Table 6 Mean squared error (MSE) for the univariate Gaussian target in Section 6.1
From: A survey of Monte Carlo methods for parameter estimation
Algorithm | M=2 | M=3 | M=6 |
|---|---|---|---|
AM | 2×10−2 | 2×10−2 | 6×10−3 |
AGM-MH | 1.6×10−4 | 1.1×10−4 | 2×10−5 |
From: A survey of Monte Carlo methods for parameter estimation
Algorithm | M=2 | M=3 | M=6 |
|---|---|---|---|
AM | 2×10−2 | 2×10−2 | 6×10−3 |
AGM-MH | 1.6×10−4 | 1.1×10−4 | 2×10−5 |