I am trying to run the NUTS sampler several separate times, but want them to contribute to the same chains. However, every single time I run it, I have to run the initialization all over again; this takes up a lot of time. Is there anyway to run the initialization once and have it carry over to the …

Here’s the code I’ve been trying to implement: from pymc3.step_methods.hmc import quadpotential with rmodel: trace = pm.sample(draws=1000, tune=1000, chains=4, cores=4) cov = np.atleast_1d(pm.trace_cov(trace)) start = list(np.random.choice(trace, 4)) potential = quadpotential.QuadP…

Initialize Once for Multiple Runs?

Questions

junpenglao January 10, 2020, 7:41am 2

There are some pointer here: Initialzing NUTS with covariance matrix as mass matrix

Topic		Replies	Views
What's the correct way to pass the results of `init_nuts` to `sample`? v5 modeling	0	347	October 14, 2023
Initial parameters in NUTS that cannot be changed v5	7	196	July 20, 2024
Can I reuse the sampler to speed up my code? sampling	5	588	May 11, 2024
Initialzing NUTS with covariance matrix as mass matrix Questions	9	1538	October 24, 2019
Checkpoint / Resuming sampling with NUTS sampler v5 sampling	1	169	August 21, 2024

Initialize Once for Multiple Runs?

Related topics