Proposals for positive definite matrix using random walk deviations on the Cholesky
        factor of the current value.

def propose(self):
        """
        Proposals for positive definite matrix using random walk deviations on the Cholesky
        factor of the current value.
        """

        # Locally store size of matrix
        dims = self.stochastic.value.shape

        # Add normal deviate to value and symmetrize
        dev = rnormal(
            0,
            self.adaptive_scale_factor *
            self.proposal_sd,
            size=dims)
        symmetrize(dev)

        # Replace
        self.stochastic.value = dev + self.stochastic.value