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

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, 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, 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

Animating a spinner using ggplot2 and ImageMagick

It’s Sunday, and I [Bob] am just sitting on the couch peacefully ggplotting to illustrate basic sample spaces using spinners (a trick I’m borrowing from Jim Albert’s book Curve Ball). There’s an underlying continuous outcome (i.e., where the spinner lands) and a quantization into a number of regions to produce a discrete outcome (e.g., “success” and “failure”). I’m quite pleased with myself for being able to use polar coordinates to create the spinner and arrow. ggplot works surprisingly well in polar coordinates once you figure them out; almost everything people have said about them online is confused and the doc itself assumes you’re a bit more of a ggplotter and geometer than me. I’m so pleased with it that I show the plot to Mitzi. She replies, “Why don’t you animate it?” I don’t immediately say, “What a waste…
Original Post: Animating a spinner using ggplot2 and ImageMagick

Stan Weekly Roundup, 14 July 2017

Another week, another bunch of Stan updates. Kevin Van Horn and Elea McDonnell Feit put together a tutorial on Stan [GitHub link] that covers linear regression, multinomial logistic regression, and hierarchical multinomial logistic regression. Andrew has been working on writing up our “workflow,” by which he means not only the three-step process of Ben Goodrich working on RStanArm with lots of new estimators, specifically following from nlmer, for GLMs with unusual inverse functions. This led to some careful evaluation, uncovering some multimodal behavior. Breck Baldwin has been pushing through governance discussions so we can start thinking about how to make decisions about the Stan project when not everyone agrees. I think we’re going to go more with a champion model than a veto model; stay tuned. Mitzi Morris has been getting a high-school intern up to speed for doing…
Original Post: Stan Weekly Roundup, 14 July 2017

Stan Weekly Roundup, 7 July 2017

Holiday weekend, schmoliday weekend. Ben Goodrich and Jonah Gabry shipped RStan 2.16.2 (their numbering is a little beyond base Stan, which is at 2.16.0). This reintroduces error reporting that got lost in the 2.15 refactor, so please upgrade if you want to debug your Stan programs! Joe Haupt translated the JAGS examples in the second edition of John Kruschke’s book Doing Bayesian Data Analysis into Stan. Kruschke blogged it and Haupt has a GitHub page with the Stan programs. I still owe him some comments on the code. Andrew Gelman has been working on the second edition of his and Jennifer Hill’s regression book, which is being rewritten as two linked books and translated to Stan. He’s coordinating with Jonah Gabry and Ben Goodrich on the RStanArm replacements for lme4 and lm/glm in R. Sean Talts got in the…
Original Post: Stan Weekly Roundup, 7 July 2017

Stan Weekly Roundup, 30 June 2017

Here’s some things that have been going on with Stan since the last week’s roundup Stan® and the logo and were was granted U.S. Trademark Registrations No. 5,222,891 and U.S. Serial Number: 87,237,369. Hard to feel special when there were millions of products ahead of you. Trademarked names are case insensitive and they required a black-and-white image, shown here. Peter Ellis, a data analyst working for the New Zealand government, posted a nice case study, State-space modelling of the Australian 2007 federal election. His post is intended to “replicate Simon Jackman’s state space modelling [from his book and pscl package in R] with house effects of the 2007 Australian federal election.” Masaaki Horikoshi provides Stan programs on GitHub for the models in Jacques J.F. Commandeur and Siem Jan Koopman’s book Introduction to State Space Time Series Analysis. Sebastian Weber…
Original Post: Stan Weekly Roundup, 30 June 2017