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Table 6 Average coverage probabilities (in %) of the 95% HPD confidence set for (xn,1,xn,2) based on the TS procedure

From: A weighted likelihood criteria for learning importance densities in particle filtering

Time step

Coverage (%)

Time step

Coverage (%)

n

by 95% HPD sets

n

by 95% HPD sets

1

97.6

6

92.6

2

94.6

7

93.4

3

95.6

8

94.4

4

95.2

9

95.6

5

94.4

10

93.8

  1. Coverage probabilities are shown for each n in Example 1 corresponding to (Q,R)=(0.2,0.1)