PyStan provides a Python interface to Stan, a package for Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. 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) The title and description of this software correspond with the situation when the software metadata was imported to ACRIS. The most recent version of metadata is available in the original repository.

2018