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A Primer on Stan

Jack Kennedy explains the concepts of Stan and JAGS:

You may have used a probabilistic programming language (PPL) in the past, such as BUGS, to perform Bayesian inference. You’ve heard about Stan and want to learn a little more. Or maybe you’re about to step into the Bayesian paradigm and don’t know where to start. You want to know whether you should make the switch from JAGS to Stan, or you’ve used neither of JAGS or Stan and want to know which will suit you best. This post will focus solely on the differences between JAGS and Stan as I have experience with both of them, but there are many more PPLs out there. For example, I have never used Bean Machine, but of all the PPLs, it certainly takes the crown for best name.

Stan has been on my to-learn list for a while and I did successfully get one of my employees (a rassa-frassin’ frequentist) to use and enjoy the power of Bayesian analysis. One of these days, I’ll have to get back to it.