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 |