Options for improving Stan sampling speed

In this blog post, I (Aki) discuss different optimizations that can speed up Stan sampling. I approach this from the user viewpoint, and you can thank numerous (10+) Stan developers for many of the speed-ups mentioned below. The speed-ups have required hard work from developers working on Stan core C++/OCaml (big part of Stan is … Continue reading Options for improving Stan sampling speed

Release of CmdStan 2.30.1

With the help of our users, we have identified a few issues with the latest release which is why we have just released CmdStan 2.30.1. The issues that were identified and fixed for this patch release are given below. If you have not experienced any issues compiling your models with the 2.30.0 release, there is … Continue reading Release of CmdStan 2.30.1

Release of CmdStan 2.30

We are very happy to announce that the 2.30.0 release of CmdStan is now available on Github! As usual, the release of CmdStan is accompanied by new releases of Stan Math, core Stan, and Stanc3. A PyStan update will follow shortly. This new release brings complex vectors, row vectors, and matrices, six new functions and … Continue reading Release of CmdStan 2.30

Stan & R 4.2 on Windows

As you may be aware, R 4.2.0 has just been released. For Stan users on Windows this is notable because, along with other new features, the release is accompanied with a new version of Rtools. Rtools is a toolchain bundle used for building packages from source and more importantly for Stan users, used to build … Continue reading Stan & R 4.2 on Windows

Release of CmdStan 2.29.2

With the help of our users, we have identified a few additional issues that were present in the 2.29 and 2.29.1 releases and we have thus released CmdStan version 2.29.2. The issues that were identified and fixed for this patch release are given below. We would like to thank Aki Vehtari, Joe Wingbermuehle and the … Continue reading Release of CmdStan 2.29.2

Release of CmdStan 2.29.1

With the help of our users we have identified a few issues with the latest release which is why we have just released CmdStan 2.29.1. The issues that were identified and fixed for this patch release are given below. If you have not experienced any issues compiling your models with the 2.29.0 release, there is … Continue reading Release of CmdStan 2.29.1

Release of CmdStan 2.29

We are very happy to announce that the 2.29.0 release of CmdStan is now available on Github! As usual, the release of CmdStan is accompanied by new releases of Stan Math, core Stan and Stanc3. A PyStan update will follow shortly. This new release brings a new differential-algebraic equation solver, new functions, function overloading, Stan-to-C++ … Continue reading Release of CmdStan 2.29

Stan Algorithms: Where to Start?

Originally published here: https://bayesianops.medium.com/stan-algorithms-where-to-start-e6103c778d12 We’re starting the work that’s involved with Reimplementing the Inference Algorithms in Stan. Before we can get to any reimplementation, we need to understand what’s going on. The first steps are to identify the entry point into the code, instantiate the existing tests, and take inventory of what’s there. I have Michael … Continue reading Stan Algorithms: Where to Start?

Reimplementing the Inference Algorithms in Stan

I’ve wanted to rewrite the inference algorithms in Stan for many years. It’s one of those things that was never urgent enough to warrant the effort, but entering 2022, I have some spare time that I will dedicate to this project. (Also, publicly writing this down will force me to work on it.) Photo by … Continue reading Reimplementing the Inference Algorithms in Stan