w it exists and is finite
(which is nigh impossible) you can’t compute an actual value
analytically.</p>
<p>So what we do in practice is hope that the finite number of draws is
large enough for the expectations to be reasonably accurate. Removing
warmup iterations improves the accuracy of the expectations but there
is no guarantee that removing any finite number of samples will be
enough.</p>
</div>
<div id="why-inconsistent-r-hat" class="section level4">
<h4 number="16.3.3.4"><span class="header-section-