I read here that within-chain parallelization is not supported in Stan due to the mentioned reasons. However, when I run my inferences in Stan I often notice that multiple different chains are getting processed concurrently. Does this mean Stan supports parallelization between chains? If yes, is this done automatically, or does the user need to add additional arguments during building the model or compiling the model?
I’m asking because I’d like to parallelize my code among the chains if possible. I’m running on a cluster, which is based on Slurm. I’m essentially wondering if I can be as relaxed as simply issuing the Slurm flag
--cpus-per-tasks=10 and have Stan take care of the parallelizng the chains, or I need to do something more involved.