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.