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A Note on Perfect Slice Sampling

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on Perfect Slice Sampling. Research Report Series / Department of Statistics and Mathematics, 29. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution. (author's abstract)

Item Type: Paper
Keywords: Markov chain Monte Carlo method / perfect slice sampling / coupling from the past
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 08 Mar 2006 16:02
Last Modified: 13 Dec 2017 03:23
URI: http://epub.wu.ac.at/id/eprint/52


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