I often notice that posterior sampling is initially slow, then speeds up significantly after a few hundred or so samples in the warmup of chains. Why does that happen? I have no problems but thought I would ask. Seems like a good way to learn more about the sampling process.

Sampling speeding up

markbaum March 31, 2024, 9:53pm 3

Ah ok, I see. So it’s really as simple as more steps per sample in the warmup.

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