Table 10 Results of the GMS algorithm for the example in Section 6.4
From: A survey of Monte Carlo methods for parameter estimation
MSE | 1.30 | 1.24 | 1.22 | 1.21 | 1.22 | 1.19 | 1.31 | 1.44 |
|---|---|---|---|---|---|---|---|---|
N | 10 | 20 | 50 | 100 | 200 | 500 | 1000 | 2000 |
T | 1000 | 500 | 200 | 100 | 50 | 20 | 10 | 5 |
E | MT=104 | |||||||
MSE range | Min MSE= 1.19———Max MSE= 1.44 | |||||||