Effective sample size approximations as entropy measures
arXiv:2602.22954v1 Announce Type: cross Abstract: In this work, we analyze alternative effective sample size (ESS) metrics for importance sampling algorithms, and discuss a possible extended range of applications. We show the relationship between the ESS expressions used in the literature and two entropy families, the R’enyi and Tsallis entropy. The R’enyi entropy is connected to the Huggins-Roy’s ESS family introduced in cite{Huggins15}. We prove that that all the ESS functions included in the Huggins-Roy’s family fulfill all the […]