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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