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
- 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
Material for the second lab can be found here.