Stan – StatsBlogs

How does Stan work? A reading list.

Andrew — Wed, 26 Jun 2019 13:14:46 +0000

Bob writes, to someone who is doing work on the Stan language: The basic execution structure of Stan is in the JSS paper (by Bob Carpenter, Andrew Matt Hoffman, Daniel Lee, Ben Goodrich, Michael Betancourt, Marcus Brubaker, Jiqiang Guo, Peter Li, and Allen Riddell) and in the reference manual. The details of autodiff are in […]

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AnnoNLP conference on data coding for natural language processing

Bob Carpenter — Tue, 25 Jun 2019 19:00:16 +0000

This workshop should be really interesting: Aggregating and analysing crowdsourced annotations for NLP EMNLP Workshop. November 3–4, 2019. Hong Kong. Silviu Paun and Dirk Hovy are co-organizing it. They’re very organized and know this area as well as anyone. I’m on the program committee, but won’t be able to attend. I really like the problem […]

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Question 3 of our Applied Regression final exam (and solution to question 2)

Andrew — Mon, 03 Jun 2019 13:01:50 +0000

Here’s question 3 of our exam: Here is a fitted model from the Bangladesh analysis predicting whether a person with high-arsenic drinking water will switch wells, given the arsenic level in their existing well and the distance to the nearest safe well. glm(formula = switch ~ dist100 + arsenic, family=binomial(link="logit")) coef.est coef.se (Intercept) 0.00 0.08 […]

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New! from Bales/Pourzanjani/Vehtari/Petzold: Selecting the Metric in Hamiltonian Monte Carlo

Andrew — Fri, 31 May 2019 23:29:25 +0000

Ben Bales, Arya Pourzanjani, Aki Vehtari, Linda Petzold write: We present a selection criterion for the Euclidean metric adapted during warmup in a Hamiltonian Monte Carlo sampler that makes it possible for a sampler to automatically pick the metric based on the model and the availability of warmup draws. Additionally, we present a new adaptation […]

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Peter Ellis on Forecasting Antipodal Elections with Stan

Bob Carpenter — Tue, 28 May 2019 18:48:36 +0000

I liked this intro to Peter Ellis from Rob J. Hyndman’s talk announcement: He [Peter Ellis] started forecasting elections in New Zealand as a way to learn how to use Stan, and the hobby has stuck with him since he moved back to Australia in late 2018. You may remember Peter from my previous post […]

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Maintenance cost is quadratic in the number of features

Andrew — Fri, 10 May 2019 13:56:39 +0000

Bob Carpenter shares this story illustrating the challenges of software maintenance. Here’s Bob: This started with the maintenance of upgrading to the new Boost version 1.69, which is this pull request: https://github.com/stan-dev/math/pull/1082 for this issue: https://github.com/stan-dev/math/issues/1081 The issue happens first, then the pull request, then the fun of debugging starts. Today’s story starts an issue […]

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Stan examples in Harezlak, Ruppert and Wand (2018) Semiparametric Regression with R

Bob Carpenter — Mon, 06 May 2019 18:00:17 +0000

I saw earlier drafts of this when it was in preparation and they were great. Jarek Harezlak, David Ruppert and Matt P. Wand. 2018. Semiparametric Regression with R. UseR! Series. Springer. I particularly like the careful evaluation of variational approaches. I also very much like that it’s packed with visualizations and largely based on worked […]

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We shouldn’t’ve called it “Stan”; I should’ve listened to Bob and Hadley

Andrew — Tue, 30 Apr 2019 00:39:58 +0000

Hadley told me that one reason he came up with the name ggplot was that it would be uniquely findable on Google. When we were writing Stan and I suggested naming it Stan, Bob pointed out the googling argument but I just loved the name Stan, I loved the Ulam connection and having this friendly […]

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Several post-doc positions in probabilistic programming etc. in Finland

Aki Vehtari — Thu, 25 Apr 2019 15:38:38 +0000

There are several open post-doc positions in Aalto and University of Helsinki in 1. probabilistic programming, 2. simulator-based inference, 3. data-efficient deep learning, 4. privacy preserving and secure methods, 5. interactive AI. All these research programs are connected and collaborating. I (Aki) am the coordinator for the project 1 and contributor in the others. Overall […]

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Postdoctoral position in Vancouver! Using Stan! Working on wine! For reals.

Andrew — Thu, 25 Apr 2019 00:42:21 +0000

Lizzie Wolkovich writes that she is hiring someone to help build Stan models for winegrapes. Here’s the ad: Postdoctoral Fellow in Winegrape Research—University of British Columbia The Temporal Ecology Lab is looking for a bright, motivated and collaborative researcher to join the lab and develop new winegrape models using Stan (mc-stan.org). The project combines decades […]

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Claims about excess road deaths on “4/20” don’t add up

Andrew — Sat, 20 Apr 2019 13:42:49 +0000

Sam Harper writes: Since you’ve written about similar papers (that recent NRA study in NEJM, the birthday analysis) before and we linked to a few of your posts, I thought you might be interested in this recent blog post we wrote about a similar kind of study claiming that fatal motor vehicle crashes increase by 12% after 4:20pm […]

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The network of models and Bayesian workflow, related to generative grammar for statistical models

Andrew — Tue, 16 Apr 2019 13:28:55 +0000

Ben Holmes writes: I’m a machine learning guy working in fraud prevention, and a member of some biostatistics and clinical statistics research groups at Wright State University in Dayton, Ohio. I just heard your talk “Theoretical Statistics is the Theory of Applied Statistics” on YouTube, and was extremely interested in the idea of a model-space […]

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State-space models in Stan

Andrew — Mon, 15 Apr 2019 13:22:29 +0000

Michael Ziedalski writes: For the past few months I have been delving into Bayesian statistics and have (without hyperbole) finally found statistics intuitive and exciting. Recently I have gone into Bayesian time series methods; however, I have found no libraries to use that can implement those models. Happily, I found Stan because it seemed among […]

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Active learning and decision making with varying treatment effects!

Andrew — Fri, 12 Apr 2019 02:11:27 +0000

In a new paper, Iiris Sundin, Peter Schulam, Eero Siivola, Aki Vehtari, Suchi Saria, and Samuel Kaski write: Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action a to take for a target […]

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StanCon 2019: 20–23 August, Cambridge, UK

Bob Carpenter — Fri, 05 Apr 2019 22:13:53 +0000

It’s official. This year’s StanCon is in Cambridge. For details, see StanCon 2019 Home Page What can you expect? There will be two days of tutorials at all levels and two days of invited and submitted talks. The previous three StanCons (NYC 2017, Asilomar 2018, Helsinki 2018) were wonderful experiences for both their content and […]

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Some Stan and Bayes short courses!

Andrew — Thu, 04 Apr 2019 23:05:07 +0000

Robert Grant writes: I have a couple of events coming up that people might be interested in. They are all at bayescamp.com/courses Stan Taster Webinar is on 15 May, runs for one hour and is only £15. I’ll demo Stan through R (and maybe PyStan and CmdStan if the interest is there on the day), […]

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Mister P for surveys in epidemiology — using Stan!

Andrew — Mon, 25 Mar 2019 13:21:42 +0000

Jon Zelner points us to this new article in the American Journal of Epidemiology, “Multilevel Regression and Poststratification: A Modelling Approach to Estimating Population Quantities From Highly Selected Survey Samples,” by Marnie Downes, Lyle Gurrin, Dallas English, Jane Pirkis, Dianne Currier, Matthew Spittal, and John Carlin, which begins: Large-scale population health studies face increasing difficulties […]

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New golf putting data! And a new golf putting model!

Andrew — Thu, 21 Mar 2019 13:44:25 +0000

Part 1 Here’s the golf putting data we were using, typed in from Don Berry’s 1996 textbook. The columns are distance in feet from the hole, number of tries, and number of successes: x n y 2 1443 1346 3 694 577 4 455 337 5 353 208 6 272 149 7 256 136 8 […]

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stanc3: rewriting the Stan compiler

Sean Talts — Wed, 13 Mar 2019 19:49:23 +0000

I’d like to introduce the stanc3 project, a complete rewrite of the Stan 2 compiler in OCaml. Join us! With this rewrite and migration to OCaml, there’s a great opportunity to join us on the ground floor of a new era. Your enthusiasm for or expertise in programming language theory and compiler development can help […]

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From the Stan forums: “I’m just very thirsty to learn and this thread has become a fountain of knowledge”

Andrew — Wed, 13 Mar 2019 13:06:08 +0000

Bob came across the above quote in this thread. More generally, though, I want to recommend the Stan Forums. As you can see from the snapshot below, the topics are varied: The discussions are great, and anyone can jump in. Lots of example code and all sorts of things. Also of interest: the Stan case […]

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