Say I have some samples from a distribution $p$, and I want to get more samples using MCMC/Gibbs sampling.

Since the existing samples are known from the equilibrium distribution $p$, if I use them as starting points of Markov chain sampling, it seems the burn-in period will be no longer needed, is that right?


  • 3
    $\begingroup$ That is right, there is no need of burn-in then. All you then need to figure out is how many samples you need. $\endgroup$ – Greenparker Apr 3 '18 at 10:42

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