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Yao, Yuling; Vehtari, Aki; Gelman, Andrew – Grantee Submission, 2022
When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior uncertainty. And, even if the most important modes can be found, it is difficult to evaluate their relative weights in…
Descriptors: Bayesian Statistics, Computation, Markov Processes, Monte Carlo Methods
Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; Lee, Daniel; Goodrich, Ben; Betancourt, Michael; Brubaker, Marcus A.; Guo, Jiqiang; Li, Peter; Riddell, Allen – Grantee Submission, 2017
Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the…
Descriptors: Programming Languages, Probability, Bayesian Statistics, Monte Carlo Methods