MultiBUGS VS stan

Oberon is awesome. I typically use a variant of it called Component Pascal. It is a very esoteric, and quite unique language.

My usage of it is in WinBUGS/OpenBUGS/MultiBUGS [1], for Markov chain Monte Carlo statistical analysis. It's really cool and works amazingly well for systems of differential equations too.

The version I recommend using is MultiBUGS [2]. I would avoid installing it in Windows, though!

[1] https://www.mrc-bsu.cam.ac.uk/software/bugs/

[2] https://github.com/MultiBUGS/MultiBUGS

Alternatives: stan and edward

remove.packages(c("StanHeaders", "rstan")) install.packages("rstan", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

My approach to problems like this is to write down the proposed model mathematically first, in extreme detail. I find hierarchical form to be the easiest way to break it down piece by piece. Once I have the maths then I turn it into a Stan model. Last step is to use the Stan output to answer the research questions.

Here is a good breakdown of recommendations from Andrew Gelman.

For instance my first choice in these cases is always a Bayesian inference tool like Stan. In my experience as someone who’s more of a programmer than mathematician/statistician, Bayesian tools like this make it much easier to not accidentally fool yourself with assumptions, and they can be pretty good at catching statistical mistakes.

I tend to be most impressed by tools and libraries. The stuff that has most impressed me in my time in ML is stuff like pytorch and Stan, tools that allow expression of a wide variety of statistical (and ML, DL models, if you believe there's a distinction) models and inference from those models. These are the things that have had the largest effect in my own work, not in the sense of just using these tools, but learning from their design and emulating what makes them successful.

oh its certainly used in practice. you should look into frameworks like Stan[1] and pyro[2]. i think bayesian models are seen as more explainable so they will be used in industries that value that sort of thing

[1] https://mc-stan.org/