Algorithms


Topic Replies Activity
About the Algorithms category 1 August 14, 2016
Real world Hamiltonian vs Artificial Hamiltonian for modelling the corresponding real world problem 1 May 16, 2019
Simulation-based calibration case study with RStan 10 May 16, 2019
Divergence /Treedepth issues with unit_vector 26 May 11, 2019
HMC (jittered) vs. NUTS on 1000-dimensional standard normal 10 April 29, 2019
Intermediate between mean-field and full-rank ADVI 12 April 29, 2019
Log density 5 April 29, 2019
Subsampling in parallel and MCMC 13 April 29, 2019
For Probabilistic Prediction, Full Bayes is Better than Point Estimators 4 April 29, 2019
Using output from optimization algorithms to initialize sampler 7 April 25, 2019
Performance of stochastic volatility model 1 April 16, 2019
Any way to make Stan competitive with Tensorflow for maximum likelihood? 17 March 30, 2019
Stan equivalent to R's which() 11 March 30, 2019
Understanding the Hamiltonian Monte Carlo dealing with the games of parameters transformations (from constraint to unconstraint) 4 March 29, 2019
Is it normal that STAN becomes really slow with large data (vector [32000]) 6 March 29, 2019
Surprising memory usage with eigendecomposition 7 March 12, 2019
How to implement ADVI 3 March 12, 2019
Gibbs Sampling in Stan 6 March 12, 2019
Change point model 3 February 22, 2019
Max likelihood time complexity as function of number of parameters 9 February 22, 2019
Incomplete gamma function with negative argument 11 February 10, 2019
Examples where numerical solver is faster than matrix exp 8 February 3, 2019
Are transformed parameters included in the search space for optimizations? 2 January 7, 2019
Using a fixed step size for HMC (or NUTS) and other sampler options 11 December 16, 2018
GPU Stan 6 December 10, 2018
Multinomial sampling when joining a new tree in dynamic NUTS implementation 6 December 7, 2018
Cruising the simplex 9 December 5, 2018
Vectorized Autodiff with StanHeaders in Rcpp 10 November 27, 2018
Exception: std::bad_alloc during execution 3 November 27, 2018
Split-Rhat diagnostic and relative effective sample size 4 November 23, 2018