Add possibility of burn in phase

[meiertgrootes]

Victora mentioned the inclusion of a burn in phase.

Questions:

• [ ] What form should this have?
• [ ] should the burned in state be saved as a special save state?

[vanlankveldthijs]

Looking into the concept of burn-in, I came across this short article: http://users.stat.umn.edu/~geyer/mcmc/burn.html

This consideration on using burn-in for Markov chain Monte Carlo runs raises several questions:

• How relevant is burn-in really for our simulation?
• What are the benefits we're hoping to get from burn-in? Is it just to act as if the run before some predefined step never happened?
• If we like the process, is "burn-in" really the term we want to use? Note that using the term burn-in may raise concerns for informed skeptics.

[meiertgrootes]

no need to specially address this. Covered by eixisting functionlity in pr #100