Doing Bayesian Data Analysis, 2nd Edition

Chapter 14

Stan

Contents

14.1 HMC Sampling    400

14.2 Installing Stan    407

14.3 A Complete Example    407

14.3.1 Reusing the compiled model    410

14.3.2 General structure of Stan model specification    410

14.3.3 Think log probability to think like Stan    411

14.3.4 Sampling the prior in Stan    412

14.3.5 Simplified scripts for frequently used analyses    414

14.4 Specify Models Top-Down in Stan    414

14.5 Limitations and Extras    415

14.6 Exercises    415

Fools lob proposals on random trajectories,

Finding requital just once in a century.

True love homes in on a heart that is radiant,

Guided by stars from Sir Hamilton's gradient.¹

Stan is the name of a software package that creates representative samples of parameter values from a ...