n sampling (NUTS) algorithm used in Stan can
produce <span class="math inline">\(N_{\mathrm{eff}}&gt;N\)</span> for parameters which have close to
Gaussian posterior and little dependency on other parameters.</p>
</div>
<div id="estimation-of-effective-sample-size" class="section level3">
<h3><span class="header-section-number">16.4.2</span> Estimation of effective sample size</h3>
<p>In practice, the probability function in question cannot be tractably
integrated and thus the autocorrelation cannot be calc