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.
Quick question: Does Stan have implementation for other non-parametric methods like Dirichlet Process models? The only one I saw in the Stan reference manual was the Gaussian Process. If there isn’t could you recommend related packages for Dirichlet process.
Thanks.
Stan supports Dirichlet processes with a given truncation level; I believe there’s an explanation of this in the manual. For non-truncated versions, you can look at BNPy or Edward for example.