<i>Stan</i>: A Probabilistic Programming Language
Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on spe...
Publications
4 shownHamiltonian Monte Carlo for Hierarchical Models
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 4.6 Appendix: Stan Models . . . . . . . . . . . . . . . . . . ...
The Stan Math Library: Reverse-Mode Automatic Differentiation in C++
As computational challenges in optimization and statistical inference grow ever harder, algorithms that utilize derivatives are becoming increasingly more important. The impleme...
Identifying the Optimal Integration Time in Hamiltonian Monte Carlo
By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provi...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 7,193
- Institution
- Columbia University
External Links
Identifiers
- ORCID
- 0000-0002-2900-0931
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.