Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization

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...

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Vydáno v:Journal of educational and behavioral statistics Ročník 40; číslo 5; s. 530 - 543
Hlavní autoři: Gelman, Andrew, Lee, Daniel, Guo, Jiqiang
Médium: Journal Article
Jazyk:angličtina
Vydáno: Los Angeles, CA SAGE Publications 01.10.2015
American Educational Research Association
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ISSN:1076-9986, 1935-1054
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Shrnutí: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' perspectives and illustrate with a simple but nontrivial nonlinear regression example.
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ISSN:1076-9986
1935-1054
DOI:10.3102/1076998615606113