Pop-SAMC 10%Cr Pop-SAMC SAMC RJMCMC
k prob(%) SD prob(%) SD prob(%) SD porb(%) SD
7 0.1029 0.0014 0.1009 0.0018 0.0949 0.0026 0.0998 0.0052
8 55.5077 0.2272 55.6082 0.2698 54.5699 0.6833 55.0832 0.3261
9 33.3677 0.1364 33.2264 0.1693 33.5970 0.4432 33.5365 0.1794
10 9.2642 0.0873 9.3098 0.1010 9.8146 0.2910 9.4942 0.1548
11 1.5646 0.0253 1.5633 0.0233 1.7117 0.0778 1.5884 0.0547
12 0.1767 0.0037 0.1756 0.0031 0.1943 0.0113 0.1813 0.0108
13 0.0150 0.0004 0.0149 0.0003 0.0165 0.0011 0.0153 0.0013
14 0.0010 0.0000 0.0010 0.0000 0.0012 0.0001 0.0012 0.0002
CPU(s) 16.1 16.2 16.2 15.2
Table 2: Comparison of the estimated posterior distribution for the change-point identification example. The number in the parentheses is the estimates of standard deviation (SD). CPU: the CPU time (in seconds) cost by a single run of the corresponding algorithm on a Intel Core 2 Duo 3.0 GHz computer.