A graphical model wrapper for Stan

[Andrew Gelman]

Yup. This wrapper would also be useful for other things, including automating fake-data checking and posterior predictive checking. In one of the other threads I suggested this would be a useful thing for the PyMC people to work on. Instead of replicating NUTS, ADVI, etc,, they could build this wrapper which would give PyStan al sorts of new capabilities.
A


> On Feb 10, 2016, at 3:02 PM, Dustin Tran <dustinv...@gmail.com> wrote:
>
> I don’t think we want to internally encode any program as a graphical model. That's more restricting than the current class that Stan supports (the typical example that the PP community likes is programs with recursive functions). If I interpreted Andrew correctly, all he suggested is a wrapper for people to write in some form of syntax that looks like a graphical model, and internally it only outputs the log posterior density.
>
> Dustin