ional to <span class="math inline">\(1 / \sqrt{N_{\mathrm{eff}}}\)</span> rather than <span class="math inline">\(1/\sqrt{N}\)</span>.</p>
<p>The effective sample size of a sequence is defined in terms of the autocorrelations within the sequence at different lags. The autocorrelation <span class="math inline">\(\rho_t\)</span> at lag <span class="math inline">\(t \geq 0\)</span> for a chain with joint probability function <span class="math inline">\(p(\theta)\)</span> with mean <span class="math inline">\(\