I am trying to compute the complexity of my model using rStan. I have two nested integrals to compute which are \int_{m} P(m|x) (\int_{x} P(y|m,x) P(x)) dm. There are 2 for loops in my Stan model that are related to model complexity. In addition to that, Stan computes the parameters where they have…

[image] srtaheri: 1 parameter to learn or 20 parameters to learn, the complexity would be the same It means that doing leapfrog steps as part of HMC require some O(P) math. I’m assuming the gradient evaluations (defined by your model) are at least O(P), which would make them more important. O…

Computational complexity of sampling method in Stan

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jonah August 26, 2020, 1:41am 12

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Computational complexity of sampling method in Stan

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