Fig. 3.
Sampling results of parameter k1 for various variances in Metropolis-Hastings algorithm. Sampled data for (a) a = 2, (b) a = 5, and (c) a = 7. Histograms and probability distribution (pdf) of parameter k1 for (d) a = 2,(e) a = 5, and (f) a = 1. Here, hyperparameter, a is related to the magnitude of variance in Metropolis-Hastings algorithm (see Eq. (26)).