From: A survey of Monte Carlo methods for parameter estimation
L=NKT=2·105 | |||||||
---|---|---|---|---|---|---|---|
N | Algorithm | σ=1 | σ=2 | σ=5 | σ=10 | σ=20 | σ=70 |
5 | Standard PMC [95] | 92.80 | 38.71 | 12.65 | 0.38 | 0.047 | 37.44 |
100 | Â | 75.17 | 59.42 | 14.24 | 0.25 | 0.028 | 0.18 |
5·104 |  | 68.29 | 37.44 | 7.01 | 0.25 | 0.033 | 0.17 |
100 | DM-PMC (K=1) | 72.48 | 36.21 | 5.34 | 0.036 | 0.029 | 0.21 |
 | GR-PMC (K=2) | 69.41 | 26.23 | 3.09 | 0.022 | 0.028 | 0.17 |
 | LR-PMC (K=2) | 2.68 | 0.007 | 0.010 | 0.018 | 0.102 | 32.88 |
 | GR-PMC (K=5) | 67.04 | 17.44 | 0.11 | 0.013 | 0.023 | 0.15 |
 | LR-PMC (K=5) | 8.04 | 0.012 | 0.008 | 0.016 | 0.027 | 2.00 |
 | GR-PMC (K=20) | 61.58 | 15.13 | 0.42 | 0.012 | 0.024 | 0.14 |
 | LR-PMC (K=20) | 9.51 | 1.16 | 0.011 | 0.013 | 0.023 | 0.22 |
 | GR-PMC (K=100) | 64.94 | 12.50 | 0.08 | 0.015 | 0.026 | 0.18 |
 | LR-PMC (K=100) | 9.60 | 1.21 | 0.022 | 0.015 | 0.026 | 0.20 |
 | GR-PMC (K=500) | 58.49 | 9.63 | 0.08 | 0.014 | 0.024 | 0.16 |
 | LR-PMC (K=500) | 14.79 | 6.72 | 0.10 | 0.010 | 0.024 | 0.20 |
100 | M-PMC [96] | 71.39 | 81.33 | 18.14 | 0.058 | 0.031 | 0.14 |
10 | Â | 84.14 | 81.68 | 6.49 | 0.76 | 0.024 | 4.60 |
100 | SMC [286] | 77.00 | 76.5 | 15.98 | 0.79 | 0.068 | 0.86 |
5·104 |  | 69.08 | 51.29 | 20.48 | 0.22 | 0.038 | 0.68 |
 | DM-SMC (K=1) | 70.95 | 42.40 | 1.91 | 0.039 | 0.027 | 0.19 |
 | GR-SMC (K=5) | 66.64 | 41.54 | 0.16 | 0.015 | 0.024 | 0.19 |
100 | LR-SMC (K=5) | 8.16 | 2.32 | 0.007 | 0.015 | 0.027 | 2.19 |
 | GR-SMC (K=20) | 65.48 | 37.91 | 0.10 | 0.013 | 0.025 | 0.19 |
 | LR-SMC (K=20) | 8.88 | 4.15 | 0.010 | 0.014 | 0.026 | 0.20 |
100 | APIS (T=100) | 0.0318 | 0.0011 | 0.0054 | 0.0129 | 0.0211 | 0.1794 |
 | APIS (T=50) | 0.0144 | 0.0007 | 0.0051 | 0.0131 | 0.0221 | 0.1772 |
 | APIS (T=20) | 0.0401 | 0.0006 | 0.0047 | 0.0136 | 0.0245 | 0.1732 |
 | APIS (T=5) | 0.0008 | 0.0005 | 0.0064 | 0.0149 | 0.0270 | 0.2076 |
 | APIS (T=2) | 0.0017 | 0.0116 | 0.0103 | 0.0182 | 0.0387 | 0.1844 |
1 | AMIS (best) | 112.70 | 107.85 | 44.93 | 0.7404 | 0.0121 | 0.0141 |
 | AMIS (worst) | 115.62 | 111.83 | 70.62 | 9.43 | 0.0871 | 18.62 |