## A Parallel Gamma Sampling Implementation

I don’t have a favorite distribution, but if I had to pick one, I’d say the gamma. Why not the Gaussian? Because everyone loves the Gaussian! But when you want a prior distribution for the mean of your Poisson, or the variance of your Normal, who’s there to pick up the mess when the Gaussian lets you down? The gamma. When you’re trying to actually sample that Dirichlet that makes such a nice prior distribution for categorical distributions over your favorite distribution (how about that tongue twister), who’s there to help you? You guessed it, the gamma. But if you want a distribution that you can sample millions of times during each iteration of your MCMC algorithm, well, now the … Read More