rium distribution is to compare its behavior
to other randomly initialized chains.
For robust diagnostics, we recommend running 4 chains.</p>
<p>There are two different ways of running multiple chains, with the <code>num_chains</code> argument using a single executable
and by using the Unix and DOS shell to run multiple executables. The former is currently supported and
recommended when using the NUTS sampling algorithm with either the diagonal (<code>diag_e</code>) on dense (<code>dense_e</code>) metric.</