Stan Short Course

A Short Introduction in Bayesian Modelling Using Stan

  • Lab Session 1: Thursday 11 March 2021 18.00-20.00

Introduction to Hamiltonian Monte Carlo and Stan

By Petros Barbounakis, Ph.D. Student at the Department of Statistics, AUEB

  • Introduction to Hamiltonian Monte Carlo
  • HMC vs MCMC
  • NUTS
  • The basics of Stan
  • A simple example: WinBUGS vs. Stan Coding
  • A more complicated model in Stan

Lab 1 Presentation slides can be viewed here.

A video of the Lab 1 can be viewed here.

  • Lab Session 2: Thursday 18 March 2021 17:30 - 17:30

Examples of Bayesian Models in Stan

By Dr. Leonardo Egidi, University of Trieste

  • The use of "Bayesplot" package
  • Model checking in STAN: posterior predictive checks
  • Hierarchical models and reparametrizations
  • Divergent transitions in STAN
  • Comparing models: LOOIC and WAIC with the "loo" package

Videos of the Lab 2 can be viewed here and here.

Material for the second lab can be found here.