Burnin
From Christoph's Personal Wiki
Burnin (or Burn-in or Burning-in).
- Typically the chain will take some time before trees are sampled according to their probability
- Initially probability of trees increases with time
- Programmes need to be allowed to run until the probabilities are fluctuating randomly about a constant mean
- Data generated before the chain reaches a steadystate are discarded
- There are some disadvantages of picking trees near our current tree
- Our very first tree might not have a good P(D|T), and the first part of the chain might be in a valley. This will distort the calculation of posterior probabilities
- In practice: "burning-in" of the chain: start somewhere random, but run the process for a while, and discard the first part of the chain as atypical.
This article is curently a "stub". This means it is an incomplete article needing further elaboration.
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