avoid/shortcut warmup possible if parameter scales are known?

[Sebastian Weber]

Hi!

I was wondering if I can shortcut warmup if I know the scales of my variables ahead of time?

That is, I generate in my application a proposal density which will be close to the posterior and hence I do know the scales of my parameters in the posterior (final inferences are then done using importance resampling where I throw in the "true" prior).

Many thanks for any hints! Warmup is taking a lot of time in my case and scaling variables to unit scale should be possible in my application.

Best,

Sebastian