e probability of keeping the proposal
<span class="math inline">\((\rho^{*}, \theta^{*})\)</span> generated by transitioning from
<span class="math inline">\((\rho, \theta)\)</span> is</p>
<p><span class="math display">\[
\min \!
\left(
1,
\ \exp \! \left( H(\rho, \theta) - H(\rho^{*}, \theta^{*}) \right)
\right).
\]</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