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Fig. 1 | EURASIP Journal on Advances in Signal Processing

Fig. 1

From: A survey of Monte Carlo methods for parameter estimation

Fig. 1

Averaged values of the acceptance probability, αt, as function of the iteration index t and different values of M{2,3,6}, for the univariate Gaussian target in Section 6.1, using the AGM-MH algorithm. For t>Ttrain, αt grows as a result of the adaptation of the proposal, which becomes closer to the target

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