\BOOKMARK [1][-]{section.1}{The Problem}{} \BOOKMARK [1][-]{section.2}{How to Sample a Continuous Variable: Basics}{} \BOOKMARK [1][-]{section.3}{The Metropolis-Hastings Algorithm}{} \BOOKMARK [1][-]{section.4}{Proof of the method}{} \BOOKMARK [1][-]{section.5}{Gibbs Sampling}{}