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mrc-ide / drjacoby

Flexible Markov chain monte carlo via reparameterization
https://mrc-ide.github.io/drjacoby/
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Benchmarking system #34

Closed pwinskill closed 1 year ago

pwinskill commented 4 years ago

May be worth formally assessing performance at some point:

Turner and Neal (2017).pdf

pwinskill commented 2 years ago

Note on difficulties comparing different software: https://www.r-bloggers.com/2021/11/its-so-hard-to-compare-the-efficiency-of-mcmc-samplers/