section describes a autocorrelations and split-<span class="math inline">\(\hat{R}\)</span> based effective sample size estimator, based on multiple chains. As before, each chain <span class="math inline">\(\theta_m\)</span> will be assumed to be of length <span class="math inline">\(N\)</span>.</p>
<p>Stan carries out the autocorrelation computations for all lags simultaneously using Eigen’s fast Fourier transform (FFT) package with appropriate padding; see <span class="citation">Geyer (<a href="#ref-Gey