Ergodicity
An irreducible, aperiodic, positive-recurrent chain converges to its unique stationary distribution from any starting point, and time averages along one chain equal ensemble averages — the guarantee that makes MCMC estimates valid.
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An irreducible, aperiodic, positive-recurrent chain converges to its unique stationary distribution from any starting point, and time averages along one chain equal ensemble averages — the guarantee that makes MCMC estimates valid.
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