Step 1: sample Step 2: Run model ...lots of time passes... Step 3: sample from your sample Step 4: GOTO 2 I'm sortof joking, but also not. Specifically Bayesia

Step 1: sample Step 2: Run model ...lots of time passes... Step 3: sample from your sample Step 4: GOTO 2 I'm sortof joking, but also not. Specifically Bayesian inference takes forever, and there's no really good way to speed it up (GPU's don't work as well, because the sampling is sequential).