section level3" number="17.3.4">
<h3><span class="header-section-number">17.3.4</span> Low effective sample sizes</h3>
<p>Roughly speaking, the effective sample size (ESS) of a quantity of
interest captures how many independent draws contain the same amount
of information as the dependent sample obtained by the MCMC algorithm.
Clearly, the higher the ESS the better. Stan uses <span class="math inline">\(\hat{R}\)</span> adjustment
to use the between-chain information in computing the ESS. For
example, in ca