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Adaptive Equi-Energy Sampler : Convergence and Illustration

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Academic year: 2021

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Figure 1.(a) displays the target density π and the simulated one for three different algorithms (SRWM, EE and AEE) in one dimension
Figure 2: Comparison of the algorithms for a Gaussian mixture in two dimensions: (from left to right) the true density, SRWM, EE and AEE.
Figure 3: Error of EE (dashed line) and AEE for two different target densities in ten dimensions.
Figure 5: Results given by AEE, I-MCMC and a MH sampler

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