To assess convergence to the true distribution, it is useful to run several chains from different start points. At the moment, this requires running the model multiple times in parallel.
There are two related parts of this issue:
1) conceptually support multiple chains in the API
2) use multiprocessing of the like to parallelize
To assess convergence to the true distribution, it is useful to run several chains from different start points. At the moment, this requires running the model multiple times in parallel.
There are two related parts of this issue: 1) conceptually support multiple chains in the API 2) use multiprocessing of the like to parallelize