Hi all,

I am currently trying to Implement Hidden Markov Models using PyStan. I understand that Stan has a model fitting parameter as n_iter and warmups.

However, I am not able to find the meaning behind the warmups and iterations. I have trained the model and now I am getting the results for 4000 iterations.

Does this mean that last iteration produces the best result or I am missing something?

# Iterations and warm ups in Stan

Hi,

See https://mc-stan.org/docs/2_19/reference-manual/hmc-algorithm-parameters.html

Warmup --> learn hmc parameters

Iter-warmup --> posterior draws

iter = 2000 per chain

Warmup = 1000 per chain

Draws = 1000 per chain

4 chains --> 4000 draws

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Thanks for your response.

Is there any way in Stan wherein I can check the parameters after the warmup. I mean if I want to skip the iteration step and just look at the parameters that were learned from warm up.

With current develop branch you have this option

Older pystan have textual output in `fit.get_adaption_info()`