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Stan uses MCMC (specifically NUTS, which is a Hamiltonian Monte Carlo sampler) to optimize parameter fitting, so it can be used for things like ODEs. Here is a
by elsherbini 6y ago
Stan uses MCMC (specifically NUTS, which is a Hamiltonian Monte Carlo sampler) to optimize parameter fitting, so it can be used for things like ODEs.
Here is an example from a class taught last January that uses stan to fit a simple ODE (using the `integrate_ode_rk45` function in stan):
https://github.com/gregbritten/BayesianEcosystems_IAP/blob/master/notebooks/npzF_stan_pred.ipynb https://github.com/gregbritten/BayesianEcosystems_IAP/blob/m...