Issue
Currently one can run sample with the MCMCWrapper object with n_chain parallel chains, by
- providing a
n_chain-length vector of ICs (one per chain)
- providing the
n_chain and MCMCThreads etc. to sample(..)
But the stepsize calculation optimize_stepsize doesnt yet support the additional args.
Possible solution
It may be that one can quickly provide extension to optimize_stepsize to accept additional sample_args that can be internally passed into sample and this will resolve all issues. One could also allow for the default initial chain values to be extended to parallel chains by creating a vector of ICs equal to the prior mean.
Issue
Currently one can run
samplewith theMCMCWrapperobject withn_chainparallel chains, byn_chain-length vector of ICs (one per chain)n_chainandMCMCThreadsetc. tosample(..)But the stepsize calculation
optimize_stepsizedoesnt yet support the additional args.Possible solution
It may be that one can quickly provide extension to
optimize_stepsizeto accept additionalsample_argsthat can be internally passed intosampleand this will resolve all issues. One could also allow for the default initial chain values to be extended to parallel chains by creating a vector of ICs equal to the prior mean.