Simulation study 1: Analysis of the MCMC trajectories

The figures below show plots of the log unnormalized posterior probabilities (that is, the log likelihood plus the log prior) plotted against the simulation time measured in MCMC steps (shown on the horizontal axis).

MCMC simulation 1

For the first simulation, no annealing was used. The respective setting in the run settings menu is:

Annealing scheme for lambda Q none

MCMC simulation 2

For the second simulation, annealing by mixing distributions was used,
with the following modification of the run settings menu:

Annealing scheme for lambda Q PROB

MCMC simulation 3

Finally, in the third simulation, we applied annealing by mixing parameters.
The respective setting in the run settings menu is:

Annealing scheme for lambda Q PAR

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