For our next Stan meetup, Ben Goodrich (Columbia Univ.) will give a presentation on "Utilizing multiple CPUs with Stan". Doors open at 6pm and the talk will begin at 6:30pm. Come early and meet your fellow Stan enthusiasts!
Here is Ben's abstract:
The interfaces to the algorithms implemented by the Stan project have always supported running multiple Markov chains in parallel, but since it is rarely necessary to run more than four chains, computer clusters and even many laptops would have unused cores. The last two Stan releases have introduced a syntax to utilize all available cores to evaluate the target function within a Stan program, which narrows the gap between Stan and other high-performance numerical libraries that support parallelization. I will go over the steps necessary to unlock parallelization within a Stan program, work through a few examples, and discuss future directions for high-performance computing with Stan.
Finally, we will discuss several examples, starting with the simple fitting of a normal distribution, and moving up to more complex models from there.
As always, there will be food and drinks for all attendees. Special thanks to CiBO for hosting and sponsoring this event!