In Bitcoin, a natural definition of an anonymity set for a coin is the set of wallet clusters into which the coin could plausibly be merged. The anonymity set is nontrivial if there is more than one candidate cluster, in which case merging would be contingent on obtaining additional information. New transactions might introduce uncertainty, necessitating the creation of new clusters for outputs that can’t be merged into any existing cluster (yet). On the other hand, new transactions and out-of-band information can also remove uncertainty and facilitate the merging of clusters. Most commonly, if the multi-input heuristic is considered valid for such a new transaction, then the clusters of the input coins will be merged. However, as we saw before, many heuristics exist, some of which are alarmingly accurate.