I am wondering what the recommended workflow is for using multiple chains. What I usually do is run 3–5 chains in parallel, check the Gelman and Rubin convergence diagnostic (Rhat), and then work with the pooled output.
I understand if I have to code this myself (did not see it in the examples), or I can somehow coerce the output to a format Mamba would understand, just curious if I am missing something obvious.
I am wondering what the recommended workflow is for using multiple chains. What I usually do is run 3–5 chains in parallel, check the Gelman and Rubin convergence diagnostic (Rhat), and then work with the pooled output.
I understand if I have to code this myself (did not see it in the examples), or I can somehow coerce the output to a format Mamba would understand, just curious if I am missing something obvious.