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Online Batch-Means ESS estimator #274

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miguelbiron opened this issue Aug 29, 2024 · 2 comments
Open

Online Batch-Means ESS estimator #274

miguelbiron opened this issue Aug 29, 2024 · 2 comments
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enhancement New feature or request

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@miguelbiron
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Idea

  • Use the round-based approach: at the start of each round, we know the number of scans that will occur. Therefore, we can select an adequate batch size beforehand.
  • We can then use this online estimator
  • To keep the estimator synced with the round-based scheme, at each empty! call we can double an internal value for the number of scans.

Difficulties

  • Since the Shared object is not seen by recorder constructors, there is no way of knowing if we are starting from round 1 or round > 1. So we can only keep the estimator in sync if it started in sync.
@miguelbiron miguelbiron added the enhancement New feature or request label Aug 29, 2024
@miguelbiron
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yay, bots in Github issues. The enshittification of the internet marches on.

@Julia-Tempering Julia-Tempering deleted a comment Aug 29, 2024
@miguelbiron
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RE the issue with not knowing the initial number of scans: we can learn after the first mistake. So perhaps the first round the estimate is NaN, but the following round should work.

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