Timeline for Definition of autocorrelation time (for effective sample size)
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Jan 16, 2020 at 20:23 | comment | added | Bremsstrahlung | In this estimate, we assume we know the true variance of the distribution. How would one write the variance of the sample mean in terms of the sample variance? Similar to the t-Student argument for IID processes but with n_eff? | |
| Oct 21, 2013 at 17:39 | comment | added | andrewtinka | For anyone who wants to know more about the use of negative correlation in Monte Carlo simulation, try googling "antithetic variates". More info in course notes here or here. | |
| Oct 21, 2013 at 17:34 | history | bounty ended | andrewtinka | ||
| Oct 21, 2013 at 17:34 | vote | accept | andrewtinka | ||
| Oct 18, 2013 at 12:23 | history | answered | NRH | CC BY-SA 3.0 |