To determine the mll variance at a given set of parameters, we must perform iterations of the
PMMH algorithm with the proposal distribution being the identity
This allows us to determine the optimal number of particles used in the PMMH,
at a set of "good" parameters, typically it is said the mll variance should be one
To determine the mll variance at a given set of parameters, we must perform iterations of the PMMH algorithm with the proposal distribution being the identity This allows us to determine the optimal number of particles used in the PMMH, at a set of "good" parameters, typically it is said the mll variance should be one