Mixing in MCMC
How fast the chain traverses the target's support and decorrelates from its past. Random-walk exploration covers distance only as sqrt(steps), so mixing degrades badly with dimension, strong correlations between parameters, and multimodality.
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How fast the chain traverses the target's support and decorrelates from its past. Random-walk exploration covers distance only as sqrt(steps), so mixing degrades badly with dimension, strong correlations between parameters, and multimodality.
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