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Title: Stan : A Probabilistic Programming Language

Journal Article · · Journal of Statistical Software
 [1];  [1];  [2];  [1];  [1];  [1];  [3];  [4];  [1];  [5]
  1. Columbia Univ., New York, NY (United States)
  2. Adobe Creative Intelligence Lab, San Jose, CA (United States)
  3. York Univ., Toronto (Canada)
  4. NPD Group, Inc., Port Washington, NY (United States)
  5. Indiana Univ., Bloomington, IN (United States)

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 No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.

Research Organization:
Columbia Univ., New York, NY (United States); Harvard Univ., Cambridge, MA (United States)
Sponsoring Organization:
USDOE; National Science Foundation (NSF); US Dept. of Education, Inst. of Education Sciences (IES); National Institutes of Health (NIH)
Grant/Contract Number:
SC0002099; ATM-0934516; ED-GRANTS-032309-005; R305D090006-09A; 1G20RR030893-01; CNS-1205516
OSTI ID:
1430202
Journal Information:
Journal of Statistical Software, Vol. 76, Issue 1; ISSN 1548-7660
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 2444 works
Citation information provided by
Web of Science

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Transverse kinematics of the Galactic bar-bulge from VVV and Gaia text January 2019
Online monitoring of carbon dioxide and oxygen in exhaled mouse breath via substrate-integrated hollow waveguide Fourier-transform infrared-luminescence spectroscopy text January 2018
Improving and Validating Survey Estimates of Religious Demography Using Bayesian Multilevel Models and Poststratification journal January 2016
Context effects on reproduced magnitudes from short-term and long-term memory journal January 2020
Maximum Entropy-based Probabilistic Mass–Radius Relation of Exoplanets journal July 2019
The Impact of Moderate Priors For Bayesian Estimation and Testing of Item Factor Analysis Models When Maximum Likelihood is Unsuitable text January 2018
Humans treat unreliable filled-in percepts as more real than veridical ones journal May 2017
Bioclimatic factors at an intrabiome scale are more limiting than cyanobiont availability for the lichen‐forming genus Peltigera journal July 2018
Incorporating biophysical gradients and uncertainty into burn severity maps in a temperate fire‐prone forested region journal February 2019
Bayesian inference for a principal stratum estimand to assess the treatment effect in a subgroup characterized by postrandomization event occurrence journal August 2019
Ecological inference for infectious disease data, with application to vaccination strategies journal November 2019
Environmental Drivers of Ranavirus in Free-Living Amphibians in Constructed Ponds journal August 2018
Arid environments select for larger seeds in pines (Pinus spp.) journal November 2019
Optimal Model Parameter Estimation from EEG Power Spectrum Features Observed during General Anesthesia journal March 2018
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models journal January 2019
Speed up random walk by leveraging community affiliation information journal November 2019
Inventors’ explorations across technology domains journal January 2017
Weaker plant-enemy interactions decrease tree seedling diversity with edge-effects in a fragmented tropical forest journal October 2018
An engineered human Fc domain that behaves like a pH-toggle switch for ultra-long circulation persistence journal November 2019
Soil properties explain tree growth and mortality, but not biomass, across phosphorus-depleted tropical forests journal February 2020
Applying causal models to explore the mechanism of action of simvastatin in progressive multiple sclerosis journal May 2019
Scoring Depression on a Common Metric: A Comparison of EAP Estimation, Plausible Value Imputation, and Full Bayesian IRT Modeling journal September 2018
Restraint and Critical Incident Reduction Following Introduction of the Neurosequential Model of Therapeutics (NMT) journal January 2018
Genomic Perspective on Multivariate Variation, Pleiotropy, and Evolution journal April 2019
Herbarium specimens reveal substantial and unexpected variation in phenological sensitivity across the eastern United States journal November 2018
Pseudotime estimation: deconfounding single cell time series journal May 2015
Artificial Intelligence for Ecological and Evolutionary Synthesis journal September 2019
Accurate and simultaneous identification of differential expression and splicing using hierarchical Bayesian analysis journal December 2019
The functional organization of high-level visual cortex determines the representation of complex visual stimuli journal December 2019
Value Representations in the Orbitofrontal Cortex Drive Learning, not Choice journal July 2022
Translation elongation and mRNA stability are coupled through the ribosomal A-site journal April 2018
Spatial variation in exploited metapopulations obscures risk of collapse journal October 2019
Bayesian Hypothesis Testing And Experimental Design For Two-Photon Imaging Data journal September 2018
Untangling the dynamics of persistence and colonization in microbial communities journal April 2019
souporcell: Robust clustering of single cell RNAseq by genotype and ambient RNA inference without reference genotypes posted_content September 2019
Anxious and obsessive-compulsive traits are independently associated with valuation of non-instrumental information journal May 2020
Tunings for leapfrog integration of Hamiltonian Monte Carlo for estimating genetic parameters posted_content October 2019
Accounting for individual‐specific variation in habitat‐selection studies: Efficient estimation of mixed‐effects models using Bayesian or frequentist computation journal September 2019
Diverse knowledge systems reveal social–ecological dynamics that inform species conservation status journal October 2018
Metapopulation dynamics in a changing climate: Increasing spatial synchrony in weather conditions drives metapopulation synchrony of a butterfly inhabiting a fragmented landscape journal May 2018
Continuation of emtricitabine/lamivudine within combination antiretroviral therapy following detection of the M184V/I HIV‐1 resistance mutation journal January 2020
Trace types and denotational semantics for sound programmable inference in probabilistic languages
  • Lew, Alexander K.; Cusumano-Towner, Marco F.; Sherman, Benjamin
  • Proceedings of the ACM on Programming Languages, Vol. 4, Issue POPL https://doi.org/10.1145/3371087
journal January 2020
Implicit Gender Bias in Linguistic Descriptions for Expected Events: The Cases of the 2016 United States and 2017 United Kingdom Elections journal January 2020
Multiple-Membership Survival Analysis and Its Applications in Organizational Behavior and Management Research journal September 2019
From Nuisance to Novel Research Questions: Using Multilevel Models to Predict Heterogeneous Variances journal November 2019
Cardiac late events in German breast cancer patients: a validation study on the agreement between patient self-reports and information from physicians journal November 2018
Orienting to polarized light at night—matching lunar skylight to performance in a nocturnal beetle journal January 2018
Atoh8 acts as a regulator of chondrocyte proliferation and differentiation in endochondral bones journal August 2019
Temporal microstructure of dyadic social behavior during relationship formation in mice journal December 2019
Extending Bayesian back-calculation to estimate age and time specific HIV incidence. text January 2019
Impairments in reinforcement learning do not explain enhanced habit formation in cocaine use disorder. text January 2019
Comparison of serum and urinary biomarker panels with albumin/creatinine ratio in the prediction of renal function decline in type 1 diabetes text January 2020
Prediction of tool-wear in turning of medical grade cobalt chromium molybdenum alloy (ASTM F75) using non-parametric Bayesian models preprint January 2016
Robust Bayesian Model Selection for Variable Clustering with the Gaussian Graphical Model preprint January 2018
Gender Bias in Nobel Prizes preprint January 2018
Impact of using the ultra-high-energy cosmic ray arrival energies to constrain source associations text January 2018
Probabilistic reanalysis of storm surge extremes in Europe posted_content May 2020
A model for longitudinal data sets relating wind-damage probability to biotic and abiotic factors: a Bayesian approach journal November 2019
A New Model for Acquiescence at the Interface of Psychometrics and Cognitive Psychology text January 2018
Forecasting at Scale posted_content August 2017
Peer effects on control-averse behavior text January 2019

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