Hi Marco,
On 08/29/2012 09:38 AM, Marco Ratto wrote:
Dear All,
I am doing some work with metropolis and I noted that the seeds for parallel chains are initialized at the same status,
what do you mean by "same status" ?
so that the chains only differ by the first point,
if the first point is different, is it not that the entire sequence is different (and not an obvious deterministic function of the other sequences?)
but the random sequences are the same: this implies that sequences for each parameter from different chains are correlated (just compare the values from different blocks stored in files _mhxx_blck1.mat _mhxx_blck2.mat).
I would expect initial (positive or negative, depending on initial values of the parameters) correlation while the chains converge from initial conditions towards the ergodic distribution.
Best
Michel
I am wandering if this is on purpose or this behavior is not desirable.
best Marco