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EURASIP Journal on Advances in Signal Processing

Table 7 Normalized auto-correlation (at lag one) 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

Standard MH

0.81

0.72

0.46

AM

0.33

0.26

0.20

AGM-MH

0.13

0.14

0.16

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