(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)
Here’s what we say on p.282 of BDA3:
In the simulation literature (including earlier editions of this book), the warm-up period is called burn-in, a term we now avoid because we feel it draws a misleading analogy to industrial processes in which products are stressed in order to reveal defects. We prefer the term ‘warm-up’ to describe the early phase of the simulations in which the sequences get closer to the mass of the distribution.
Stan does adaptation during the warm-up phase.
The post Burn-in for MCMC, why we prefer the term warm-up appeared first on Statistical Modeling, Causal Inference, and Social Science.
Please comment on the article here: Statistical Modeling, Causal Inference, and Social Science
