Research Article
Hierarchical Models and Tuning of Random Walk Metropolis Algorithms
Table 2
Scottish dataset: efficiency and time-adjusted efficiency measures for the four samplers tested.
| Sampler | Efficiency | Time-adjusted efficiency | Mean ASJD | Min ESS | Mean time | | | () | () | () | | |
| RWM | 2.9712 | 74.30 | 145.50 | 2.0421 | 51.07 | Fixed RWM-w-G | 6.4279 | 157.09 | 147.77 | 4.3499 | 106.31 | Local RWM-w-G | 8.4108 | 272.70 | 148.06 | 5.6807 | 184.18 | Adapt. Met. | 5.2476 | 473.83 | 1,081.52 | 0.4852 | 43.81 |
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