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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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