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1528 andrew gelman stats-2012-10-10-My talk at MIT on Thurs 11 Oct


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Introduction: Stan: open-source Bayesian inference Speaker: Andrew Gelman, Columbia University Date: Thursday, October 11 2012 Time: 4:00PM to 5:00PM Location: 32-D507 Host: Polina Golland, CSAIL Contact: Polina Golland, 6172538005, polina@csail.mit.edu Stan ( mc-stan.org ) is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. We discuss how Stan works and what it can do, the problems that motivated us to write Stan, current challenges, and areas of planned development, including tools for improved generality and usability, more efficient sampling algorithms, and fuller integration of model building, model checking, and model understanding in Bayesian data analysis. P.S. Here’s the talk .


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