Skip to main content


Table 3 Special cases of sticky MCMC algorithms

From: Adaptive independent 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.,  
   \(P_{a}(z)=\max \left [1-\frac {\pi (z)}{q_{t}(z)},0\right ]\)  
  1. 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