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NICTA / stateline

Distributed Markov Chain Monte Carlo
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Estimate autocorrelation of chain #75

Open AlistaiReid opened 8 years ago

AlistaiReid commented 8 years ago

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

AlistaiReid commented 8 years ago

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