Dkl(P||P^π)= Σp[lgp – lg^p]
= -h(p)+Σh(x1π(xi))
Jπ=Σh(xi|π(x))
J’ = ΣI(xi:π(xi))
Generate samples from p(x)Θ
set Θt+1 to rfth percentile
retain only those samples s.b. f(x)>= Θt
estimate p(x)Θbth
repeat
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