 samples generated by a process with
autocorrelations <span class="math inline">\(\rho_t\)</span> is defined by
<span class="math display">\[
N_{\mathrm{eff}}
\ = \
\frac{N}{\sum_{t = -\infty}^{\infty} \rho_t}
\ = \
\frac{N}{1 + 2 \sum_{t = 1}^{\infty} \rho_t}.
\]</span></p>
<p>Effective sample size <span class="math inline">\(N_{\mathrm{eff}}\)</span> can be larger than <span class="math inline">\(N\)</span> in
case of antithetic Markov chains, which have negative autocorrelations
on odd lags. The no-U-tur