Skip to main content

Table 3 Examples of Φn,t (function used in the denominator for the estimation) and Ωn,t (function used in the denominator for the adaptation) that can be found in the literature

From: A survey of Monte Carlo methods for parameter estimation

Weight den.

PMC [95]

AMIS (N=1) [98]

APIS [99]

Φn,t(θ)

qn,t(θ)

\(\frac {1}{t}\sum _{\tau =1}^{t} q_{\tau }(\boldsymbol {\theta })\)

\(\frac {1}{N}\sum _{n=1}^{N} q_{n,t}(\boldsymbol {\theta })\)

Ωn,t(θ)

qn,t(θ)

\(\frac {1}{t}\sum _{\tau =1}^{t} q_{\tau }(\boldsymbol {\theta })\)

qn,t(θ)