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> If someone can find some applicable "number of runs" theory that could
> apply, it would be worth looking into.

I'd expect it should be possible to somehow include the sample weights
in the test. I've tried few naive approaches, but failed miserably.

What I'd like to try sometimes is a hybrid approach, one part looking
for a long term optimal number of samples and the other part
temporarily decreasing the number when an exceptional situation arises
(e.g. rapid changes in the temperature).

-- 
Miroslav Lichvar

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