There are three tremendous rivers for sinners to purify themselves with in the Dunya. If these rivers do not sufficiently purify them, they will be purified in the river of Jahannam on the Day of Resurrection.
The river of sincere repentance.
The river of practicing good deeds, which drown out the sins that surround them
The river of the major calamities that expiate sin.
When Allah wants good for his servants, he places them in one of these three rivers, so they would arrive on the Day of Resurrection in a state of goodness and purity, and would therefore not be in need of the fourth purification.