Stan: A Bayesian Directed Graphical Model Compiler by Bob Carpenter.
I (Bob) am going to give a talk at the next NYC Machine Learning Meetupon 19 January 2012 at 7 PM:
There’s an abstract on the meetup site. The short story is that Stan’s a directed graphical model compiler (like BUGS) that uses adaptive Hamiltonian Monte Carlo sampling to estimate posterior distributions for Bayesian models.
The official version 1 release is coming up soon, but until then, you can check out our work in progress at:
- Google Code: Stan.
If you are in New York on the 19th of this month, please attend and post a note about the meeting.
Otherwise, play with “Stan” while we await the next release.