Can I run k copies of PT easily?

[astrozot]

Section 5.3 of Syed et al., 2021 mentions that it is more efficient, under certain conditions, to run k multiple copies of the PT algorithm rather than increasing N to use more chains.

I might have missed it, but I do not see in Pigeons a direct way to use multiple copies of the PT algorithm. I suppose, one could relatively easily run k copies using Threads.@threads or Distributed.pmap. However, if not implemented yet, it might be sensible to have this implemented inside Pigeons, so to use a consistent interface for the parallelism in all its forms.

[nikola-sur]

Hello,
Thank you for your message! At the moment, this functionality is not implemented in Pigeons. However, it has been on our to-do list and I think this is a good issue to keep open. What you suggested should work as a temporary workaround.

[astrozot]

Hi, I just found that using Thread.@threads one would have troubles using checkpoints:

#218