On 8/29/12 5:50 PM, Andrew Gelman wrote:
> It's 4 samples of size 1000 and, if combined, 1 sample of size 4000.
Now all I need to know is what to call one of the
1000 thingamajigs that is in a sample of size 1000.
If our one sample of size 1000 is
theta[1], ..., theta[1000]
where each theta[n] is a vector of parameter values,
what do I call the seventh thingamajig, theta[7]?
I was calling theta[7] a sample.
We decided to call the work done in creating a thingamajig
an "iteration." So we might say "the sampler ran for 1000
iterations with the output from 250 of these iterations
used to form a single sample of size 250".
But I can't call theta[7] an iteration, can I? That seems
like a type mistake. I think of an iteration as something an
algorithm does, not something it outputs.
- Bob