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minaskar / zeus

⚡️ zeus: Lightning Fast MCMC ⚡️
https://zeus-mcmc.readthedocs.io/
GNU General Public License v3.0
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Resuming a chain more efficiently #12

Closed joezuntz closed 3 years ago

joezuntz commented 3 years ago

Currently I think that if you resume a chain (by passing the result of get_last_sample to a new call to run_mcmc) then time is wasted recomputing the posteriors of the starting points, which were already computed last time.

Emcee lets you optionally pass in the posteriors of the starting point, if they are known. Would this be possible for zeus?

minaskar commented 3 years ago

Hi @joezuntz,

You're absolutely right, I'll add this feature the next few days!

Thanks for spotting this!

minaskar commented 3 years ago

I've included this feature in the new version of zeus (2.2.2). Let me know if this is what you meant.

joezuntz commented 3 years ago

That's perfect, thanks so much!