Stan, Statistics

The Stan Core Roadmap

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Here’s the plan for Stan core development that Bob presented at Stancon last week (that is, back at the end of August, 2018):

Part I. Rear-View Mirror

Stan 2.18 Released
Multi-core Processing has Landed!
Multi-Process Parallelism
Map Function
New Built-in Functions
Manuals to HTML
Improved Effective Sample Size
Foreach Loops
Data-qualified Arguments
Bug Fixes and Enhancements
Math Library Enhancements
CmdStan Enhancements

Part II. The Road in Front

GPU Support
GPU Speedup, Cholesky (40+ times)
PDEs, DAEs & Definite Integrals
Tuples (i.e., Product Types)
Ragged Arrays
Lambdas and Function Types
Independent Generated Quants
Adjoint-Jacobian Product Functor
Mass Matrix/Step Size Init
Variadic Functions, not Packing

Part III. The Longer Road

Faster Compile Times
Blockless Stan Language
Blockless Linear Regression
Non-Centered Normal Module
Protocol Buffer I/O
Logging Standards

We have lots more plans, but these are the specific items on the agenda for the Stan language.

By the time this post appears, we can report on what in the above list has already been done, what else has been done, and what’s planned for next steps.

P.S. Follow the link and you can watch all the talks from Stancon.