I tried sampling a model that is already been sampled. However, when I plot the traceplot it shows the traces resulting from both samplings. with model: trace = pm.sample(1000) trace = pm.sample(1000, trace = trace) Is the resulting trace of above sampling equivalent to this, with model:…

Yes - the first method can be useful if you need to, for example, turn off a machine for whatever reason. I actually use the slicing in imcmc to recover the (correlated) path that the Metropolis sampler uses when sampling (specific code is around here , where vals is a list of traces).

MCMC with pauses

Questions

Nadheesh April 16, 2018, 1:07pm 2

It seems we can index the trace from 2nd method (trace[:1000]) instead of using the first method.

Using such traces we can obtain the statistics of the intermediate states of the model.

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MCMC with pauses

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