Stan is a probabilistic programming language implementing full Bayesian statistical inference with
- MCMC sampling (NUTS, HMC),
approximate Bayesian inference with
- Variational inference (ADVI)
and penalized maximum likelihood estimation with
- Optimization (L-BFGS).
Stan is coded in C++ and runs on all major platforms (Linux, Mac, Windows).
Stan is freedom-respecting, open-source software (new BSD core, GPLv3 interfaces).