I’m trying to provide initial values for each chain of my MCMC using NUTS. I saw a similar question on the forum but it doesn’t help me.
Actually, I want to provide these initial values to continue MCMC later if I think there are not enough draws. The difference between my case and this one: https://forum.pyro.ai/t/initialize-each-chain-of-mcmc-separately/3491 is that I save previous results in a file (convert into InferenceData with arviz and save as netcdf file) and re open this file to take last values of my chains to sample again. Indeed, numpyro.infer.util.init_to_value() doesn’t work for multiple chains.
So my question is, how to supply initial values for each chain to my MCMC when these values are extracted from a file ?
Thanks for help!