Table 2.

Comparisons of HMC algorithm and GG sampler in terms of MSE, ESS/min and MAD for each parameter

	${\alpha }_0$	${\alpha }_1$	${\beta }_1$	$\rho$	$\lambda$
HMC
MSE	0.0015	0.0304	0.0193	0.0018	0.0006
ESS/min	411	496	381	28	159
MAD	0.0318	0.0498	0.1212	0.0413	0.0230
GG
MSE	0.0036	0.0223	0.0203	0.0022	0.0030
MAD	0.04360	0.0917	0.1288	0.0388	0.0335
ESS/min	8	27	5	12	43