标题： 有效样本量的准可靠估计 显示英文标题

标题： Quasi-Reliable Estimates of Effective Sample Size

摘要： 马尔可夫链蒙特卡罗算法的效率可以通过生成一个独立样本的成本来衡量，或者等效地，通过总成本除以有效样本大小来衡量，而有效样本大小则根据积分自相关时间来定义。 为了确保此类估计的可靠性，建议对状态空间进行充分采样——在某种程度上这是从可用样本中可以确定的。 一种可能的方法被推导并评估出来。 显示英文摘要

摘要： The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated autocorrelation time. To ensure the reliability of such an estimate, it is suggested that there be an adequate sampling of state space--- to the extent that this can be determined from the available samples. A possible method for doing this is derived and evaluated.