As MCMC can be a pain to tune for efficient mixing, and as the current usage of MH in my Bursting Gene example is incredibly slow to obtain high ESS, a fair comparison between the MatLab SSIT implementation and a Stan implementation that uses NUTS to perform HMC would at least use FIM for proposals as per Munsky Group protocol. Stan's machinery is already such that the user need not necessarily spend ages autotuning or create their own operators to improve mixing @alexpopinga
As MCMC can be a pain to tune for efficient mixing, and as the current usage of MH in my Bursting Gene example is incredibly slow to obtain high ESS, a fair comparison between the MatLab SSIT implementation and a Stan implementation that uses NUTS to perform HMC would at least use FIM for proposals as per Munsky Group protocol. Stan's machinery is already such that the user need not necessarily spend ages autotuning or create their own operators to improve mixing @alexpopinga