Fig. 6.
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MCMC estimate of the distribution p(δθ|δy) in the case y = D2σ2 (in blue) compared to the case y = σ2 shown in Fig. 4. The dashed lines indicate the true value of δθtrue = [0.05, 0.2, 1 × 10−3]T used to generate δy (the PDF gives at this point: lnp(δθtrue|δy) = 12.17). The mode of this distribution is δθMAP = [0.026, 0.195, 0.888 × 10−3]T.
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