def METHOD_NAME(self):
    """
    Initialises the routine before the first iteration.
    """
    if self._running:
        raise RuntimeError('Already initialised.')
    # Propose x0 as first points
    # Note proposal is multiple points this time!
    self._current = None
    self._current_log_pdfs = None
    self._proposed = self._x0
    self._proposed.setflags(write=False)
    # Number of chains left to update in this cycle
    self._remaining = np.arange(self._n_chains)
    # Update sampler state
    self._running = True