Stan: open-source Bayesian inference

Speaker: Andrew Gelman, Columbia University

Date: Thursday, October 11 2012

Time: 4:00PM to 5:00PM

Location: 32-D507

Host: Polina Golland, CSAIL

Contact: Polina Golland, 6172538005, [email protected]

Stan (mc-stan.org) is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. We discuss how Stan works and what it can do, the problems that motivated us to write Stan, current challenges, and areas of planned development, including tools for improved generality and usability, more efficient sampling algorithms, and fuller integration of model building, model checking, and model understanding in Bayesian data analysis.

P.S. Here’s the talk.

Will you post your slides after the talk?

Looking forward to attending!

Hope you will be giving something like this talk on the West Coast at some point!

No such plans, but you could try to get Matt3 to give his own version of the talk!