The conditional probability distribution η(x t |x t-1 ), called the proposal distribution, determines the transition process from x t-1 to x t . Assume that we currently have a sample set {x i t-1 |i = 1, . . . , m} of x t-1 that follows π t-1 (x t-1 ). This set defines a Monte Carlo approximation of π t-1 (x t-1 ) as