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 | |||||||
