Stan: A Probabilistic Programming Language

Stan: A Probabilistic Programming Language

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.2.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian...

Stan: A probabilistic programming language for Bayesian inference and optimization∗

Abstract Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia, and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users’ and developers’ perspective and illustrate with a simple but ...

Stan Modeling Language

Stan Modeling Language

A Programming Language for Probabilistic Computation

As probabilistic computations play an increasing role in solving various problems, researchers have designed probabilistic languages to facilitate their modeling. Most of the existing probabilistic languages, however, focus only on discrete distributions, and there has been little effort to develop probabilistic languages whose expressive power is beyond discrete distributions. This dissertatio...