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Table 12 Results of N parallel MH chains with a random-walk proposal PDF for the example in Section 6.4

From: A survey of Monte Carlo methods for parameter estimation

MSE

1.42

1.31

1.44

2.32

2.73

3.21

3.18

3.15

N

1

5

10

50

100

500

1000

2000

T

104

2000

1000

200

100

20

10

5

E

NT=104

MSE range

Min MSE= 1.31———Max MSE=3.21