I want to have a fair comparison between different mcmc methods, particularly, I want to compare the sampling performance of my method with NUTS. However, I think the sampling function in pymc3 has lots of settings/tuning which improve the performance of the sampling algorithms beyond the original m…

Just using NUTS

kiarashSh May 4, 2018, 8:46pm 7

hmmmm,
So, if I set the tune to something non-zero, I will get an adaptive algorithm, am I right ?
Then it is fine, I can compare my method with your adaptive NUTS.

Thanks again for your quick response

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Just using NUTS

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