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.

SamplerEfficiencyTime-adjusted efficiency
Mean ASJDMin ESSMean time
()()()

RWM2.971274.30145.502.042151.07
Fixed RWM-w-G6.4279157.09147.774.3499106.31
Local RWM-w-G8.4108272.70148.065.6807184.18
Adapt. Met.5.2476473.831,081.520.485243.81