maries and other quantities of interest</li>
</ul>
<p>Here we go through an example that illustrates each of these steps in
turn. In this example we use the same (simulated) data at each step. In
complex practical applications – especially very large applications –
one might want to use different subsets of the data at different steps.
For example, one might only want to extract posterior summaries (step 4)
for a subset of the tests. We will deal with such complications in later
vignettes. For now, we n