SlicStan: a blockless Stan-like language

We present SlicStan — a probabilistic programming language that compiles to Stan and uses static analysis techniques to allow for more abstract and flexible models. SlicStan is novel in two ways: (1) it allows variable declarations and statements to be automatically shredded into different components needed for efficient Hamiltonian Monte Carlo inference, and (2) it introduces more flexible user-defined functions that allow for new model parameters to be declared as local variables. This work demonstrates that efficient automatic inference can be the result of the machine learning and programming languages communities joint efforts.Code available at github.com/stan-dev/stancon_talk