Turing.jl: A Fresh Approach to Probabilistic Programming in Julia
Does anyone knows the difference to other languages like STAN?<p>Both use Hamiltonian Monte Carlo. As far as I know STAN cannot model factors but can restrict a variable to integers. In this case, Turing.jl and STAN do the same and switch back to slower MCMC.<p>So why should I switch to turing.jl?<p>Their wiki shows that turing.jl is about 10 times slower than STAN:<p><pre><code>  Results
  Model 	Turing 	Stan 	Ratio
  Simple Gaussian Model 	1.2 	0.06 	20.24
  Bernoulli Model 	1.53 	0.05 	32.73
  School 8 	2.34 	0.1 	24.41
  Binormal (sampling from the prior) 	0.88 	0.11 	8.37
  Kid 	32.66 	4.72 	6.92
  LDA-vec 	23.94 	3.78 	6.34
  LDA 	72.78 	3.78 	19.28
  Mixture-of-Categorical 	22.28 	6.41 	3.48
  NOTE 1
  Numbers here are inference time in second - smaller number   indicates better performance.</code></pre>