Jonah Gabry, Vince Dorie, and I are giving a 3-day short course in two weeks.
Before class everyone should install R, RStudio and RStan on their computers. (If you already have these, please update to the latest version of R and the latest version of Stan, which is 2.10.) If problems occur please join the stan-users group and post any questions. It’s important that all participants get Stan running and bring their laptops to the course.
Class structure and example topics for the three days:
Monday, July 18: Introduction to Bayes and Stan
Morning:
Intro to Bayes
Intro to Stan
The statistical crisis in science
Afternoon:
Stan by example
Components of a Stan program
Little data: how traditional statistical ideas remain relevant in a big data world
Tuesday, July 19: Computation, Monte Carlo and Applied Modeling
Morning:
Computation with Monte Carlo Methods
Debugging in Stan
Generalizing from sample to population
Afternoon:
Multilevel regression and generalized linear models
Computation and Inference in Stan
Why we don’t (usually) have to worry about multiple comparisons
Wednesday, July 20: Advanced Stan and Big Data
Morning:
Vectors, matrices, and transformations
Mixture models and complex data structures in Stan
Hierarchical modeling and prior information
Afternoon:
Bayesian computation for big data
Advanced Stan programming
Open problems in Bayesian data analysis
Specific topics on Bayesian inference and computation include, but are not limited to:
Bayesian inference and prediction
Naive Bayes, supervised, and unsupervised classification
Overview of Monte Carlo methods
Convergence and effective sample size
Hamiltonian Monte Carlo and the no-U-turn sampler
Continuous and discrete-data regression models
Mixture models
Measurement-error and item-response models
Specific topics on Stan include, but are not limited to:
Reproducible research
Probabilistic programming
Stan syntax and programming
Optimization
Warmup, adaptation, and convergence
Identifiability and problematic posteriors
Handling missing data
Ragged and sparse data structures
Gaussian processes
Again, information on the course is here.
The course is organized by Lander Analytics.
The course is not cheap. Stan is open-source, and we organize these courses to raise money to support the programming required to keep Stan up to date. We hope and believe that the course is more than worth the money you pay for it, but we hope you’ll also feel good, knowing that this money is being used directly to support Stan R&D.
For all the crappy, questionable research that funding agencies generously support I’m disgusted by how grudgingly they fund (if at all) open source software development.
I will donate money to Stan. Is there a donation box? Oh, I just saw that there is:
https://www.flipcause.com/widget/give_now/NTU3Ng==
I will make a donation. Stan totally deserves to be crowd-funded.
And I second Rahul’s comment: It’s outrageous that funding agencies support so much questionable work.
Rahul:
When it comes to Stan, I can’t complain about government funding. We’ve received lots of funding from a range of government agencies. Sure, we also get turned down a lot, and that irritates us, but overall we’ve been generously supported by the taxpayers (and, in return, we think we’ve given the taxpayers a good return on their money). But we have so much we want to do that we’re always working to get more money to support our (small) staff of full-time programmers and researchers.
I just wish they’d give Stan even more money! In fact, they could even subsidize the training courses so you could charge the participants less!
Rahul:
In fact, some of our grants do involve training, and we have done free or low-cost training in some academic or nonprofit settings.
Out of sheer curiosity, have you tried to aggregate the total Government funding Stan has received over its life-cycle?
See: http://mc-stan.org/support/ for some of the support to the project and to Columbia. Not all of the grants listed went completely to Stan. And it’s not all U.S. government support. Many more people have been supported through government grants (from various countries) and other means and contributed to Stan.
Any 3-day course in pretty much any business school would be at least that amount.
….with probably half the information density.
Could you please do an online class about Stan? I would like to watch it and use Stan, and it feels so much less burdensome if I can just watch a video.
There are quite a few good youtube videos…
http://mc-stan.org/documentation/, scroll down to “Video”.
We have not done online classes but we have talked about it. If we end up doing one, you will find out about it here.
Thanks! That would be great!