EURASIP Journal on Advances in Signal Processing

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

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