The parameters of the Normal proposal distribution are chosen using maximum likelihood estimation. The mean is set to the sample mean of the retained samples, and the standard deviation is set to the square root of the sample second central moment of those samples.
Conditions: The proposal family is restricted to Normal distributions.; The data used for fitting are the retained samples satisfying .
The parameters of the Normal proposal distribution are chosen using maximum likelihood estimation. The mean is set to the sample mean of the retained samples, and the standard deviation is set to the square root of the sample second central moment of those samples.
Conditions: The proposal family is restricted to Normal distributions.; The data used for fitting are the retained samples satisfying .