Question about chains

General
1

I submitted a paper for review in which I used Stan to estimate a certain model. The model was fit with 4 chains.

One of the reviewer’s comments was very confusing to me because the reviewer asks us to clarify “how were the chains merged to obtain the final result”. I am unsure how I would respond, because all I know is that this happens automatically through Stan, but I have no knowledge of the underlying process. I would appreciate any help!

2

This is a weird question to ask and suggests to me a reviewer who is not at all familiar with MCMC methods for model fitting. At face value, the answer is “we concatenated them”.

Edit: importantly (and this should be obvious, but maybe not to this reviewer), convergence diagnostics are computed prior to concatenating the chains.

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