Algorithms


Topic Replies Activity
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
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
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
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
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
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