#118 Exploring the Future of Stan, with Charles Margossian & Brian Ward

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!My Intuitive Bayes Online Courses1:1 Mentorship with meOur theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:User experience is crucial for the adoption of Stan.Recent innovations include adding tuples to the Stan language, new features and improved error messages.Tuples allow for more efficient data handling in Stan.Beginners often struggle with the compiled nature of Stan.Improving error messages is crucial for user experience.BridgeStan allows for integration with other programming languages and makes it very easy for people to use Stan models.Community engagement is vital for the development of Stan.New samplers are being developed to enhance performance.The future of Stan includes more user-friendly features.Chapters:00:00 Introduction to the Live Episode02:55 Meet the Stan Core Developers05:47 Brian Ward's Journey into Bayesian Statistics09:10 Charles Margossian's Contributions to Stan11:49 Recent Projects and Innovations in Stan15:07 User-Friendly Features and Enhancements18:11 Understanding Tuples and Their Importance21:06 Challenges for Beginners in Stan24:08 Pedagogical Approaches to Bayesian Statistics30:54 Optimizing Monte Carlo Estimators32:24 Reimagining Stan's Structure34:21 The Promise of Automatic Reparameterization35:49 Exploring BridgeStan40:29 The Future of Samplers in Stan43:45 Evaluating New Algorithms47:01 Specific Algorithms for Unique Problems50:00 Understanding Model Performance54:21 The Impact of Stan on Bayesian ResearchThank you to my Patrons for making this episode possible!Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin...