Hello dear forum,
I am trying to run my Stan model with multithreading, but I saw that it’s a bit complicated with pystan2.18+. From this and other forums, seems like official multithreading is introduced with pystan3 (still Beta version), so I’ve decided to try it. Since my model is really really big, my goal is to parallelize each chain and to submit each chain to multiple cpus. However I couldn’t find anywhere how to implement it in pystan3.
Can someone here point me to the right direction?