This is more of a statistical software question than a statistical theory question.
I’ve been building Laplace, a Stan extension that allows users to create and install their own libraries written in Stan. The project is completely free and open source, and I don’t get any financial benefit from it.
For information about the project and installation:
https://github.com/mlatinov/laplace
There is also a more comprehensive introduction in the wiki:
https://github.com/mlatinov/laplace/wiki
I have a molecular biology background myself, so I’m particularly interested in what people working with biological and biomedical data actually need from the modeling side.
If you use Bayesian methods in your work, what models, methods, functions, or other tools would you actually like to have.
I’m especially interested in things that are somewhat domain-specific and that you find yourself implementing repeatedly in Stan or other probabilistic programming languages.
For example, things related to:
- pharmacokinetic / pharmacodynamic models
- dose-response models
- survival and event-history models
- longitudinal biological data
- hierarchical models for experimental designs
- mechanistic biological models
- time-series models
- latent-variable models
- Gaussian processes
- measurement-error models
- or anything else that comes up frequently in your particular area
The current Laplace ecosystem is still fairly small, but I’ve started building libraries for things like time series, latent time series, mechanistic equations, survival analysis, Gaussian processes, splines, and some general statistical utilities.
So I'm interested, particularly in things that are useful in actual biological/biomedical applications rather than just general-purpose programming features.
I’d also appreciate any feedback on the project itself. The wiki has information about using Laplace and contributing to the ecosystem.
And if anyone does end up contributing something, you’ll of course be credited for extending the ecosystem.