Blog Archives

Mitzi’s talk on spatial models in Ann Arbor, Thursday 5 April 2018

March 28, 2018
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Mitzi returns to her alma mater to give a talk at joint meeting of the Ann Arbor useR and ASA Meetups: Spatial models in Stan Abstract This case study shows how to efficiently encode and compute an intrinsic conditional autoregressive (ICAR) model in Stan. When data has a neighborhood structure, ICAR models provide spatial smoothing […] The post Mitzi’s talk on spatial models in Ann Arbor, Thursday 5 April 2018…

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Bob’s talk at Berkeley, Thursday 22 March, 3 pm

March 16, 2018
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It’s at the Institute for Data Science at Berkeley. Hierarchical Modeling in Stan for Pooling, Prediction, and Multiple Comparisons 22 March 2018, 3pm 190 Doe Library. UC Berkeley. And here’s the abstract: I’ll provide an end-to-end example of using R and Stan to carry out full Bayesian inference for a simple set of repeated binary […] The post Bob’s talk at Berkeley, Thursday 22 March, 3 pm appeared first on…

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Andrew vs. the Multi-Armed Bandit

February 4, 2018
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Andrew and I were talking about coding up some sequential designs for A/B testing in Stan the other week. I volunteered to do the legwork and implement some examples. The literature is very accessible these days—it can be found under the subject heading “multi-armed bandits.” There’s even a Wikipedia page on multi-armed bandits that lays […] The post Andrew vs. the Multi-Armed Bandit appeared first on Statistical Modeling, Causal Inference,…

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When to add a feature to Stan? The recurring issue of the compound declare-distribute statement

February 1, 2018
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At today’s Stan meeting (this is Bob, so I really do mean today), we revisited the topic of whether to add a feature to Stan that would let you put distributions on parameters with their declarations. Compound declare-define statements Mitzi added declare-define statements a while back, so you can now write: transformed parameter { real […] The post When to add a feature to Stan? The recurring issue of the…

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New Stan case studies: NNGP and Lotka-Volterra

January 28, 2018
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It’s only January and we already have two new case studies up on the Stan site. Two new case studies Lu Zhang of UCLA contributed a case study on nearest neighbor Gaussian processes. Bob Carpenter (that’s me!) of Columbia Uni contributed one on Lotka-Volterra population dynamics. Mitzi Morris of Columbia Uni has been updating her […] The post New Stan case studies: NNGP and Lotka-Volterra appeared first on Statistical Modeling,…

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We were measuring the speed of Stan incorrectly—it’s faster than we thought in some cases due to antithetical sampling

January 18, 2018
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Aki points out that in cases of antithetical sampling, our effective sample size calculations were unduly truncated above at the number of iterations. It turns out the effective sample size can be greater than the number of iterations if the draws are anticorrelated. And all we really care about for speed is effective sample size […] The post We were measuring the speed of Stan incorrectly—it’s faster than we thought…

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

January 9, 2018
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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 […] The post Three new domain-specific (embedded) languages with a Stan backend appeared first on…

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Interactive visualizations of sampling and GP regression

December 9, 2017
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You really don’t want to miss Chi Feng‘s absolutely wonderful interactive demos. (1) Markov chain Monte Carlo sampling I believe this is exactly what Andrew was asking for a few Stan meetings ago: Chi Feng’s Interactive MCMC Sampling Visualizer This tool lets you explore a range of sampling algorithms including random-walk Metropolis, Hamiltonian Monte Carlo, […] The post Interactive visualizations of sampling and GP regression appeared first on Statistical Modeling,…

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How not to compare the speed of Stan to something else

November 30, 2017
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Someone’s wrong on the internet And I have to do something about it. Following on from Dan’s post on Barry Gibb statistical model evaluation, here’s an example inspired by a paper I found on Google Scholar searching for Stan citations. The paper (which there is no point in citing) concluded that JAGS was faster than […] The post How not to compare the speed of Stan to something else appeared…

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Computational and statistical issues with uniform interval priors

November 28, 2017
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There are two anti-patterns* for prior specification in Stan programs that can be sourced directly to idioms developed for BUGS. One is the diffuse gamma priors that Andrew’s already written about at length. The second is interval-based priors. Which brings us to today’s post. Interval priors An interval prior is something like this in Stan […] The post Computational and statistical issues with uniform interval priors appeared first on Statistical…

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