Algorithms


Topic Replies Activity
About the Algorithms category 1 August 14, 2016
Request for Volunteers to Test Adaptation Tweak 42 July 16, 2019
Split-Rhat diagnostic and relative effective sample size 9 July 16, 2019
NUTS misses U-turns, runs in circles until max_treedepth 11 July 16, 2019
Simulation-based calibration case study with RStan 30 July 16, 2019
Real world Hamiltonian vs Artificial Hamiltonian for modelling the corresponding real world problem 9 July 3, 2019
Projective variable selection for a Ordered Logistic model 6 July 2, 2019
Question regarding the samplers at use for time-series models? 4 July 1, 2019
Performance of stochastic volatility model 13 July 1, 2019
Using a fixed step size for HMC (or NUTS) and other sampler options 22 June 27, 2019
Stochastic subsampling in ADVI 2 June 18, 2019
LOO-PIT algorithm applicability 3 June 18, 2019
LU decomposition / determinant of sparse asymmetric matrix 13 June 18, 2019
Relative delta in finite difference approximations of derivatives? 12 June 14, 2019
Hamiltonian Monte Carlo, positive recurrence 7 June 4, 2019
Hamiltonian, WHY? 6 May 27, 2019
Understanding the Hamiltonian Monte Carlo dealing with the games of parameters transformations (from constraint to unconstraint) 5 May 20, 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
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
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