user2016

The Stan project implements a probabalistic programming language, a library of mathematical and statistical functions, and a variety of algorithms to estimate statistical models in order to make Bayesian inferences from data. The three main sections of this tutorial will

1. Provide an introduction to modern Bayesian inference using Hamiltonian Markov Chain Monte Carlo (MCMC) as implemented in Stan.
2. Teach the process of Bayesian inference using the rstanarm R package, which comes with all the necessary functions to support a handful of applied regression models that can be called by passing a formula and data.frame as the first two arguments (just like for glm).
3. Demonstrate the power of the Stan language, which allows users to write a text file defining their own posterior distributions. The stan function in the rstan R package parses this file into C++, which is then compiled and executed in order to sample from the posterior distribution via MCMC.