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Published 20 hours ago • verified publisher icon NICTA

Estimate autocorrelation of chain

Open AlistaiReid opened this issue 9 years ago • 1 comments

Decimation and swap interval are the same parameter, and could be estimated heuristically?

AlistaiReid avatar Jan 14 '16 06:01 AlistaiReid

I've been giving this some thought - you could approximately compute this directly from the accept rate, proposal covariance and sample covariance?

AlistaiReid avatar Feb 16 '16 07:02 AlistaiReid