Algorithms


Topic Replies Activity
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
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
Exception: std::bad_alloc during execution 3 November 27, 2018
Map_rect implementation compiling but getting infinities in parameters 4 November 19, 2018
Tutorial on Monte Carlo EM and variants for MML and MMAP 17 October 22, 2018
Prior and sampling 2 November 13, 2018
Map_rect, multithreaded on parameters only 3 November 12, 2018
Dual-averaging for other MCMC algorithms 3 November 2, 2018
Variation in elapsed time of parallel chains and best practices for computing expectations from multiple chains 19 October 29, 2018