3 ms·
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,
by dragandj 10y ago
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...