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EURASIP Journal on Advances in Signal Processing

Table 7 Estimation of the normalizing constant \(\frac {1}{c_{\pi }}=0.5642\) for the Lévy distribution (T=5000)

From: Adaptive independent sticky MCMC algorithms

Technique

MSE

Target evaluation

AISM-P4-R3

0.0015

E=T=5000

MTM-ind

0.0028

E=MT=5·106

 

0.0024

 

MTM-rw

0.0054

E=2MT=107

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