General question on how does Stan update parameters

General
1

Hi all,

I’m new to Stan and I’d like your insight on how Stan works. So my question is: Let’s assume I have a Bayesian Hierarchical Model with x number of parameters. Does Stan use the Hamiltonian system of equations to update all parameters at once? Or, say, it updates them one-at-a-time? Maybe in blocks of parameters?

I would appreciate your knowledge on this one.

Thanks,
Georgios

2

Yes, all parameters are updated at once.

See Stan Reference Manual for a summary of the algorithm and Michael Betancourt’s Conceptual Introduction to Hamiltonian Monte Carlo for an in-depth discussion.

1 Like
3

Thanks, much appreciated!