I (Bob) am going to give a talk at the next NYC Machine Learning Meetup, on 19 January 2012 at 7 PM:
There’s an abstract on the meetup site. The short story is that Stan’s a directed graphical model compiler (like BUGS) that uses adaptive Hamiltonian Monte Carlo sampling to estimate posterior distributions for Bayesian models.
The official version 1 release is coming up soon, but until then, you can check out our work in progress at:
- Google Code: Stan.