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Fig. 4

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The same target distribution sampled by three chains, each being characterised by a different set  {σ} . The contours map the target distribution, which in turn depends only on the parameters Θ1 and Θ2. The starting point in each of the chains is (Θ12) = (−4.5, −4.5) and all contain 2000 iterations. Both parameters share a common σ-value whose optimal setting is σ = 1. It is important to note that given a sufficiently large number of iterations, all the chains would eventually map out the target distribution, however an optimal choice of the proposal distribution will result in significantly faster convergence.

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