3 ms·
It seems likely to. In MCMC this is known as the mixing/convergence speed. If one valid transition kernel decreases the mutual information between samples faste
by conjectures 6y ago
It seems likely to. In MCMC this is known as the mixing/convergence speed. If one valid transition kernel decreases the mutual information between samples faster than another it mixes faster. Meaning the sampled chain has better statistical properties (effective number of independent samples).