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// constructs / effective_sample_size

Effective Sample Size (ESS)

id: effective_sample_size

An estimate of the number of independent samples an autocorrelated MCMC chain is equivalent to, computed from the chain's autocorrelation function. The primary diagnostic for determining whether a chain has sampled the posterior adequately; ESS < ~400 for quantities of interest typically indicates insufficient sampling.

// usage

Used in 1 pax

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