How to code up a bespoke probability density in Stan

Published: 14 November 2018
on channel: Ben Lambert

4,043

This video explains how to use Stan to sample from a probability distribution not included in the Stan math library.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui...

For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to Bayesian Statistics

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