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EURASIP Journal on Advances in Signal Processing

Table 6 (Ex-Sect-9.2). Mean absolute error (MAE) in the estimation of the var[X]=49.55, for different techniques and different scale parameters σ p (T=104)

From: Adaptive independent sticky MCMC algorithms

Algorithm

σ p =2

σ p =3

σ p =8

σ p =10

Standard MH

13.51

0.94

0.27

0.35

Adaptive MH

3.28

0.29

0.24

0.28

Robust AISM

1.79

0.16

0.13

0.14

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