On: Doing Bayesian Data Analysis On the GPU: Examples

[te]

Looks cool. Would love to see the "much, much faster" claim quantified. Both including and excluding compile times. Stan is neat, but the recompile time after every tweak to the model really got to be a drag. If you can improve on that, it would be a real win for me.

[dragandj → te]

Recompile time is under a second for most models that I tried. Let's say 150 - 700 ms. Once you compile it, you can use it many times.

The diference for the inference time is in the post below (but YMMV).