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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