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Optimized Population Monte Carlo

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TABLE II O-PMC ALGORITHM .
Fig. 1. Toy example. Evolution of the reconstructed target along iterations for LR-PMC, GR-PMC and O-PMC for both LR and GLR (with ∆ = 5)
Fig. 2. Example V-B. MSE in the estimation of E e π [X] of the banana-shaped distribution versus the dimension d x , with GR-PMC (brown square), LR-PMC (red square) with σ = 1, and the proposed O-PMC method with LR (green triangle) or GLR (blue triangle) s
Fig. 4. Example V-C. Ground truth (blue) and estimated values (median ± MAD of the mean estimator) for frequencies and amplitudes in dimension 4 (top), 6 (middle) and 8 (bottom), for GR-PMC, LR-PMC, and O-PMC using either LR or GLR scheme.

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