Using Stan to do MCMC

Apr 20, 2023 1 min read Probability, tutorial

What is Stan?

Stan is an intuitive, yet sophisticated, probabilistic programming language that provides an interface to a recently proposed extension to Hamiltonian Monte Carlo (HMC), known as No U-Turn Sampler (NUTS).

Stan is what is known as an imperative programming language. This is not true for BUGS and JAGS, which are known as declarative languages.

Why choose Stan?

Stan is popular and has huge range of resources generated by users and developers, so when you get stuck, you can find someone to get help.

Probability statistics bayesian MCMC RStan
Chen Xing
Chen Xing
Founder & Data Scientist

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