Quotation Hörmann, Wolfgang, Leydold, Josef. 2006. A Note an Perfect Slice Sampling. Research Report Series, Department of Statistics and Mathematics, Report 29.


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Abstract

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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title A Note an Perfect Slice Sampling
Title of whole publication Research Report Series, Department of Statistics and Mathematics, Report 29
Year 2006
URL http://epub.wu-wien.ac.at/dyn/virlib/wp/showentry?ID=epub-wu-01_8f4&style=blank

Associations

People
Hörmann, Wolfgang (Former researcher)
Leydold, Josef (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research Institute for Computational Methods FI (Details)
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