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Effective sample size: representing the cost of dependent sampling

Explains the relative inefficiency of dependent sampling by a Markovian die example, and how we can represent this cost using the concept of effective sample size.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364

For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: https://www.youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true

Видео Effective sample size: representing the cost of dependent sampling канала Ben Lambert
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16 мая 2018 г. 4:49:29
00:17:13
Яндекс.Метрика