Figure 1.

Euler-Maruyama approximation of the posterior of σ and γ in the OU process. Posteriors are based on 200 points of simulated data with ΔT = 0.5, μ = 0, and σ = γ = 1. The prior is p (μ, γ, σ) ∝ γ/σ. The third panel is a contour plot showing the joint parameter space.