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Journal of Statistical Software· 2017Q1

<i>Stan</i> : A Probabilistic Programming Language

Bob Carpenter, Andrew Gelman, Matthew D. Hoffman, Daniel C. Lee et al.

Short summary

Stan is a new probabilistic programming language designed for specifying statistical models and performing Bayesian inference. It offers full Bayesian inference via advanced Markov chain Monte Carlo methods and penalized maximum likelihood estimates through optimization algorithms.

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Field: Statistics and Probability

Statistics and ProbabilityMathematics