sing Eigen’s fast Fourier transform (FFT) package with
appropriate padding; see <span class="citation">Geyer (<a href="#ref-Geyer:2011">2011</a>)</span> for more detail on using FFT for
autocorrelation calculations. The autocorrelation estimates
<span class="math inline">\(\hat{\rho}_{t,m}\)</span> at lag <span class="math inline">\(t\)</span> from multiple chains <span class="math inline">\(m \in (1,\ldots,M)\)</span> are combined with within-sample variance estimate <span class="math inline">\(W\)</span