Algorithm 1.

Metropolis-Hastings

1:
	procedure MH(θ(0), f(θ), q(θ(1) | θ(2)), N)
2:
	Calculate f(θ(0))
3:
	for t = 1,..., N do
4:
	θPROP ← q(θPROP | θ(t−1))
5:
	u ← U(0,1)
6:
	$\alpha =\min \left(1,\frac{f({\mathit{\theta }}^{\text{PROP}})q({\mathit{\theta }}^{(t-1)}\mid {\mathit{\theta }}^{\text{PROP}})}{f({\mathit{\theta }}^{(t-1)})q({\mathit{\theta }}^{\text{PROP}}\mid {\mathit{\theta }}^{(t-1)})}\right)$
7:
	If α < u, then θ(t) ← θPROP. Otherwise, θ(t) ← θ(t−1)
8:
	end for
9:
	return θ(1) …θ(N)
10:
	end procedure