tag:blogger.com,1999:blog-21621108.post1834656510234029194..comments2023-03-25T14:52:12.967+01:00Comments on Shravan Vasishth's Slog (Statistics blog): lmer vs Stan for a somewhat involved dataset.Shravan Vasishthhttp://www.blogger.com/profile/13453158922142934436noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-21621108.post-29161488201228754942014-11-22T13:07:56.978+01:002014-11-22T13:07:56.978+01:00With Stan 2.5, things have become much, much faste...With Stan 2.5, things have become much, much faster. For psycholinguistics at least, speed is no longer a reason to not use it.<br />Shravan Vasishthhttps://www.blogger.com/profile/13453158922142934436noreply@blogger.comtag:blogger.com,1999:blog-21621108.post-50835001958189659372014-08-29T20:05:17.032+02:002014-08-29T20:05:17.032+02:00My limited experience is consistent with your numb...My limited experience is consistent with your numbers, Shravan: the time it took STAN to converge was about 1000 times longer than what lmer needed for the analogous model. If this can't be improved substantially, STAN might be pretty much useless for many practical applications in our research field. Most of my colleagues are running lmer models that take hours our days to converge. Even a factor 10 slowdown is very difficult to swallow in these situations. <br /><br />BTW, when I tried to access the traceplot I got a 404.Titus von der Malsburghttps://www.blogger.com/profile/14370107382857806010noreply@blogger.comtag:blogger.com,1999:blog-21621108.post-86525945859251963252013-12-18T22:28:18.935+01:002013-12-18T22:28:18.935+01:00Hi Shravan,
The efficiency of your STAN code asid...Hi Shravan,<br /><br />The efficiency of your STAN code aside, I think we shouldn't be surprised that a STAN model took longer than lmer. Any of the generic bayes samplers (BUGS, JAGS, STAN, etc.) will get trounced by well-written model-specific code. While the generic packages try to optimize as best they can, they can't compare to well-written code. I think you'd find similar results if you compared any of the mcmcpack results to a stan model as well.Bradley Spahnhttps://www.blogger.com/profile/05745989174462907261noreply@blogger.com