HMC parameters settings about zhusuan HOT 5 CLOSED

n_chains stands for how many MCMC chains you are simulating in parallel. n_iters represents how long you simulate, say, n_chains = 100, n_iters = 2000 means you simulate 100 chains for 2000 iterations.

from zhusuan.

ok, i see
but
n_chains = 100
n_iters = 2000
vs
n_chains = 1000
n_iters = 200

normally, which one will be better?

from zhusuan.

They are independent of each other. In general, n_iters should be sufficiently large so that the chain will mix. It only depends on the problem. For n_chains, you can think of it as n_threads in parallel programming. More is better, which means you can get more samples in the same amount of running time, but for large models, typically you cannot afford a too large n_chains.

from zhusuan.

it seems like a kind of particle filter
many thx!

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You're welcome.

from zhusuan.