Halifax, NS, Stan talk and course Thu 19 Oct

Halfiax, here we come. I (Bob, not Andrew) am going to be giving a talk on Stan and then Mitzi and I will be teaching a course on Stan after that. The public is invited, though space is limited for the course. Here are details if you happen to be in the Maritime provinces. TALK: Stan: A Probabilistic Programming Language for Bayesian Inference Date: Thursday October 19, 2017 Time: 10am Location: Slonim Conference room (#430), Goldberg Computer Science Building, Dalhousie University, 6050 University Avenue, Halifax Abstract I’ll describe Stan’s probabilistic programming language, and how it’s used, including blocks for data, parameter, and predictive quantities transforms of constrained parameters to unconstrained spaces, with automatic Jacobian corrections automatic computation of first- and higher-order derivatives operator, function, and linear algebra library vectorized density functions, cumulative distributions, and random number generators user-defined functions (stiff)…
Original Post: Halifax, NS, Stan talk and course Thu 19 Oct

Stan Biweekly Roundup, 6 October 2017

I missed last week and almost forgot to add this week’s. Jonah Gabry returned from teaching a one-week course for a special EU research institute in Spain. Mitzi Morris has been knocking out bug fixes for the parser and some pull requests to refactor the underlying type inference to clear the way for tuples, sparse matrices, and higher-order functions. Michael Betancourt with help from Sean Talts spent last week teaching an intro course to physicists about Stan. Charles Margossian attended and said it went really well. Ben Goodrich, in addition to handling a slew of RStan issues has been diving into the math library to define derivatives for Bessel functions. Aki Vehtari has put us in touch with the MxNet developers at Amazon UK and we had our first conference call with them to talk about adding sparse matrix functionality…
Original Post: Stan Biweekly Roundup, 6 October 2017

Will Stanton hit 61 home runs this season?

[edit: Juho Kokkala corrected my homework. Thanks! I updated the post. Also see some further elaboration in my reply to Andrew’s comment. As Andrew likes to say …] So far, Giancarlo Stanton has hit 56 home runs in 555 at bats over 149 games. Miami has 10 games left to play. What’s the chance he’ll hit 61 or more home runs? Let’s make a simple back-of-the-envelope Bayesian model and see what the posterior event probability estimate is. Sampling notation A simple model that assumes a home run rate per at bat with a uniform (conjugate) prior: The data we’ve seen so far is 56 home runs in 555 at bats, so that gives us our likelihood. Now we need to simulate the rest of the season and compute event probabilities. We start by assuming the at-bats in the rest of…
Original Post: Will Stanton hit 61 home runs this season?

Stan Weekly Roundup, 25 August 2017

This week, the entire Columbia portion of the Stan team is out of the office and we didn’t have an in-person/online meeting this Thursday. Mitzi and I are on vacation, and everyone else is either teaching, TA-ing, or attending the Stan course. Luckily for this report, there’s been some great activity out of the meeting even if I don’t have a report of what everyone around Columbia has been up to. If a picture’s really worth a thousand words, this is the longest report yet. Ari Hartikainen has produced some absolutely beautiful parallel coordinate plots of HMC divergences* for multiple parameters. The divergent transitions are shown in green and the lines connect a single draw. The top plot is unnormalized, whereas the bottom scales all parameters to a [0, 1] range. You can follow the ongoing discussion on the forum…
Original Post: Stan Weekly Roundup, 25 August 2017

Stan Weekly Roundup, 11 August 2017

This week, more Stan! Charles Margossian is rock star of the week, finishing off the algebraic solver math library fixture and getting all plumbed through Stan and documented. Now you can solve nonlinear sets of equations and get derivatives with the implicit function theory all as part of defining your log density. There is a chapter in the revised manual The entire Stan Development Team, spearheaded by Ben Goodrich needing fixes for RStan, is about to roll out Stan 2.17 along with the interfaces. Look for that to begin trickling out next week. This will fix some further install and error message reporting issues as well as include the algebraic solver. We are also working on moving things toward Stan 3 behind the scenes. We won’t just keep incrementing 2.x forever! Ben Goodrich fixed the inlining declarations in C++ to…
Original Post: Stan Weekly Roundup, 11 August 2017

Stan Weekly Roundup, 3 August 2017

You’d almost think we were Europeans based on how much we’ve slowed down over the summer. The post Stan Weekly Roundup, 3 August 2017 appeared first on Statistical Modeling, Causal Inference, and Social Science. Related R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more… If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook…
Original Post: Stan Weekly Roundup, 3 August 2017

Stan Weekly Roundup, 28 July 2017

Here’s the roundup for this past week. Michael Betancourt added case studies for methodology in both Python and R, based on the work he did getting the ML meetup together: Michael Betancourt, along with Mitzi Morris, Sean Talts, and Jonah Gabry taught the women in ML workshop at Viacom in NYC and there were 60 attendees working their way up from simple linear regression, through Poisson regression to GPs. Ben Goodrich has been working on new R^2 analyses and priors, as well as the usual maintenance on RStan and RStanArm. Aki Vehtari was at the summer school in Valencia teaching Stan. Aki has also been kicking off planning for StanCon in Helsinki 2019. Can’t believe we’re planning that far ahead! Sebastian Weber was in Helsinki giving a talk on Stan, but there weren’t many Bayesians there to get excited…
Original Post: Stan Weekly Roundup, 28 July 2017

Stan Weekly Roundup, 28 July 2017

Stan Weekly Roundup, 28 July 2017 Here’s the roundup for this past week. Michael Betancourt added case studies for methodology in both Python and R, based on the work he did getting the ML meetup together: Michael Betancourt, along with Mitzi Morris, Sean Talts, and Jonah Gabry taught the women in ML workshop at Viacom in NYC and there were 60 attendees working their way up from simple linear regression, through Poisson regression to GPs. Ben Goodrich has been working on new R^2 analyses and priors, as well as the usual maintenance on RStan and RStanArm. Aki Vehtari was at the summer school in Valencia teaching Stan. Aki has also been kicking off planning for StanCon in Helsinki 2019. Can’t believe we’re planning that far ahead! Sebastian Weber was in Helsinki giving a talk on Stan, but there weren’t many…
Original Post: Stan Weekly Roundup, 28 July 2017

Stan Weekly Roundup, 21 July 2017

It was another productive week in Stan land. The big news is that Jonathan Auerbach reports that A team of Columbia students (mostly Andrew’s, including myself) recently won first place in a competition predicting elementary school enrollment. I heard 192 entered, and there were 5 finalists….Of course, we used Stan (RStan specifically). … Thought it might be Stan news worthy. I’d say that’s newsworthy. Jon also provided a link to the “challenge” page, a New York City government sponsored “call for innovations”: Enhancing School Zoning Efforts by Predicting Population Change. They took home a US$20K paycheck for their efforts! Stan’s seeing quite a lot of use these days among demographers and others looking to predict forward from time series data. Jonathan’s been very active using government data sets (see his StanCon 2017 presentation with Rob Trangucci, Twelve Cities: Does…
Original Post: Stan Weekly Roundup, 21 July 2017

Stan Weekly Roundup, 21 July 2017

Stan Weekly Roundup, 21 July 2017 It was another productive week in Stan land. The big news is that Jonathan Auerbach, Tim Jones, Susanna Makela, Swupnil Sahai, and Robin Winstanley won first place in a New York City competition for predicting elementary school enrollment. Jonathan told me, “I heard 192 entered, and there were 5 finalists….Of course, we used Stan (RStan specifically). … Thought it might be Stan news worthy.” I’d say that’s newsworthy. Jon also provided a link to the “challenge” page, a New York City government sponsored “call for innovations”: Enhancing School Zoning Efforts by Predicting Population Change. They took home a US$20K paycheck for their efforts! Stan’s seeing quite a lot of use these days among demographers and others looking to predict forward from time series data. Jonathan’s been very active using government data sets (see his…
Original Post: Stan Weekly Roundup, 21 July 2017