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Unfortunately, inference for diffusion processes is difficult. A review of results concerning inference for diffusion processes was compiled by \\textit{H. S\u00f8rensen} [Int. Stat. Rev. 72, 337--354 (2004)]. Likelihood-based methods usually approximate the likelihood so that the discretization error becomes arbitrarily small. These methods often depend on the Markov property.  Sequential Monte Carlo techniques can be used to implement parameter estimation for stochastic volatility models. Another approach to estimating parameters for these models arises from Bayesian inference using Markov chain Monte Carlo (MCMC) methods. Initial MCMC schemes were introduced by Jones [Review of Financial Studies 16, 793--843 (2003)]. Unfortunately, the algorithm's convergence properties degenerate as the number of imputed points increases. \\textit{G. O. Roberts} and \\textit{O. 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