CI-SUSTAIN: Stan for the Long Run

Stan是一个软件包，通过允许科学家快速轻松地探索，评估和改进针对其特定研究问题和数据收集机制的丰富科学假设，来改变科学发现。由于计算方面的原因，对数据（大数据或其他数据）的分析往往比较简单，而且更多地侧重于处理数据的困难，而不是现实的科学模型。下一代贝叶斯推理可以让科学家们超越这一僵局，通过复杂的模型，可以调整样本和人群之间的差异，以及治疗组和对照组之间的差异，将大型数据集的好处与统计调整的严谨性和力量结合起来。Stan进一步帮助教育下一代数据科学家，使用自然，易于学习和可移植的建模语言，以及强大，实用的推理工具。该项目的具体目标是巩固Stan代码库，以支持Stan软件的应用、维护和开发。斯坦被应用于物理，生物和社会科学的许多角落，从中微子到超新星，从细胞生物学到人口生态学，从人类反应时间到社会网络进化的数百个规模。在这个项目中，PI的目标是记录和加固Stan的核心基础设施，使其能够被更广泛的科学家使用，由更广泛的软件开发人员维护，并可扩展以允许未来开发新的科学应用程序和统计算法。从技术上讲，这个项目致力于为用户和开发人员提供全面的记录，在单元中进行测试，集成，和功能级别，并且不可避免地重构Stan组件的应用程序编程接口（API）。这些组件包括（1）可自动微分的数学、统计和矩阵代数库，（2）用于表达统计数据/参数结构和科学/测量模型的命令式概率编程语言，（3）用于提供精确和近似的完整贝叶斯参数估计和预测推理的核心推理算法，（4）高级命令、I/O回调、和中断，以及（5）接口集成Stan的概率建模，分析和可视化功能到现有的数据科学工作流程中的语言，包括R，Python，Julia，Stata，MATLAB，Mathematica和命令行云和集群计算。重构的主要目标是在系统组件和文档中实现足够的模块化，以便开发人员能够专注于单个组件，例如新功能，算法或可视化，以及允许Stan用作算法开发的研究工具。这些目标补充了记录语言和接口的目标，以促进应用科学家严格的统计方法和可重复的计算工作流程。

Stan is a software package that transforms scientific discovery by allowing scientists to quickly and easily explore, evaluate, and refine rich scientific hypotheses tailored to their particular research question and data collection mechanism. For computational reasons, analyses of data (big or otherwise) have tended to be simple and focused more on the difficulties of manipulating the data than on realistic scientific models. The next generation of Bayesian inference can take scientists beyond this impasse, via sophisticated models that can adjust for differences between sample and population, and between treatment and control groups, to join the benefits of large datasets with the rigor and power of statistical adjustment. Stan further helps educate the next generation of data scientists, with a natural, easy-to-learn and portable modeling language, coupled with robust, practical inference tools. The specific goal of this project is to solidify the Stan code base to enable application, maintenance, and development of the Stan software. Stan is being applied in many corners of the physical, biological, and social sciences, hundreds of at scales ranging from the neutrinos to supernovas, from cellular biology to population ecology, and from human reaction times to social network evolution. In this project the PI aims to document and ruggedize the core infrastructure of Stan to enable it to be used by a wider audience of scientists, to be maintained by a wider group of software developers, and to be extensible to allow for the future development of new scientific applications and statistical algorithms.Technically, this project is devoted to thoroughly documenting for users and developers, testing at the unit, integration, and functional levels, and inevitably refactoring the application programming interfaces (API) of Stan's components. These components include (1) an automatically differentiable mathematics, statistics, and matrix algebra library, (2) an imperative probabilistic programming language for expressing statistical data/parameter structures and scientific/measurement models, (3) core inference algorithms for providing exact and approximate full Bayesian parameter estimation and predictive inference, (4) a service layer of high-level commands, I/O callbacks, and interrupts, and (5) interfaces integrating Stan's probability modeling, analysis and visualization capabilities into existing data science workflows in languages including R, Python, Julia, Stata, MATLAB, Mathematica and the command-line for cloud and cluster computing. The main goal of the refactoring is to achieve enough modularity in system components and documentation that developers will be able to concentrate on a single component, such as a new function, algorithm, or visualization, as well as to allow Stan to be used as a research tool for algorithm development. These goals complement the goals of documenting the language and interfaces in order to promote rigorous statistical methodology and reproducible computational workflows for applied scientists.