# Questions tagged [stan]

Stan is software for Bayesian estimation using the No-U-Turn sampling (NUTS) algorithm instead of the simpler Gibbs sampling (BUGS).

238 questions
Filter by
Sorted by
Tagged with
33 views

### Methods for modelling distributions?

As predictor X I have particle size distributions and I would like to run a model y ~ X. I.e. each trial has a response ...
• 115
26 views

### What is the correct bayesian formulation for the zero-truncated Poisson lognormal model?

In ecology we use compound distributions to describe species-abundance data. One example is the Poisson Lognormal (PLN) distribution which is a Poisson distribution with rate parameter $\lambda$ that ...
1 vote
21 views

### Parallel with Weighted Least Squared in Bayesian Regression

I have a dataset with a column of ratios $Y = z_1 / z_2$, which will be my depending variable, and a set of columns that explain $Y$. Here $z_1$ means "imports" and $z_2$ means "exports&...
• 153
42 views

• 523
1 vote
397 views

### Why do Pareto/NBD models require custom likelihood functions in PyMC3 and Stan?

I'm interested in Bayesian modeling of customer lifetime value (CLV), preferably via PyMC3. I've found that research in this area started mid-to-late 1900's and has remained active since. It would ...
• 1,650
104 views

### Finite Binomial mixture model

I have a finite Binomial mixture model coded up in stan as below: ...
1 vote
65 views

### Why are my predictied values from a Bayesian AR(1) model lagging behind the data?

Summary: I have simulated some data on an AR(1) process in R and fit the model in Stan. When plotting the predictions, the predicted values tend to lag behind the true values. Why is this? Detail I am ...
• 135
138 views

### Bayesian model validation LOOCV

I am fitting a Bayesian logistic regression using Stan in R. My model will be used for drawing inference rather than prediction. My dataset is very small (around 50 observations) so I am planning on ...
45 views

### How do I implement a default prior of cauchy(0,1) in rstanarm?

What I intend to do is use a default prior on my coefficients, and then to compute Bayes Factors for those coefficients. Rouder and Morey (2012) say: "When using the Cauchy prior, s describes the ...
• 1,641
50 views

### Priors as Controls : Bayesian Regression

I have a general question about Bayesian Regression Modeling and how a prior might be used as a means to control for (close to) simultaneous events. I often face a situation where I have a time series ...
• 7,650
82 views

### How to define informative priors from previous studies using stan_glm?

I am trying to develop a linear regression model for estimating stature from handprint measurements. I would like to employ the Bayesian approach and define informative priors from the previous ...
• 21
1 vote
250 views

### Specifying specific priors for a correlation matrix via Stan

I'm trying to estimate a correlation matrix for a model where I already have a sense of the values of the off-diagonals based on existing studies. I'm quite new to Bayesian analysis so trying to learn ...
• 729
1 vote
21 views

### Structuring Composed Bayesian Programs

I am considering writing some stan code to predict soccer game outcomes. More specifically, I thought that modelling the two halves of a game separately and then combining them would be an interesting ...
1 vote
285 views

### Choosing a prior for the intercept in a logistic regression with increased -INF probability?

I am trying to fit a simple logistic regression of the kind: n ~ binomial(N, theta) theta = inv_logit( a + x * b ) where x is either 0 or 1 depending if a ...
• 11