Stan: A (Bayesian) Directed Graphical Model Compiler
Post with link to presentation to NYC machine learning meetup.
Stan: a C++ library for probability and sampling has not (yet) been released (BSD license) but has the following components:
From the Google Code page:
- Directed Graphical Model Compiler
- (Adaptive) Hamiltonian Monte Carlo Sampling
- Hamiltonian Monte Carlo Sampling
- Gibbs Sampling for Discrete Parameters
- Reverse Mode Algorithmic Differentiation
- Probability Distributions
- Special Functions
- Matrices and Linear Algebra
[…] first reported on a presentation: Stan: A (Bayesian) Directed Graphical Model Compiler last January when Stan was […]
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