C. Figure, 24: Frobenious norm of the MCMC samples (blue line) and true value

C. Figure, 25: Frobenious norm of the MCMC samples (blue line) and true value

, Additional Application's Output In this section we report some additional plots concerning the Gibbs sampler's output for the estimation of the hyper-parameters in the application described in Section 3.6. FIGURE C.29: Posterior distribution (left plot), MCMC output (middle plots) and autocorrelation functions (right plots) of the local variance hyper-parameters ?

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C. Figure, 31: Posterior distribution (left plots), MCMC output (middle plots) and autocorrelation functions (right plots) of the common coefficient g l in the pooled model

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