I already have the sas code of the mcmc methodology i want to use, and it is from 2002. I kind of remember HMC is newer than that, right? I think i will just do the translation from sas to julia. If i need more advanced stuff, i will take look at hmc.
MCMC is of course embarrassingly parelellisable, but usually one does not run more than 5 chains.
At home, Iāve been using an AMD Ryzen 3900X with 32GB of RAM. It has been working fantastically for Julia parallel processing. Iām very happy with it (was on sale last year for ~$400). It is about twice as fast as the Intel i5 8th Gen laptop I was issued by my work. Both the 3900X and the 5900X score well on PassMarkās price to value chart (PassMark CPU Value Chart - Performance / Price of available CPUs).
I think 24 threads is a sweet spot for developing parallel programs. If you are processing large problems on a daily basis, then something bigger might be required depending on the value of your time and how fast you need to turn around projects. While I would like a Threadripper 3990X, the cost is very high (~$4,000), so I would have to be getting a tremendous value from the speed up. Maybe if I was researching a cure or vaccine, then the speed would be justified.
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