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EURASIP Journal on Advances in Signal Processing

Table 9 (Ex-Sect-9.6.1). MSE in the estimation of the hyper-parameters θ∗ with N G =2000

From: Adaptive independent sticky MCMC algorithms

Algorithm

MH (σ p =1)

MH (σ p =2)

MH (σ p =3)

IA2RMS-P4

AISM-P4-R3

MSE

6.21

5.08

6.83

3.12

3.46

Time

1

1

1

1.64

1.42

  1. Note that IA2RMS is a special case of AISM which employs the equivalent proposal p t (x)∝ min{q t (x),π(x)}, and the rule R3 (see Section 6.1). In IA2RMS, we have used the construction procedure P4 in order to build q t (x). The computing times are normalized w.r.t. the time spent by MH
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