How can I save/restore AdaptiveMetropolis step method state?

Showing 1-2 of 2 messages
How can I save/restore AdaptiveMetropolis step method state? Adam Ginsburg 6/10/13 7:48 AM
I've been running some fairly expensive models with a long burn-in time.  I'd like to save & restore the state of the AdaptiveMetropolis step methods (at least) to reduce the burn-in time.  Is there a recommended way to do this, or should I just pickle the step_method.current_state() dict and try to update step_method.C, step_method.proposal_sd, and maybe others from pickled data?  If there's example code hiding in the docs, I'd appreciate being pointed in the right direction.

Thanks,
Adam
Re: How can I save/restore AdaptiveMetropolis step method state? Adam Ginsburg 6/10/13 7:54 AM
Apologies for the noise - I didn't realize this board was deprecated.   Please see the cross-validated post instead: