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Table 10 (Ex-Sect-9.6.1). MSE in the estimation of the hyper-parameters θ∗ employing a Riemann quadrature, i.e., using a grid approximation [ 0,100]3 with step ε g

From: Adaptive independent sticky MCMC algorithms

MSE

10.52

8.72

4.09

2.67

1.01

ε g

2

1

0.5

0.2

0.1

Time

0.11

0.36

1.25

7.31

20.71

  1. The computing times are normalized w.r.t. the time spent by MH in Table 9