Yes this is a perfectly sensible way to extend an MCMC run.
Best wishes
Andrew
--
Dr. Andrew Millard
e: [log in to unmask] | t: +44 191 334 1147
w: https://www.dur.ac.uk/archaeology/staff/?id=160
https://www.dur.ac.uk/imems/
Director of the Institute of Medieval &
Early Modern Studies, and
Senior Lecturer in Archaeology,
Durham University, UK
> -----Original Message-----
> From: (The BUGS software mailing list) [mailto:[log in to unmask]] On
> Behalf Of Ashley
> Sent: 04 February 2017 10:42
> To: [log in to unmask]
> Subject: [BUGS] Setting up initial values with the last value in coda
> file
>
> Hello. All in List,
>
>
>
> My Openbugs code ran successfully with 20,000 updates, but results of
> convergence test showed that more updates are required. I'm thinking to
> extend the updates up to 50,000 (i.e., additional 30,000 updates). At
> this moment, because I already did 20,000 updates and don't want to
> waste time, I wondered what if I use the last values in coda files
> (which are saved in 'State' file) as initial values. If do so, can the
> first update from the second run be treated as 20,001th update? Thinking
> of how MCMC works, because the current estimates are obtained from the
> previous estimates and the first estimates are obtained from the initial
> values, I thought it might be ok. But, because I haven't seen anything
> like that, I'd like to listen to your thoughts. Please let me know what
> I am missed.
>
>
>
> Take care,
>
> Ashley
>
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