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Information geometric Markov chain Monte Carlo methods using diffusions

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Figure

Figure 1. These traceplots show the evolution of three RWM Markov chains for which π(·)is a N(0, 12) distribution, with different choices for λ.
Figure 2.A two-dimensional manifold (surface) embedded in R3 through r(x1, x2) =(x1, x2, sin(x1)+1), parametrised by the local coordinates, x1 and x2

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