Bayesian inference with Stan: A tutorial on adding custom distributions.

ABSTRACT: When evaluating cognitive models based on fits to observed data (or, really, any model that has free parameters), parameter estimation is critically important. Traditional techniques like hill climbing by minimizing or maximizing a fit statistic often result in point estimates. Bayesian approaches instead estimate parameters as posterior probability distributions, and thus naturally account for the uncertainty associated with parameter estimation; Bayesian approaches also offer powerful and principled methods for model comparison. Although software applications such as WinBUGS (Lunn, Thomas, Best, & Spiegelhalter, Statistics and Computing, 10, 325-337, 2000) and JAGS (Plummer, 2003) provide "turnkey"-style packages for Bayesian inference, they can be inefficient when dealing with models wh

SUBMITTER: Annis J 

PROVIDER: S-EPMC5149118 | biostudies-literature | 2017 Jun

REPOSITORIES: biostudies-literature