Saving intermediate results using MCMC in pyMC4

Check out mcbackend, it was designed to solve exactly this problem.
The README explains how you can use McBackend to stream MCMC draws to a ClickHouse database and pull them in real-time.

Note that the idea of restarting/continuing an MCMC run sounds much much easier then it is. To do it properly one needs to capture not only the internal state of samplers, but also all random numbers generators…

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