Table 1 Effective sampling speed measurements for SMMALA and the modified NR-SMMALA
From: Hamiltonian Monte Carlo methods for efficient parameter estimation in steady state dynamical systems
Problem size | Â | NR-SMMALA | SMMALA |
|---|---|---|---|
2×2 | v in s-1 | 90±2 | 71±2 |
|  | τ int.,L | 0.88±0.02 | 0.88±2 |
3×6 | v in s-1 | 62±1 | 32±1 |
|  | τ int.,L | 1.20±0.03 | 1.52±0.04 |
6×14 | v in s-1 | 0.30±0.07 | 0.031±0.006 |
|  | τ int.,L | 290±67 | 166±31 |