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Archive of posts tagged R

The current state of the Stan ecosystem in R

(This post is by Jonah) Last week I posted here about the release of version 2.0.0 of the loo R package, but there have been a few other recent releases and updates worth mentioning. At the end of the post I also include some general thoughts on R package development with Stan and the growing number of […]

loo 2.0 is loose

This post is by Jonah and Aki. We’re happy to announce the release of v2.0.0 of the loo R package for efficient approximate leave-one-out cross-validation (and more). For anyone unfamiliar with the package, the original motivation for its development is in our paper: Vehtari, A., Gelman, A., and Gabry, J. (2017). Practical Bayesian model evaluation […]

Three new domain-specific (embedded) languages with a Stan backend

One is an accident. Two is a coincidence. Three is a pattern. Perhaps it’s no coincidence that there are three new interfaces that use Stan’s C++ implementation of adaptive Hamiltonian Monte Carlo (currently an updated version of the no-U-turn sampler). ScalaStan embeds a Stan-like language in Scala. It’s a Scala package largely (if not entirely […]

StanCon is next week, Jan 10-12, 2018

It looks pretty cool! Wednesday, Jan 10 Invited Talk: Predictive information criteria in hierarchical Bayesian models for clustered data. Sophia Rabe-Hesketh and Daniel Furr (U California, Berkely) 10:40-11:30am Does the New York City Police Department rely on quotas? Jonathan Auerbach (Columbia U) 11:30-11:50am Bayesian estimation of mechanical elastic constants. Ben Bales, Brent Goodlet, Tresa Pollock, […]

Stan Roundup, 10 November 2017

We’re in the heart of the academic season and there’s a lot going on. James Ramsey reported a critical performance regression bug in Stan 2.17 (this affects the latest CmdStan and PyStan, not the latest RStan). Sean Talts and Daniel Lee diagnosed the underlying problem as being with the change from char* to std::string arguments—you […]

Stan Roundup, 27 October 2017

I missed two weeks and haven’t had time to create a dedicated blog for Stan yet, so we’re still here. This is only the update for this week. From now on, I’m going to try to concentrate on things that are done, not just in progress so you can get a better feel for the […]

Halifax, NS, Stan talk and course Thu 19 Oct

Halfiax, here we come. I (Bob, not Andrew) am going to be giving a talk on Stan and then Mitzi and I will be teaching a course on Stan after that. The public is invited, though space is limited for the course. Here are details if you happen to be in the Maritime provinces. TALK: […]

Stan Roundup, 6 October 2017

I missed last week and almost forgot to add this week’s. Jonah Gabry returned from teaching a one-week course for a special EU research institute in Spain. Mitzi Morris has been knocking out bug fixes for the parser and some pull requests to refactor the underlying type inference to clear the way for tuples, sparse […]

Will Stanton hit 61 home runs this season?

[edit: Juho Kokkala corrected my homework. Thanks! I updated the post. Also see some further elaboration in my reply to Andrew’s comment. As Andrew likes to say …] So far, Giancarlo Stanton has hit 56 home runs in 555 at bats over 149 games. Miami has 10 games left to play. What’s the chance he’ll […]

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 […]

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 […]

Animating a spinner using ggplot2 and ImageMagick

It’s Sunday, and I [Bob] am just sitting on the couch peacefully ggplotting to illustrate basic sample spaces using spinners (a trick I’m borrowing from Jim Albert’s book Curve Ball). There’s an underlying continuous outcome (i.e., where the spinner lands) and a quantization into a number of regions to produce a discrete outcome (e.g., “success” […]

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) […]

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 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 […]

Ensemble Methods are Doomed to Fail in High Dimensions

Ensemble methods [cat picture] By ensemble methods, I (Bob, not Andrew) mean approaches that scatter points in parameter space and then make moves by inteprolating or extrapolating among subsets of them. Two prominent examples are: Ter Braak’s differential evolution   Goodman and Weare’s walkers There are extensions and computer implementations of these algorithms. For example, […]