One of the features of ezStan is an attempt to provide improved indicators of sampling progress, including an estimate of remaining time until completion. This is achieved simply by keeping track of when sampling started and watching the csv files of samples to compute the samples/wall-time and thereby time remaining.
However, I find that the warmup period often takes much longer to achieve each sample than the post-warmup period, throwing off my estimates. Is there anything in the sample files that might help me estimate the degree to which the post-warmup will be faster than warmup and thereby adjust the remaining-time estimate accordingly? For example, maybe something to do with stepsize__
, treedepth__
or n_leapfrog__
, all of which seem much more volatile during warmup than post-warmup? Any ideas?