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Another example of this is found in comparing generic MCMC methods to HMC. The former work for discrete or continuous parameters while the latter requires a gra
by marmaduke 9y ago
Another example of this is found in comparing generic MCMC methods to HMC. The former work for discrete or continuous parameters while the latter requires a gradient. Regardless of how fast a generic MCMC implementation is, the HMC method is asymptotically faster, so for some problem sizes the language or low level optimizations are irrelevant.