Stan (software)


Stan is a probabilistic programming language for statistical inference written in C++. The Stan language is used to specify a statistical model with an imperative program calculating the log probability density function.
Stan is licensed under the New BSD License. Stan is named in honour of Stanislaw Ulam, pioneer of the Monte Carlo method.
Stan was created by a development team consisting of 34 members that includes Andrew Gelman, Bob Carpenter, Matt Hoffman, and Daniel Lee.

Interfaces

Stan can be accessed through several interfaces:
Stan implements gradient-based Markov chain Monte Carlo algorithms for Bayesian inference, stochastic, gradient-based variational Bayesian methods for approximate Bayesian inference, and gradient-based optimization for penalized maximum likelihood estimation.
Stan implements reverse-mode automatic differentiation to calculate gradients of the model, which is required by HMC, NUTS, L-BFGS, BFGS, and variational inference. The automatic differentiation within Stan can be used outside of the probabilistic programming language.

Usage

Stan is used in fields including social science pharmaceutical statistics, market research and medical imaging.