cmdstan-clj is a Clojure wrapper of Stan probabilistic programming language that uses the CmdStan CLI.
If you wish to help in testing and extending this library, we would be glad to chat. It can be a nice opportunity to practice Bayesian Statistics, even if you are not experienced with it yet.
Currently, this is an evolving proof-of-concept, still a bit fragile with respect to edge cases and setup.
You will need CmdStan installed in your system, and the environment variable STAN_HOME pointing to its location.
Them you can follow the 👣 walkthrough and 🎥 video.
Stan is a programming language for Bayesian statistical modelling with wonderful community and ecosystem.
Clojure has a few actively developed probabilistic programming options such as Inferme and Gen.clj. Still, at some use casese, Stan is more efficient and certainly has a more complete ecosystem around it. While the pure-Clojure options keep evolving, it would be good to have Stan as well in our toolset. It may also help us in benchmarking and testing the other options.
One way to interoperate with Stan is through the command line CmdStan. It is a common way, used in other languages. Ideally, it should allow choosing a version of CmdStan, as well as compiling it for using the GPU.
clj-stan is great, but only supports an old version of CmdStan.
In the current project, we explore the current version of CmdStan. Possibly, when the details clarify, we may propose merging the new implementation into the existing clj-stan.
Currently, cmdstan-clj runs CmdStan through the makefile as advised by the manual. In the future, we may consider a more direct apporach as clj-stan seems to do. At the moment, the practical difference are not clear to us.
We are also looking to create Clojure bindings for BridgeStan.
BridgeStan is a library (with bindings available in Python, Julia, R, and Rust) that grants access to the methods of a Stan model, including log densities, gradients, Hessians, and constraining and unconstraining transforms.
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