\rho, \theta) - H(\rho^{*}, \theta^{*}) \right)
\right).
\]</span></p>
<p>If the proposal is not accepted, the previous parameter value is
returned for the next draw and used to initialize the next iteration.</p>
</div>
<div id="algorithm-summary" class="section level3 unnumbered">
<h3>Algorithm Summary</h3>
<p>The Hamiltonian Monte Carlo algorithm starts at a specified initial
set of parameters <span class="math inline">\(\theta\)</span>; in Stan, this value is either
user-specified or generated randomly. 