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Fig. 10 | EURASIP Journal on Advances in Signal Processing

Fig. 10

From: Adaptive independent sticky MCMC algorithms

Fig. 10

(Ex-Sect-9.5). a MSE (log-scale) as function of σ for MH-within-SG (T=1 and N G =1000). b MSE (log-scale) as function of T for different MCMC-within-Gibbs schemes (we keep fixed N G =1000). Note the MH is using the optimal scale value σ=3 for the (Gaussian) parametric proposal density

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