I have the use of a virtual machine with a lot more processing power (32 GB ram and 16 cores) than my local machine, which has got me thinking of using it optimally. I found this website about running multiple models in
brms using the
future package but I had a question pertaining to a single model.
Imagine that I wanted 40,000 total post-warmup samples. Now I could run 4 chains with 10,000 samples each and set the
cores argument to 4. Would this be the same as running 8 chains with 5,000 samples each? My intuition says no as in the latter case each chain hasn’t explored the posterior distribution long enough thought I’m not very sure about this intuition… I would appreciate any insight in this regard. Thank you!