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Introduction to Probabilistic Programming with Stan

What: A 3 hour course to introduce the core concepts and methods of probabilistic programming, using the Stan language

Who: The instructor is Richard McElreath

Scope: The course won't emphasize the basics of Bayesian inference (no slides introducing Bayes' rule), the details of sampling algorithms, or coding of specific complex model types. Instead it will focus on conceptual foundations for probabilistic programming---how to translate problems into probabilistic programs, language conventions and the reasons for them, and a reasonable workflow for building and debugging Stan programs.

Pre-requisites and software: The course will use the R package cmdstanr to interface with Stan. But the focus will be on Stan code, which is portable across scripting environments. So I will show you how to use cmdstanr, but if you are comfortable using Stan in any other interface, you will be okay.

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Introductory tutorial on the Stan language

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