header-section-number">16.4.4</span> Thinning Samples</h3>
<p>In the typical situation, the autocorrelation, <span class="math inline">\(\rho_t\)</span>, decreases as the lag, <span class="math inline">\(t\)</span>, increases. When this happens, thinning the samples will reduce the autocorrelation.</p>
<p>For instance, consider generating one thousand posterior draws in one of the following two ways.</p>
<ul>
<li><p>Generate 1000 draws after convergence and save all of them.</p></li>
<li><p>Generate 10,000 