Getting more out of Stan: some ideas from the Haskell bindings

Here, we present the results of some experiments with creating bindings to Stan in Haskell, a purely functional and statically typed programming language. Rather than present “yet another Stan binding” or even worse, try to persuade the reader to abandon their current programming language and learn Haskell, our aim here is to present some ideas that enable a richer set of probabilistic computations from a subset of Stan models. This obviates the need to also implement the model in the host language, thus addressing the above problem with existing bindings. Our ideas are general and could, in principle, be leveraged to improve existing interfaces to Stan. Nevertheless, we have chosen here to explore these ideas in Haskell due to its support for embedded languages, ease of re-factoring experimental code, and its emerging data science ecosystem.