Blog Archives

SciLua 2 includes NUTS

July 28, 2014
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The most recent release of SciLua includes an implementation of Matt’s sampler, NUTS (link is to the final JMLR paper, which is a revision of the earlier arXiv version). According to the author of SciLua, Stefano Peluchetti: Should be quite similar to your [Stan's] implementation with some differences in the adaptation strategy. If you have […] The post SciLua 2 includes NUTS appeared first on Statistical Modeling, Causal Inference, and…

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Stan 2.4, New and Improved

July 27, 2014
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We’re happy to announce that all three interfaces (CmdStan, PyStan, and RStan) are up and ready to go for Stan 2.4. As usual, you can find full instructions for installation on the Stan Home Page. Here are the release notes with a list of what’s new and improved: New Features ------------ * L-BFGS optimization (now […] The post Stan 2.4, New and Improved appeared first on Statistical Modeling, Causal Inference,…

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D&D 5e: Probabilities for Advantage and Disadvantage

July 12, 2014
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D&D 5e:  Probabilities for Advantage and Disadvantage

The new rules for D&D 5e (formerly known as D&D Next) are finally here: Dungeons & Dragons, 5th Edition: Basic Rules D&D 5e introduces a new game mechanic, advantage and disadvantage. Basic d20 Rules Usually, players roll a 20-sided die (d20) to resolve everyting from attempts at diplomacy to hitting someone with a sword. Each […] The post D&D 5e: Probabilities for Advantage and Disadvantage appeared first on Statistical Modeling,…

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Grand Opening: The Stan Shop

July 5, 2014
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I finally put together a shop so everyone can order Stan t-shirts and mugs: The Stan Shop The art’s by Michael Malecki. The t-shirts and mugs are printed on demand by Spreadshirt. I tried out a sample and the results are great and have held up to machine washing and drying. There’s a markup of […] The post Grand Opening: The Stan Shop appeared first on Statistical Modeling, Causal Inference,…

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Useless Algebra, Inefficient Computation, and Opaque Model Specifications

June 28, 2014
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I (Bob, not Andrew) doubt anyone sets out to do algebra for the fun of it, implement an inefficient algorithm, or write a paper where it’s not clear what the model is. But… Why not write it in BUGS or Stan? Over on the Stan users group, Robert Grant wrote Hello everybody, I’ve just been […] The post Useless Algebra, Inefficient Computation, and Opaque Model Specifications appeared first on Statistical…

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(Py, R, Cmd) Stan 2.3 Released

June 26, 2014
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We’re happy to announce RStan, PyStan and CmdStan 2.3. Instructions on how to install at: http://mc-stan.org/ As always, let us know if you’re having problems or have comments or suggestions. We’re hoping to roll out the next release a bit quicker this time, because we have lots of good new features that are almost ready […] The post (Py, R, Cmd) Stan 2.3 Released appeared first on Statistical Modeling, Causal…

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Stan is Turing Complete. So what?

June 12, 2014
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This post is by Bob Carpenter. Stan is Turing complete! There seems to a persistent misconception that Stan isn’t Turing complete.1, 2 My guess is that it stems from Stan’s (not coincidental) superficial similarity to BUGS and JAGS, which provide directed graphical model specification languages. Stan’s Turing completeness follows from its support of array data […] The post Stan is Turing Complete. So what? appeared first on Statistical Modeling, Causal…

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Stan (& JAGS) Tutorial on Linear Mixed Models

May 4, 2014
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Shravan Vasishth sent me an earlier draft of this tutorial he co-authored with Tanner Sorensen. I liked it, asked if I could blog about it, and in response, they’ve put together a convenient web page with links to the tutorial PDF, JAGS and Stan programs, and data: Fitting linear mixed models using JAGS and Stan: […] The post Stan (& JAGS) Tutorial on Linear Mixed Models appeared first on Statistical…

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Stan Model of the Week: PK Calculation of IV and Oral Dosing

March 10, 2014
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[Update: Revised given comments from Wingfeet, Andrew and germo. Thanks! I'd mistakenly translated the dlnorm priors in the first version --- amazing what a difference the priors make. I also escaped the less-than and greater-than signs in the constraints in the model so they're visible. I also updated to match the thin=2 output of JAGS.] […]The post Stan Model of the Week: PK Calculation of IV and Oral Dosing appeared…

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Running into a Stan Reference by Accident

March 3, 2014
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We were talking about parallelizing MCMC and I came up with what I thought was a neat idea for parallelizing MCMC (sample with fractional prior, average samples on a per-draw basis). But then I realized this approach could get the right posterior mean or right posterior variance, but not both, depending on how the prior […]The post Running into a Stan Reference by Accident appeared first on Statistical Modeling, Causal…

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