Articles by Bob Carpenter

Stan 2.7 (CRAN, variational inference, and much much more)

July 22, 2015 | Bob Carpenter

Stan 2.7 is now available for all interfaces. As usual, everything you need can be found starting from the Stan home page: http://mc-stan.org/ Highlights RStan is on CRAN!(1) Variational Inference in CmdStan!!(2) Two new Stan developers!!!  A whole new logo!!!!  Math library with autodiff now available in its own ... [Read more...]

Stan 2.5, now with MATLAB, Julia, and ODEs

October 22, 2014 | Bob Carpenter

As usual, you can find everything on the Stan Home Page. Drop us a line on the stan-users group if you have problems with installs or questions about Stan or coding particular models. New Interfaces We’d like to welcome two new interfaces: MatlabStan by Brian Lau, and  Stan.jl (... [Read more...]

(Py, R, Cmd) Stan 2.3 Released

June 26, 2014 | Bob Carpenter

We’re happy to announce RStan, PyStan and CmdStan 2.3. Instructions on how to install at: http://mc-stan.org/ As always, let us know if you’re having problems or have comments or suggestions. We’re hoping to roll out the next release a bit quicker this time, because we have ... [Read more...]

Stupid R Tricks: Random Scope

January 29, 2014 | Bob Carpenter

Andrew and I have been discussing how we’re going to define functions in Stan for defining systems of differential equations; see our evolving ode design doc; comments welcome, of course. About Scope I mentioned to Andrew I would prefer pure lexical, static scoping, as found in languages like C++ ... [Read more...]

Stan 1.3.0 and RStan 1.3.0 Ready for Action

April 12, 2013 | Bob Carpenter

The Stan Development Team is happy to announce that Stan 1.3.0 and RStan 1.3.0 are available for download. Follow the links on: Stan home page: http://mc-stan.org/ Please let us know if you have problems updating. Here’s the full set of release notes. v1.3.0 (12 April 2013) ====================================================================== Enhancements ---------------------------------- Modeling Language * forward ...
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Stan 1.2.0 and RStan 1.2.0

March 6, 2013 | Bob Carpenter

Stan 1.2.0 and RStan 1.2.0 are now available for download. See: http://mc-stan.org/ Here are the highlights. Full Mass Matrix Estimation during Warmup Yuanjun Gao, a first-year grad student here at Columbia (!), built a regularized mass-matrix estimator. This helps for posteriors with high correlation among parameters and varying scales. We’re ... [Read more...]

Stan and RStan 1.1.0

December 17, 2012 | Bob Carpenter

We’re happy to announce the availability of Stan and RStan versions 1.1.0, which are general tools for performing model-based Bayesian inference using the no-U-turn sampler, an adaptive form of Hamiltonian Monte Carlo. Information on downloading and installing and using them is available as always from Stan Home Page: http://mc-stan....
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A Stan is Born

August 30, 2012 | Bob Carpenter

Stan 1.0.0 and RStan 1.0.0 It’s official. The Stan Development Team is happy to announce the first stable versions of Stan and RStan. What is (R)Stan? Stan is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. It’s sort of like ... [Read more...]

Martyn Plummer’s Secret JAGS Blog

December 7, 2011 | Bob Carpenter

Martyn Plummer, the creator of the open-source, C++, graphical-model compiler JAGS (aka “Just Another Gibbs Sampler”), runs a forum on the JAGS site that has a very similar feel to the mail-bag posts on this blog. Martyn answers general statistical computing questions (e.g., why slice sampling rather than Metropolis-Hastings?) ... [Read more...]
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