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Table 11 Results of the AMIS method for the example in Section 6.4

From: A survey of Monte Carlo methods for parameter estimation

MSE 1.58 1.57 1.53 1.48 1.42 1.29 1.48 1.71
N 10 20 50 100 200 500 1000 2000
T 1000 500 200 100 50 20 10 5
E NT=104
MSE range Min MSE= 1.29———Max MSE= 1.71