The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
All samplers run for 1024 iterations.
X <- bench::mark(
"Metropolis-Hastings" = {samplr::sampler_mh(1, "norm", c(0,1), sigma_prop=1)},
"MC3" = {samplr::sampler_mc3(1, "norm", c(0,1), sigma_prop=1)},
"Hamiltonian Monte-Carlo" = {samplr::sampler_hmc(1, "norm", c(0,1))},
"REC" = {samplr::sampler_rec(1, "norm", c(0,1))},
"MCHMC" = {samplr::sampler_mchmc(1, "norm", c(0,1), )},
"MCREC" = {samplr::sampler_mcrec(1, "norm", c(0,1))},
check = FALSE, iterations = 50
)
#> Warning: Some expressions had a GC in every iteration; so filtering is
#> disabled.
knitr::kable(as.data.frame(X[,c("expression", "min", "median")]))| expression | min | median |
|---|---|---|
| Metropolis-Hastings | 944.3µs | 1.32ms |
| MC3 | 13.53ms | 15.96ms |
| Hamiltonian Monte-Carlo | 9.98ms | 12.19ms |
| REC | 10.42ms | 12.98ms |
| MCHMC | 79.84ms | 86.51ms |
| MCREC | 76.67ms | 87.77ms |
| tests | timeit |
|---|---|
| Metropolis-Hastings | 6.22ms |
| MC3 | 55.13ms |
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.