Computational complexity of sampling method in Stan

[jonah]

In case it’s helpful, here’s a recent post that’s on a similar topic:

Running time of NUTS using Big O notation?

Hi, I am writing up an analysis involving MCMC estimation of a model using Hamiltonian Monte Carlo with the No U-Turn Sampler. I am wondering, is there a description of the theoretical running time of the algorithm using Big O notation somewhere? I’m referring to the running time to conduct a hypothetical draw of a single parameter from its posterior distribution. I can give some insight to the reader regarding the number of parameters my model has, the number of warmup iterations, etc., but I a…