Intro to Stan Workshop

Krzysztof Sakrejda, post-doc in the Reich Lab (http://reichlab.github.io/) at UMass (Dept of Biostatistics and Epidemiology) and contributor to Stan (http://mc-stan.org/index.html), will talk about using Stan for statistical inference. Stan is composed of a language for specifying density functions, modern sampling and optimization algorithms (HMC/L-BFGS/ADVI) with the math libraries to back them up, and interfaces for all your favorite toys (R/Python/Matlab/Julia/Stata/shell). The talk will be illustrated with some simple working (and failing) models. After the workshop you should be ready to use your favorite interface (http://mc-stan.org/documentation/) to apply example models from the Stan manual (https://github.com/stan-dev/stan/releases/download/v2.8.0/stan-reference-2.8.0.pdf) and write your own. Bring a laptop with R/Stan/rstan installed for maximum benefit.