How Efficient is Stan Compared to JAGS?
Conjugacy, pooling, centering, and posterior correlations
For a good while JAGS was your best bet if you wanted to do MCMC on a distribution of your own choosing. Then Stan came along, potentially replacing JAGS as the black-box sampler of choice for many Bayesians. But how do they compare in terms of performance? The obvious answer is: It depends. In fact, the question is nearly impossible to answer properly, as any comparison will be conditional on the data, model specifications, test criteria, and more. [Read More]