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Table 5 More sophisticated adaptation procedures

From: A survey of Monte Carlo methods for parameter estimation

P3 Adaptation by using MCMC transitions to obtain \(\{\boldsymbol {\mu }_{n,t}\}_{n=1}^{N}\) given \(\{\boldsymbol {\mu }_{n,t-1}\}_{n=1}^{N}\), as in [273, 283286].
P4 Adaptation by using stochastic gradient search of π for moving \(\{\boldsymbol {\mu }_{n,t-1}\}_{n=1}^{N}\) to \(\{\boldsymbol {\mu }_{n,t}\}_{n=1}^{N}\) [278, 281].