Fig. 4.

Last 20,000 iterations of the pseudo-marginal (top left) and noisy (bottom left) algorithms, for the autoregressive parameter a when $N=250$. Estimated autocorrelation functions of the corresponding pseudo-marginal (top right) and noisy (bottom right) chains. The mean acceptance probabilities were 0.104 for the pseudo-marginal and 0.283 for the noisy chain