Runtime comparison for 5,000 Gibbs iterations

R Console — exact_gibbs_sampler.R

Exact Gibbs sampler

Full Gaussian update with repeated large matrix operations.

baseline
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#1
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R Console — blockwise_sketched_gibbs.R

Proposed sketched Gibbs sampler

Exact active block update + sketched inactive covariance approximation.

proposed
Iteration
0 / 5000
Elapsed time
00:00
Iterations per second
0.0
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#1
progress 0%