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MCMC evolution plot showing three different states of the algorithm’s evolution for the slow ensemble. The starting points (shown as dots) of the four chains are drawn from a density that is over-dispersed with respect to the target density, and progressively they all end up sampling the same area of the parameter space defined by γ and w. The first plot shows 100 iterations, the second shows 1000 and the third shows 10,000 iterations.
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