Hello everyone. I am pretty new at bayesian inference, stan, and I do not know every feature of the stan. When I worked with large models, run time can be excessively long for higher iterations. So, I want to start with a small iteration and resume to sample if chains do not mix. Is it possible in stan and if it is, how? Currently, I am working with R. I will be appreciated if you could help me.
Based on a thread from several years ago, you can continue sampling in cmdstan. I don’t know whether it is possible with rstan.