Recently Tadej Ciglarič came up with a new pattern to do automatic differentiation in Stan Math's C++ library and I thought it would be nice to have a little blog post talking about it. For the purposes of blogging I'm going to be simplifying a few things, but the main take here is that it's … Continue reading Thinking About Automatic Differentiation in Fun New Ways
Herding cats is hard. These cowboys herding cats can attest. Have you ever tried to herd elements of correlation matrices? Stan implements a lot of nice functionality to make your correlated life easier and recommends the LKJ correlation distribution and correlation matrix transform but this 3 part post is about herding cats not shooting fish in a barrel. This post is about rolling … Continue reading Correlation Cats Part I
We are happy to announce the release of Stan 2.25 is now available! This release cycle is mostly quality of life features for Stan users and developers. How to install? The 2.25 Cmdstan release is here. Download the tar.gz file, extract it and use it the way you use any Cmdstan release. The updated 2.25 … Continue reading Stan 2.25 release!
(Thanks to Daniel Lee for setting up this blog. We've been discussing the idea of a Stan blog for a long time and finally someone took the initiative to set it up! If you want to help out with content check out Daniel's initial post for details.) Andrew just posted about this on his blog, … Continue reading New paper on Bayesian workflow
The point of this blog is to provide a place for informal Stan-related posts that aren't served by the other communication channels we have.