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Do you know of any details on how/why probabilistic programming is used over traditional methods? And why Stan? My assumption is b/c it's a legacy framework.

• currymj 8y ago
  It's definitely not a legacy framework, it's very actively developed and improved. A lot of very useful statistical models can't benefit from the GPU, and for them I think Stan is the better tool. There's a reason it's basically the default choice for people who want to use probabilistic programming for Bayesian statistics. It's probably not the best tool for AI/ML type models. But for statisticians who want to use Bayesian methods it's close to perfect.
  • boltzmannbrain 8y ago
    Thanks that's good to know. Haha I knew "legacy" would ruffle some feathers, by which I mean Stan was pretty much the first application-ready PPS on the block -- robust toolbox of methods, actively developed/supported. The last slide of this presentation on SMC inference in PPLs is a nice view of the PPS landscape (not to mention the whole deck is a great intro by Lawrence Murray): http://www.it.uu.se/research/systems_and_control/education/2017/smc/schedule/lecture17.pdf http://www.it.uu.se/research/systems_and_control/education/2...
    • currymj 8y ago
      Yeah, I see what you're getting at now. And that is an excellent diagram. I've never actually used BUGS or JAGS for anything but I would consider at least BUGS to truly be legacy software. To me the word "legacy" means you shouldn't pick it for a new project.
  • xitrium 8y ago
    GPU and MPI support in Stan coming hopefully this summer!