Learning Bayesian Statistics

#118 Exploring the Future of Stan, with Charles Margossian & Brian Ward

Oct 30, 2024
Charles Margossian, a research fellow at the Flatiron Institute, and Brian Ward, a core developer of Stan, dive into the future of the Stan programming language. They discuss recent innovations like the addition of tuples, which enhance data handling efficiency. The duo emphasizes the importance of improved error messages for beginners adjusting to Stan's complexities. They also highlight community engagement and the development of new samplers to enhance performance, paving the way for user-friendly features that make Bayesian statistics more accessible.
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ANECDOTE

Torsten and Pharmacometrics

  • Charles Margossian's initial Stan project involved developing Torsten, an extension for pharmacometrics modeling.
  • This work led to new Stan features like the matrix exponential and algebraic solvers.
INSIGHT

Tuples in Stan

  • Adding tuples to Stan was a major win, enabling efficient handling of different data types.
  • It allows functions like eigendecompose to return eigenvectors and eigenvalues simultaneously, improving performance.
ADVICE

Using Tuples for Efficiency

  • Use tuples to group different data types, improving code efficiency and reducing errors in functionals like ODE solvers.
  • Passing arguments as tuples avoids strict signatures and unnecessary computations.
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