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The random walk Metropolis : linking theory and practice through a case study

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Figure

Figure 1: Trace plots ((a), (c), and (e)) and corresponding autocorrelation plots ((b), (d), and
Figure 2: Two 2-state continuous time Markov chains simulated from generator Q with q12 =
Figure 3: Contour plot for a two dimensional Gaussian density with σ21 = σ22 = 1 and correlation
Figure 4: QQ plots for algorithms Blk, MwG, and BlkShp on D2 (Replicate 1). Dashed lines are
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