Work

Improved Perfect Slice Sampling

Year: 2003

Type: article

Abstract: Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. The originally proposed method is rather slow and thus several improvements have been suggested. However, two of them are erroneous. In this article we give a short introduction to perfect slice sampling, point out incorrect methods, and give a new improved version of the original algorithm. (author's abstract)

Source: ePubWU Institutional Repository (Wirtschaftsuniversität Wien)

DOI: 10.57938/ceec6b02-5778-45d1-af44-a38998820b2a

Authors: Hörmann, Wolfgang, Leydold, Josef

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Austrian Science Fund

Award: Random Variate Generation and Markoc Vhain Monte Carlo

OpenAlex ID: W2109911312