Stan Short Course

    A Short Introduction in Bayesian Modelling Using Stan

    • Lab Session 1: Thursday 11 March 2021 18.00-20.00

    Introduction to Hamiltonian Monte Carlo and Stan

    By Petros Barbounakis, Ph.D. Student at the Department of Statistics, AUEB

    • Introduction to Hamiltonian Monte Carlo
    • HMC vs MCMC
    • NUTS
    • The basics of Stan
    • A simple example: WinBUGS vs. Stan Coding
    • A more complicated model in Stan

    Lab 1 Presentation slides can be viewed here.

    A video of the Lab 1 can be viewed here.

    • Lab Session 2: Thursday 18 March 2021 17:30 - 17:30

    Examples of Bayesian Models in Stan

    By Dr. Leonardo Egidi, University of Trieste

    • The use of "Bayesplot" package
    • Model checking in STAN: posterior predictive checks
    • Hierarchical models and reparametrizations
    • Divergent transitions in STAN
    • Comparing models: LOOIC and WAIC with the "loo" package

    Videos of the Lab 2 can be viewed here and here.

    Material for the second lab can be found here.