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StatisticalRethinkingJulia / MCMCBenchmarks.jl

Comparing performance and results of mcmc options using Julia
MIT License
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Add Differential Equations #60

Open ChrisRackauckas opened 4 years ago

ChrisRackauckas commented 4 years ago

https://github.com/JuliaDiffEq/DiffEqBenchmarks.jl has some examples that can be stolen. It would be nice to track the interaction between differential equations and MCMC tooling.

itsdfish commented 4 years ago

Thanks for this idea. Given my lack of experience with differential equations, I think I can probably set up a simple model, such as the Lokta-Volterra model. Stan has a version. So this would allow a comparison of all currently supported samplers.