Bayesian Analysis using Rstan

Novice and advanced R users from all professional groups.

• CHF 600.- für Angehörige der UZH/ETH und assoziierter Institute
• CHF 800.- für Alumni der UZH/ETH, Angehörige anderer Universtitäten, Einrichtungen der öffentlichen Hand und non-profit Organisationen
• CHF 1200.- für Firmen

This two-day course will introduce participants to Bayesian analysis using R interfaces to the Stan language and algorithms. No previous experience with Stan is necessary, because the Stan language is similar to R. By the end of the course, participants will be able to write simple models themselves in the Stan language and draw from the posterior distribution of the parameters, as well as accessing the posterior draws generated by other R packages that come with more complicated Stan programs.

More specifically, the first day of the course will cover:

• Principles of Bayesian analysis and how it differs from other forms of analysis
• The syntax of the Stan language that is exposed via the rstan R package
• Estimating generalized linear (mixed) models using the Stan programs in the rstanarm R package
• Visualizing, analyzing, and comparing the results using the shinystan, bayesplot, and loo R packages

The second day of the course will cover:

• Estimating Bayesian models using the Stan programs generated by the brms R package
• Writing your own Stan programs and validating that they are correct
• Including your own Stan programs in new R packages using the rstantools R package

Prerequisites

• Basic familiarity with R syntax and some experience with regression analysis in R
• Installation of a C++ toolchain for your operating system, which is necessary to use the rstan R package. The other R packages are then simple to install from CRAN. Instructions are available from https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started
• Chapter 1 ( http://xcelab.net/rmpubs/rethinking/Statistical_Rethinking_sample.pdf ) of Statistical Rethinking by Richard McElreath, published by CRC Press in 2016. The highly recommended second edition of this textbook will be available for purchase from CRC Press shortly after the course.