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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