diff --git a/matlab/nonlinear-filters/src/DSMH_sampler.m b/matlab/nonlinear-filters/src/DSMH_sampler.m
index 3e373271719f3cdcf751e2071b25b43b598b0c2c..99307013f4a1384e7dd9167409da285d236d0096 100644
--- a/matlab/nonlinear-filters/src/DSMH_sampler.m
+++ b/matlab/nonlinear-filters/src/DSMH_sampler.m
@@ -147,12 +147,12 @@ plt = 1 ;
         drawnow
     end
     dyn_saveas(hh,[ M_.fname '_param_density' int2str(plt) ],options_.nodisplay,options_.graph_format);
-    if TeX
+    if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
         fprintf(fidTeX,'\\centering \n');
-        fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',M_.fname,int2str(plt));
-        fprintf(fidTeX,'\\caption{ParametersDensities.}');
+        fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%_param_density%s}\n',min(k/floor(sqrt(npar)),1),M_.fname,int2str(plt));
+        fprintf(fidTeX,'\\caption{Parameter densities based on the Dynamic Striated Metropolis-Hastings algorithm.}');
         fprintf(fidTeX,'\\label{Fig:ParametersDensities:%s}\n',int2str(plt));
         fprintf(fidTeX,'\\end{figure}\n');
         fprintf(fidTeX,' \n');
diff --git a/matlab/nonlinear-filters/src/Herbst_Schorfheide_sampler.m b/matlab/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
index cc51606837a3a92ef19c4120c36348704b291035..03323a0d9275639bf5b36abf2d9fcc9f9105e7e8 100644
--- a/matlab/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
+++ b/matlab/nonlinear-filters/src/Herbst_Schorfheide_sampler.m
@@ -175,12 +175,12 @@ plt = 1 ;
         drawnow
     end
     dyn_saveas(hh,[ M_.fname '_param_density' int2str(plt) ],options_.nodisplay,options_.graph_format);
-    if TeX
+    if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
         fprintf(fidTeX,'\\centering \n');
-        fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',M_.fname,int2str(plt));
-        fprintf(fidTeX,'\\caption{ParametersDensities.}');
+        fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%_param_density%s}\n',min(k/floor(sqrt(npar)),1),M_.fname,int2str(plt));
+        fprintf(fidTeX,'\\caption{Parameter densities based on the Herbst/Schorfheide sampler.}');
         fprintf(fidTeX,'\\label{Fig:ParametersDensities:%s}\n',int2str(plt));
         fprintf(fidTeX,'\\end{figure}\n');
         fprintf(fidTeX,' \n');
diff --git a/matlab/nonlinear-filters/src/online_auxiliary_filter.m b/matlab/nonlinear-filters/src/online_auxiliary_filter.m
index c7df9d8051f6095a4d2269ff7dd2ac28664e7b14..0da8e48fa841911cc73b80e999d319aa614c3a19 100644
--- a/matlab/nonlinear-filters/src/online_auxiliary_filter.m
+++ b/matlab/nonlinear-filters/src/online_auxiliary_filter.m
@@ -361,13 +361,13 @@ for plt = 1:nbplt
         drawnow
     end
     dyn_saveas(hh,[ Model.fname '_param_density' int2str(plt) ],DynareOptions.nodisplay,DynareOptions.graph_format);
-    if TeX
+    if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
         % TeX eps loader file
         fprintf(fidTeX, '\\begin{figure}[H]\n');
         fprintf(fidTeX,'\\centering \n');
-        fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParametersDensities%s}\n',Model.fname,int2str(plt));
-        fprintf(fidTeX,'\\caption{ParametersDensities.}');
-        fprintf(fidTeX,'\\label{Fig:ParametersDensities:%s}\n',int2str(plt));
+        fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%_param_density%s}\n',min(k/nc,1),M_.fname,int2str(plt));
+        fprintf(fidTeX,'\\caption{Parameter densities based on the Liu/West particle filter.}');
+        fprintf(fidTeX,'\\label{Fig:ParameterDensities:%s}\n',int2str(plt));
         fprintf(fidTeX,'\\end{figure}\n');
         fprintf(fidTeX,' \n');
     end