Blog Archives

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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Stan Roundup, 10 November 2017

November 10, 2017
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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 […] The post Stan Roundup, 10 November 2017 appeared first on Statistical Modeling, Causal Inference,…

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Stan Roundup, 27 October 2017

October 27, 2017
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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 […] The post Stan Roundup, 27 October 2017 appeared first on Statistical Modeling, Causal Inference,…

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Analyzing New Zealand fatal traffic crashes in Stan with added open-access science

October 17, 2017
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Open-access science I’ll get to the meat of this post in a second, but I just wanted to highlight how the study I’m about to talk about was done in the open and how that helped everyone. Tim Makarios read the study and responded in the blog comments, Hold on. As I first skimmed this […] The post Analyzing New Zealand fatal traffic crashes in Stan with added open-access science…

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Halifax, NS, Stan talk and course Thu 19 Oct

October 12, 2017
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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: […] The post Halifax, NS, Stan talk and course Thu 19 Oct appeared first on…

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Stan Roundup, 6 October 2017

October 6, 2017
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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 […] The post Stan Roundup, 6 October 2017 appeared first on Statistical Modeling, Causal Inference,…

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