Proposal density Using the covariance matrix to give the proposal directions typically significantly increases the acceptance rate and gives faster movement around parameter space. We generate a random basis in the eigenvectors, then cycle through them proposing changes to each, then generate a new random basis The distance proposal in the random direction is given by a two-D Gaussian radial function mixed with an exponential, which is quite robust to wrong width estimates See http://cosmologist.info/notes/cosmomc.pdf