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My point was mainly that comparing speed between an algorithm that doesn't require gradients and HMC in Stan is apples and oranges.



How's that? The algorithms have the same goal - find the posterior distribution. The time to get to that distribution is what is important and what is compared, provided that both algorithms get proper results. How they do it underneath is irrelevant for the user who waits.

That's like saying that comparing a horse cart and an automobile is comparing apples and oranges.

That being said, there are other things where Stan might fare better. User familiarity, or maturity, or personal taste...




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