Cited by 7,754Markov Chains and Monte Carlo MethodsData Analysis with RStatistical Methods and Bayesian Inference

Stan : A Probabilistic Programming Language

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Carpenter, Bob, Gelman, Andrew, Hoffman, Matthew D., Lee, Daniel, Goodrich, Ben, Betancourt, Michael, Brubaker, Marcus, Guo, Jiqiang +2 more·2017·Journal of Statistical Software

Abstract

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.

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  • When dealing with more complex models beyond staple analyses such as t tests, there exist software packages that allow custom coding, such as JAGS or Stan.

    “When dealing with more complex models that go beyond the staple analyses such as t tests, there exist a number of software packages that allow custom coding, such as JAGS (Plummer, 2003) or Stan (Carpenter et al., 2017).”

    From The JASP guidelines for conducting and reporting a Bayesian analysis (2021) · cites this paper as Carpenter et al., 2017

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Authors
Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., Brubaker, M., Guo, J., Li, P., & Riddell, A.
Affiliations
  • Columbia University (US)
  • Adobe Systems (United States) (US)
  • York University (CA)
  • Indiana University (US)
Venue
Journal of Statistical Software
Published
2017
Volume
76
Issue
1
Pages
1-32
ISSN
1548-7660 (ISSN-L)
OpenAlex
W2577537660
Cited by
7,754
References
49
Citations by year
2026: 672 · 2025: 811 · 2024: 811 · 2023: 835 · 2022: 917 · 2021: 1127 · 2020: 970 · 2019: 752 · 2018: 516 · 2017: 253 · 2016: 81 · 2015: 4 · 2014: 1 · 2012: 1
FWCI
474.30
Type
journal article
Language
en
Open access
Licence
cc-by
Locations
  • Journal of Statistical Software (publishedVersion, cc-by)
  • PubMed (publishedVersion)
  • PubMed Central (acceptedVersion)
  • OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) (submittedVersion, other-oa)
  • RePEc: Research Papers in Economics (submittedVersion)
  • DOAJ (DOAJ: Directory of Open Access Journals) (submittedVersion)
  • Journal of Systems and Software
  • Grantee Submission
Funders
  • National Science Foundation (0934516, 1205516)
  • U.S. Department of Energy (DESC0002099)
  • Harvard University
  • National Institutes of Health (1g20rr030893-01)
  • Institute of Education Sciences (R305D090006-09A, R305D090006)
  • National Center for Research Resources (G20RR030893)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Markov Chains and Monte Carlo Methods
  • Physical Sciences › Computer Science › Artificial Intelligence › Data Analysis with R
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
Stan, probabilistic programming languages, Bayesian inference, Markov chain Monte Carlo, No-U-Turn Sampler, Hamiltonian Monte Carlo, L-BFGS optimization, penalized likelihood, variational inference, expectation propagation, marginal inference, R interface, Python interface, posterior analysis

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