How to code up a bespoke probability density in Stan @SpartacanUsuals
How to code up a bespoke probability density in Stan @SpartacanUsuals
Uploaded November 2018 | Updated September 2026, 2 hours ago
This video explains how to use Stan to sample from a probability distribution not included in the Stan math library.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364

For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true
How to code up a bespoke probability density in StanMaximum likelihood estimation of factor analysis models - part 2Why we typically use dependent sampling to sample from the posteriorAn introduction to the Poisson distribution - 2Score test (Lagrange Multiplier test) - introductionRepresenting heteroscedasticity in matrix formWhat is meant by overfitting?Estimating the error variance in matrix form - part 1Bayesian posterior samplingAn introduction to Gibbs samplingMaximum Likelihood: Bernoulli random variables estimator variance part 2An introduction to importance sampling - optimal importance distributions
Ben Lambert |

How to code up a bespoke probability density in Stan

SHARE TO X SHARE TO REDDIT SHARE TO FACEBOOK WALLPAPER