensitive and they required […]