Adaptive independent sticky MCMC algorithms

EURASIP Journal on Advances in Signal Processing

Table 3 Special cases of sticky MCMC algorithms

Features	Griddy Gibbs	ARMS	IA²RMS
Main reference	[15]	[12]	[13]
Proposal pdf p_t(x)	\(p_{t}(x)=\widetilde {q}_{t}(x)\)	p_t(x)∝ min{q_t(x),π(x)}	p_t(x)∝ min{q_t(x),π(x)}
Proposal Constr.	Eq. (3)	[12],[16]	Eqs. (3)-(4), [13]
Update rule or P_a(z)	Never update, i.e.,	If q_t(z)≥π(x) then Rule 3,	Rule 3
	Rule 2	If q_t(z)<π(x) then
	with ε=∞, i.e.,	no update, i.e.,
	P_a(z)=0 for all z.	Rule 2 with ε=∞, i.e.,
		\(P_{a}(z)=\max \left [1-\frac {\pi (z)}{q_{t}(z)},0\right ]\)

The ARS method in [19] is a special case of ARMS and IA²RMS, so that ARS can be considered also belonging to the new class of techniques