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On solving integral equations using Markov chain Monte Carlo methods

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Figure

Fig. 1. Histogram of 250,000 samples scaled by the estimated normalising constant(estimate 1), smooth estimate of the same (estimate 2) and the analytic solutionfor the toy example.�
Table 1Performance of MCMC point-wise-estimation. Figures are obtained from 100 inde-
Table 1 shows the performance of the second MCMC estimator when usedfor estimatingtor variance proportional to the square of the value being estimated and the f point-wise
Fig. 2. Histogram and our smooth estimate of V obtained with 100,000.
+2

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