I am new to Stan and I was wondering if it is possible to translate a graphical BN that describes a specific loss process into Stan code.
The nodes of my BN are various RVs and the arcs are our understanding of the relationship between those RVs.
We are dealing with 10 to 100 nodes and the RVs can be discrete state or continuous state (e.g. $ loss amount).
Nodes (or RVs) not only can be discrete or continuous, but their parent nodes can be also either.
Data is quite sparse and often incomplete. May be we are talking about 20k data point from which 5k or less is complete.
The BN is currently specified and solved using gRain and bnlearn R packages.
Given such a use case, are you aware of anyone who has done such a translation before and if that makes sense in general or is Stan not the right tool for this.