Fig. 1From: A survey of Monte Carlo methods for parameter estimationAveraged 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 targetBack to article page