cosmomc: (optimal) number of chains in parallel ?
2 posts • Page 1 of 1
Does the cosmomc run time reduce if I run a large number of (let us say 64 or 128) chains in parallel? Is there any optimal number for how many parallel chains should be used? What are the factors to take into account to decide on this number.
I would usually use 4-8 chains, using any more than that is almost certainly wasting CPU time (having more chains doesn't make individual chains converge significantly faster).