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Stan

Jul 20, 2023

C++ package for Bayesian inference, maximum likelihood estimation, etc

Stan is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.

Users specify log density functions in Stan’s probabilistic programming language and get

  • full Bayesian statistical inference with MCMC sampling NUTS, HMC
  • approximate Bayesian inference with variational inference ADVI
  • penalized maximum likelihood estimation with optimization L-BFGS
Checkout these related ports:
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  • Xtensor - Multi-dimensional arrays with broadcasting and lazy computing
  • Xtensor-python - Python bindings for xtensor
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  • Xtensor-blas - BLAS extension to xtensor
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  • Xlife++ - XLiFE++ eXtended Library of Finite Elements in C++