Welcome to the first meetup of the year! This meetup Bob Carpenter will join us to talk through some the engineering details of Stan. Pizza will arrive at 6:30 & we will start the talk at 7.

More details:

After summarizing what Stan does, this talk will focus on how Stan is engineered. The talk will be structured into pieces, following the organization of the Stan software.

Stan math library: differentiable math & stats functions, template metaprorgrams to manage constants & vectorization, matrix derivatives, & differential equation derivatives.

Stan language: block structure & execution, unconstraining variable transforms & automatic Jacobians, transformed data, parameters, & generated quantities execution.

Stan algorithms: Hamiltonian Monte Carlo & the no-U-turn sampler (NUTS), automatic differentiation variational inference (ADVI).

Stan infrastructure & process: Time permitting, I can also discuss Stan's developer process, how the code repositories are organized, & the code review & continuous integration process for getting new code into the repository.

About Bob

Bob Carpenter is a research scientist in computational statistics (Columbia University). He designed the Stan probabilistic programming language & is one of the Stan core developers.

Bob has a Ph.D. in cognitive & computer science (University of Edinburgh). In the past, he was a professor of computational linguistics (Carnegie Mellon University) & an industrial researcher & programmer in speech recognition & natural language processing (Bell Labs, SpeechWorks, LingPipe). In addition to working on Stan, he's written two books on programming language theory & linguistics, many papers, & the LingPipe natural language processing toolkit.