I have an embarrassingly simple question regarding the example for Effective Sample Size calculation.
In BDA, the the first paragraph of section 11.5 states n is the number of simulation draws and m is the number of sequences.
In the last paragraph of the section (on page 287) the following is stated (Bold for emphasis)
All these calculations should be performed using only he saved iteration, after discarding the warm-up period
For example suppose we simulate 4 chains, each of length 1000 and then discard the first half of each as warm-up
Then m=8 and n=250
Why is it that m is not 4 and n is not 500 (1000 - 500 warm-up)? In other words I’m struggling to understand where the values of 4 and 250 came from.
Thank you in advance