Where are the sample chains stored?

[jpfeifer]

Confidence intervals for deep parameters after Bayesian estimation

Not sure I understand the question perfectly, but i will have a go at answering it. You can do it easily enough by loading the matrix x2 in the mh_block file from the metropolis folder that is created when you do MCMC, or you can pick random draws from that matrix. If you have say 1000 draws for x and 1000 draws of y, z=x./y (that is element by element), and then use the matlab percentile commands to get the intervals, or do a ksdensity or histogram if you are interested in that. Reuben