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Archive of posts filed under the Stan category.

How to “cut” using Stan, if you must

Frederic Bois writes: We had talked at some point about cutting inference in Stan (that is, for example, calibrating PK parameters in a PK/PD [pharmacokinetic/pharmacodynamic] model with PK data, then calibrating the PD parameters, with fixed, non updated, distributions for the PK parameters). Has that been implemented? (PK is pharmacokinetic and PD is pharmacodynamic.) I […]

Criminologists be (allegedly) crimin’ . . . and a statistical New Year’s toast for you.

Someone who wishes to remain anonymous points us to this video, writing: It has to do with Stewart at FSU, in criminology. Couldn’t produce a survey that was the basis for 5 papers, all retracted. FSU though still failed to do complete investigation. The preliminary investigation had a 3 person panel, 2 of whom were […]

DAGS in Stan

Macartan Humphries writes: As part of a project with Alan Jacobs we have put together a package that makes it easy to define, update, and query DAG-type causal models over binary nodes. We have a draft guide and illustrations here. Now I know that you don’t care much for the DAG approach BUT this is […]

Fitting big multilevel regressions in Stan?

Joe Hoover writes: I am a social psychology PhD student, and I have some questions about applying MrP to estimation problems involving very large datasets or many sub-national units. I use MrP to obtain sub-national estimates for low-level geographic units (e.g. counties) derived from large data (e.g. 300k-1 million+). In addition to being large, my […]

Beautiful paper on HMMs and derivatives

I’ve been talking to Michael Betancourt and Charles Margossian about implementing analytic derivatives for HMMs in Stan to reduce memory overhead and increase speed. For now, one has to implement the forward algorithm in the Stan program and let Stan autodiff through it. I worked out the adjoint method (aka reverse-mode autodiff) derivatives of the […]

How many Stan users are there?

This is an interesting sampling or measurement problem that came up in a Discourse thread started by Simon Maskell: It seems we could look at a number of pre-existing data sources (eg discourse views and contributors, papers, StanCon attendance etc) to inform an inference of how many people use Stan (and/or use things that use […]

Field goal kicking—like putting in 3D with oblong balls

Putting Andrew Gelman (the author of most posts on this blog, but not this one), recently published a Stan case study on golf putting [link fixed] that uses a bit of geometry to build a regression-type model based on angles and force. Field-goal kicking In American football, there’s also a play called a “field goal.” […]

Hey—the 2nd-best team in baseball is looking for a Bayesian!

Sarah Gelles writes: We are currently looking to hire a Bayesian Statistician to join the Houston Astros’ Research & Development team. They would join a growing, cutting-edge R&D team that consists of analysts from a variety of backgrounds and which is involved in all key baseball decisions at the Astros. Here’s a link to the […]

Some recent progress in the Stan community

Bob writes in with a partial list of recent developments in the Stan community. Governance: The interim Stan governing body stepped down and were replaced with a new board elected by the developer community. Funding: Stan receives millions of dollars annually in grants, gifts, and in-kind contributions across its global developer base. Releases: Stable quarterly […]

Econometrics postdoc and computational statistics postdoc openings here in the Stan group at Columbia

Andrew and I are looking to hire two postdocs to join the Stan group at Columbia starting January 2020. I want to emphasize that these are postdoc positions, not programmer positions. So while each position has a practical focus, our broader goal is to carry out high-impact, practical research that pushes the frontier of what’s […]

Stan saves Australians $20 billion

Jim Savage writes: Not sure if you knew, but Stan was used in the Australian Productivity Commission’s review of the Australian retirement savings system. Their review will likely affect the regulation on $2 trillion of retirement savings, possibly saving Australians around $20-50 billion in fees over the next decade. OK, we can now officially say […]

Padres need Stan

Cody Zupnick writes: I’m working in baseball research for the San Diego Padres, and we’re looking for new people, potentially with Stan experience. Would you mind seeing if any of your readers have any interest? Cool!

Hey, Stan power users! PlayStation is Hiring.

Imad writes: The Customer Lifecycle Management team at PlayStation is looking to hire a Senior Data Modeler (i.e. Data Scientist). DM me if you like building behavioral models and working with terabytes of data. You’ll have the opportunity use whatever tools you want (e.g. Stan) to build your models. I’m not into videogames myself, but […]

Software for multilevel conjoint analysis in marketing

Someone writes: The CBC-HB and HB-Reg programs produced by Sawtooth Software are quite popular among marketing researchers and, essentially, introduced hierarchical Bayes to the marketing research community. They have been around for nearly 20 years. More recent versions I don’t have offer jackknifing, and there have been other enhancements. I’m not sure how well-known Sawtooth […]

Non-randomly missing data is hard, or why weights won’t solve your survey problems and you need to think generatively

Throw this onto the big pile of stats problems that are a lot more subtle than they seem at first glance. This all started when Lauren pointed me at the post Another way to see why mixed models in survey data are hard on Thomas Lumley’s blog. Part of the problem is all the jargon […]

Many Ways to Lasso

Jared writes: I gave a talk at the Washington DC Conference about six different tools for fitting lasso models. You’ll be happy to see that rstanarm outperformed the rest of the methods. That’s about 60 more slides than I would’ve used. But it’s good to see all that code.

We’re hiring an econ postdoc!

It’s for hierarchical modeling for policy analysis in Stan. We’re really excited about this project. Will share more details soon, but wanted to get this out right away.

A heart full of hatred: 8 schools edition

No; I was all horns and thorns Sprung out fully formed, knock-kneed and upright — Joanna Newsom Far be it for me to be accused of liking things. Let me, instead, present a corner of my hateful heart. (That is to say that I’m supposed to be doing a really complicated thing right now and […]

Stan contract jobs!

Sean writes: We are starting to get money and time to manage paid contracting jobs to try to get a handle on some of our technical debt. Any or all of the skills could be valuable: C++ software engineering C++ build tools, compilers, and toolchains Creating installers or packages of any kind (especially cross-platform) Windows […]

Golf example now a Stan case study!

It’s here! (and here’s the page with all the Stan case studies). In this case study, I’m following up on two earlier posts, here and here, which in turn follow up this 2002 paper with Deb Nolan. My Stan case study is an adaptation of a model fit by Columbia business school professor and golf […]