> I would still keep in mind that the metric worth using for benchmarking is the number of effective samples per second, and this also depends on the HMC varian

> I would still keep in mind that the metric worth using for benchmarking is the number of effective samples per second, and this also depends on the HMC variant you use. I was getting similar effective sample sizes/sample size in both after switching to a diagonal mass matrix, like Stan uses, from the dense mass matrix DynamicHMC.jl uses by default (the HMC backed library I'm using). Given how common it is for folks to run Stan over night or for a week to study prior sensitivity, internal coverage, type I and II errors, etc, via Monte Carlo, I think a focus on speed is worth while. > seems unsurprising that Julia can specialize a lot better than verbose C++ templating, no? (still, good job, very worth checking out) The C++ library Blaze did a lot better than Eigen, but still not as well. But yes, Julia'a meta-programming is much easier to work with. Julia expressions are Julia objects that you can manipulate like anything else, so I can write all the functions I want describing how to generate matmul kernels as a function of matrix size and CPU Info, and how to loop over them. That approach feels much more straightforward. I haven't looked at the code bases of Eigen or Blaze, nor am I that familiar with template meta-programming. But I'd guess they define matmul recursively for arbitrary fixed sizes, and then have some templates defined for specific sizes (the kernels) -- or ideally have some clever way of generating the kernels from there. Regardless, I agree that this is much easier in Julia. Aggressive specialization is also better aligned with Julia's compilation model in general, because methods get compiled just before they're used. Defining a million possible specializations doesn't have the cost of compiling a million specializations. > This is all the more reason to use Julia, but my graduate student days are long past.. I'm defending this week, and next Monday will be my first day in an industry job. They expressed openness to Julia, but my biggest fear is that they'll renege so that I'll only be able to work on or use Julia in my spare time at home.