
84 Current Trends in Bayesian Methodology with Applications
(100+1) Dimensional Funnel
Large V
Small V
-15 -10 -5 0 5 10 15
θ
1
-10
-5
0
5
10
v
-10
-5
0
5
10
0 500 1000 1500 2000 2500
v
Iteration
Mean = -0.04
Standard Deviation = 1.92
(a)
(100+1) Dimensional Funnel
Large V
Small V
-15 -10 -5 0 5 10 15
θ
1
-10
-5
0
5
10
v
-10
-5
0
5
10
0 500 1000 1500 2000 2500
v
Iteration
Mean = 2.71
Standard Deviation = 0.20
(b)
FIGURE 4.3
One of the biggest challenges with modern models is not global correlatio ns
but rather local correla tions that are resistant to the corrections based on
the global covariance. The funnel distribution, here with N = 100, features
strongly ...