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Table 2

Step of the Metropolis-Hastings sampler, which replaces Step (3) of Table 1. The current sample at step q is and it is either replaced or not by the proposed sample .

(a) Draw a sample under a proposal density.
(b) Compute the acceptation ratio ρ by Eq. (23).
(c) Replace by (i.e. ) with the probability min(1), otherwise keep (i.e. ).

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