Table 1.
The results of the BMARS MCMC with the two-stage BMARS MCMC. The first row corresponds to the average of 5 runs of the usual BMARS algorithm to which the two-stage runs are compared. The last column is the ratio of the two-stage time to the regular MCMC time in the first row. Note that as the subsampling percentage decreased, the speed of the two-stage algorithm increased while the acceptance rate decreased for a fixed proposal standard deviation (SD).
| Subsample Percentage | SD | Acceptance Rate | Time (sec) | Time Ratio |
|---|---|---|---|---|
| - | .0005 | .31 | 41,594 | - |
| 15 | .0005 | .18 | 28,134 | .68 |
| 10 | .0005 | .15 | 27,422 | .66 |
| 5 | .0005 | .12 | 25,384 | .61 |
| 1 | .0005 | .06 | 25,144 | .60 |
| 1 | .0001 | .21 | 28,261 | .68 |