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ml-recall

#effective-sample-size

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Question 1: Short answer

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Two MCMC samples θ1,θ2\theta_1, \theta_2 have the same mean and variance σ2\sigma^2 and correlation coefficient ρ=0.6\rho = 0.6. The variance of their average can be written as Var(θˉ)=σ2/neff\mathrm{Var}(\bar\theta) = \sigma^2 / n_{\text{eff}}. What is the effective sample size neffn_{\text{eff}}?

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