It is that time of year again. And also @breckbaldwin was looking for introductory material for this weekend’s edition of Stan Last Month .
@richard_mcelreath just finished a set of videos for a graduate class that uses the experimental branch of Richard’s rethinking R package that will be used in the second edition of his textbook. If you have seen these lectures from a previous year, watch them again because they contain a bunch of new topics and more emphasis on what Stan is doing when it samples from a posterior distribution.
I am almost half-way through a semester class with videos. We just started doing stuff with the rstanarm package and will be moving into loo, projpred, brms, and writing your own models in the Stan language in the coming weeks but have already done many examples that use the expose_stan_functions function in the rstan package to call a Stan function that draws from the prior predictive distribution or evaluates the log-kernel of a posterior distribution.
@avehtari has started doing videos for a class that uses the Bayesian Data Analysis textbook so there is more emphasis on writing Stan programs yourself rather than using an R package that comes with or generates Stan programs from R syntax. Apparently, they are upgrading Aki’s recording studio which has resulted in a delay in creating new videos but more are on the way.
@Ben_Lambert wrote a textbook using Stan and created a ton of mostly stand-alone videos but didn’t tell anyone around here. Ben also has a cool Shiny app for visualizing and understanding probability distributions that can generate code snippets in the Stan language (and other languages).
So, that should give you plenty to watch and work through until March of 2020.