Figure 3: Simulation results after 200K iterations. The chains of random
samples correspond to the components of the vector of hyper-parameters
φ , i.e. μβ and
. (Panel A) and aα and sα (panel B). The former determines
the Normal prior distribution of the cluster center parameters β*, while the
latter pair determines the Inverse Gamma prior distribution of the cluster
center parameters α*. The random samples in each chain are approximately
sampled (and constitute an approximation of) the corresponding posterior
distribution conditional on the data matrix Y. |