Issue about saving warm-up samples in Matlab Stan

[Hamed Nikbakht]

Dear All,

I would gratefully appreciate it if you could help me out about the following problem:

How can i save the warm-up samples in Matlab? It uses warm-up samples but always shows zero at the result:

5 chains: each with iter=(1000,1000,1000,1000,1000); warmup=(0,0,0,0,0); thin=(1,1,1,1,1); 5000 iterations saved.
Warmup took (0.0070, 0.0070, 0.0070, 0.0070, 0.012) seconds, 0.040 seconds total
Sampling took (0.035, 0.036, 0.036, 0.039, 0.043) seconds, 0.19 seconds total

Since i want to show the sample path from the start till reaching the target distribution, i need the warm-up samples.

Your help is greatly appreciated.

Thank you,
Hamed

[Hamed Nikbakht]

How can we show the sample path till reaching the target/posterior distribution? We need the warm-up samples as well. right?

Please correct me if I'm wrong.

Thank you very much.

Regards,
Hamed

[Bob Carpenter]

Yes, you need the warmup draws (they're not a sample in the sense of being drawn from the posterior, just steps along the adaptation path). Stan rarely has problems that are diagnosed by seeing what happens during warmup.

I have no idea how to get warmup draws in MatlabStan or if they're being saved and just not displayed.

[Brian Lau]

Warmup samples are not saved by default. You can save the warmup samples using the 'inc_warmup' parameter. This is documented here:

https://github.com/brian-lau/MatlabStan/wiki/Extracting-samples

-b