Search Results for "automatic differentiation"
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Showing 1 open source project for "automatic differentiation"
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RStan
RStan, the R interface to Stan
...Key inference approaches include full Bayesian inference via Hamiltonian Monte Carlo (specifically the No-U-Turn Sampler, NUTS), approximate Bayesian inference via variational methods, and optimization (penalized likelihood). RStan integrates with Stan’s automatic differentiation library, provides diagnostics, model comparison, posterior predictive checks, etc. It is used in research, applied statistics, and modelling workflows where flexibility and rigor in Bayesian methods are required.
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